BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness C Alexander, J Choi, H Park, S Sohn Journal of Futures Markets 40 (1), 23-43, 2020 | 103 | 2020 |
Stock market uncertainty and economic fundamentals: an entropy-based approach K Ahn, D Lee, S Sohn, B Yang Quantitative Finance 19 (7), 1151-1163, 2019 | 59 | 2019 |
Modeling stock return distributions with a quantum harmonic oscillator K Ahn, MY Choi, B Dai, S Sohn, B Yang Europhysics Letters 120 (3), 38003, 2018 | 57 | 2018 |
Price discovery among SSE 50 Index‐based spot, futures, and options markets K Ahn, Y Bi, S Sohn Journal of Futures Markets 39 (2), 238-259, 2019 | 53 | 2019 |
Price discovery and microstructure in ether spot and derivative markets C Alexander, J Choi, HRA Massie, S Sohn International Review of Financial Analysis 71, 101506, 2020 | 39 | 2020 |
Real estate soars and financial crises: Recent stories H Jang, Y Song, S Sohn, K Ahn Sustainability 10 (12), 4559, 2018 | 25 | 2018 |
Stock market liberalization and price discovery: Evidence from the Shanghai-Hong Kong Stock Connect S Sohn, N Jiang Available at SSRN 2850967, 2016 | 24 | 2016 |
After the splits: Information flow between Bitcoin and Bitcoin family E Yi, Y Cho, S Sohn, K Ahn Chaos, Solitons & Fractals 142, 110464, 2021 | 23 | 2021 |
Could the extended trading of CSI 300 index futures facilitate its role of price discovery? S Sohn, X Zhang Journal of Futures Markets 37 (7), 717-740, 2017 | 16 | 2017 |
Market efficiency of cryptocurrency: evidence from the Bitcoin market E Yi, B Yang, M Jeong, S Sohn, K Ahn Scientific reports 13 (1), 4789, 2023 | 9 | 2023 |
What Does Investor Sentiment Reflect: Animal Spirits or Risks? S Sohn Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance …, 2013 | 7 | 2013 |
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds J Choi, L Lu, H Park, S Sohn Finance Research Letters 47, 102552, 2022 | 3 | 2022 |
Essays in Technological Innovation & Financial Economics A Mukerji Stanford University, 2022 | 3* | 2022 |
Yield spread selection in predicting recession probabilities J Choi, D Ge, KH Kang, S Sohn Journal of Forecasting 42 (7), 1772-1785, 2023 | 1 | 2023 |
Flight to quality and implicit guarantee: Evidence from Chinese trust products H Park, S Sohn International Review of Economics & Finance 75, 399-419, 2021 | 1 | 2021 |
Essays in financial economics SB Sohn University of California, Berkeley, 2012 | 1 | 2012 |
Interest Rate Risk, Inflation, and the Cross Section of Stock Returns H Park, S Sohn Inflation, and the Cross Section of Stock Returns (April 21, 2023), 2023 | | 2023 |
Idiosyncratic return variation: Firm-specific information or noise? Y Shu, S Sohn Finance Research Letters 47, 102789, 2022 | | 2022 |
Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach J Choi, D Ge, KH Kang, S Sohn arXiv preprint arXiv:2101.09394, 2021 | | 2021 |
Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach J Choi, D Ge, KH Kang, S Sohn | | 2021 |