← All authors Sungbin Sohn Sogang University (from arXiv:2101.09394, 2021) · ORCID · OpenAlex
14 papers in scope · 14 published · 1 on the econ.EM arXiv · 422 citations · h-index 9 (over the papers listed here)
Papers (1 of 14)
The impact of futures trade on the informational efficiency of the U.S. REIT market
published 2025 · Financial Innovation · 4 citations
with Kwangwon Ahn, Hanwool Jang, Minhyuk Jeong
published 2023 · Journal of Forecasting · 5 citations · first circulated 2021
Market efficiency of cryptocurrency: evidence from the Bitcoin market
published 2023 · Scientific Reports · 28 citations
with Eojin Yi, Biao Yang, Minhyuk Jeong, Kwangwon Ahn
Idiosyncratic return variation: Firm-specific information or noise?
published 2022 · Finance research letters · 2 citations · first circulated 2021
with Yaruo Shu
The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
published 2021 · Finance research letters · 6 citations
Flight to quality and implicit guarantee: Evidence from Chinese trust products
published 2021 · International Review of Economics & Finance
with Heungju Park
After the Splits: Information Flow between Bitcoin and Bitcoin Family
published 2020 · Chaos Solitons & Fractals · 23 citations
with Eojin Yi, Yerim Cho, Kwangwon Ahn
Price discovery and microstructure in ether spot and derivative markets
published 2020 · International Review of Financial Analysis · 41 citations
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
published 2019 · Journal of Futures Markets · 117 citations
Stock market uncertainty and economic fundamentals: an entropy-based approach
published 2019 · Quantitative Finance · 51 citations
with Kwangwon Ahn, Daeyong Lee, Biao Yang
Real Estate Soars and Financial Crises: Recent Stories
published 2018 · Sustainability · 22 citations
with Hanwool Jang, Yena Song, Kwangwon Ahn
Price discovery among SSE 50 Index‐based spot, futures, and options markets
published 2018 · Journal of Futures Markets · 59 citations
with Kwangwon Ahn, Yingyao Bi
Modeling stock return distributions with a quantum harmonic oscillator
published 2017 · Europhysics Letters (EPL) · 49 citations
with Kwangwon Ahn, M. Y. Choi, Bo Dai, Biao Yang
Could the Extended Trading of CSI 300 Index Futures Facilitate Its Role of Price Discovery?
published 2016 · Journal of Futures Markets · 15 citations
with Xiaofeng Zhang
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