Publications

Publications

You can also find my articles on my Google Scholar profile.

[J]: Journal, [C]: Conference, [W]: Workshop. † indicates equal contribution.

[ Selected Papers ]

Dissecting the Terra-LUNA crash: Evidence from the spillover effect and information flow

Seungju Lee, Jaewook Lee,Yunyoung Lee

[J] Finance Research Letters, 2023

[Paper] [News Article] 

Price co-movements in decentralized financial markets

Seongwan Park, Seungju Lee, Yunyoung Lee, Hyungjin Ko, Bumho Son, Jaewook Lee, Huisu Jang

[J] Applied Economics Letters, 2023

[Paper] 

Interconnected Dynamics of Sustainable Cryptocurrencies: Insights from Transfer Entropy Analysis

Seungju Lee, Jaewook Lee, Woojin Lee

[J] Finance Research Letters, 2025

[Paper] 

A Statistical Analysis of the Relationship between Meme Stocks and Social Media

Seungju Lee†, Yunyoung Lee†, Jaewook Lee, Hoki Kim

[J] IEEE Access, 2025

[Paper] 

Shifting dynamics: Bitcoin spot ETF approval and Bitcoin’s relationships with financial markets

Seungju Lee, Jaewook Lee

[J] Applied Economics Letters, 2025

[Paper] 

[ Preprints and all papers ]

Enhancing non-linear asset volatility forecasting models with investor sentiment and Explainable AI

Seungju Lee, Jinseong Park, Jaewook Lee

[W] Korea Computer Congress (KCC) XAI Workshop, 2023

[Workshop Info] 

* This paper was honored with the Best Paper Award (2/37)