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손성빈(Sohn, Sungbin) |
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대표 연구 "Yield spread selection in predicting recession probabilities," (with Jaehyuk Choi, Desheng Ge, Kyu Ho Kang) Journal of Forecasting, 42(7), pp. 1772-1785, 2023 “Idiosyncratic return variation: Firm-specific information or noise?,” (with Yaruo Shu) Finance Research Letters, 47, 102789, 2022 "The financial value of the within-government network: Evidence from Chinese municipal corporate bonds," (with Jaehyuk Choi, Lei Lu, and Heungju Park) Finance Research Letters, 47, 102552, 2022 "Flight to quality and implicit guarantee: Evidence from Chinese trust products," (with Heungju Park) International Review of Economics & Finance, 75, pp. 339-419, 2021 "부가가치세법상 '소비'의 개념에 관한 고찰(2) - '사업상증여' 규정의 해석론 및 입법론적 관점의 연구," (with 권형기), 세무학연구, 38(1), pp. 69-118, 2021 "After the splits: Information flows between bitcoin and bitcoin family," (with Eojin Yi, Yerim Cho, and Kwangwon Ahn) Chaos, Solitons & Fractals, 42, 110464, 2021 "부가가치세법상 '소비'의 개념에 관한 고찰(1) - 명목화폐소비지출설과 간주공급에서의 시가의 개념을 중심으로," (with 권형기) 조세법연구, 26(3), 541-591, 2020 "Price discovery and microstructure in ether spot and derivative markets," (with Carol Alexander, Jaehyuk Choi, and Hamish Massie) International Review of Financial Analysis, 71, 101506, 2020 "BitMEX bitcoin derivatives: Price discovery, informational efficiency and hedging effectiveness," (with Carol Alexander, Jaehyuk Choi, and Heungju Park) Journal of Futures Markets, 40(1), pp. 23-43, 2020 "Stock market uncertainty and economic fundamentals: An entropy-based approach," (with Kwangwon Ahn, Daeyong Lee, and Biao Yang) Quantitative Finance, 19(7), pp. 1151-1163, 2019 "Price discovery among SSE 50 Index-based spot, futures and options markets," (with Kwangwon Ahn and Yingyao Bi) Journal of Futures Markets, 39(2), pp. 238-259, 2019 "Real estate soars and financial crises: recent stories," (with Hanwool Jang, Yena Song, and Kwangwon Ahn) Sustainability, 10(12), pp. 45-59, 2018 "Modeling stock return distributions with a quantum harmonic oscillator," (with Kwangwon Ahn, Mu-Young Choi, Bingcun Dai, and Biao Yang) EPL, 120(3), 38003, 2017 "Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?," (with Xiaofeng Zhang) Journal of Futures Markets, 37(7), pp. 717-740, 2017
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