Publications in Finance / Economics Journals
Yield spread selection in predicting recession probabilities: A machine learning approach (with Jaehyuk Choi, Desheng Ge, and Kyu Ho Kang), Journal of Forecasting, 2023, 42(7), 1772-1785
Idiosyncratic return variation: Firm-specific information or noise? (with Yaruo Shu), Finance Research Letters, 2022, 47, 102789
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, 2022, 47, 102552
Flight to quality and implicit guarantee: Evidence from Chinese trust products (with Heungju Park), International Review of Economics & Finance, 2021, 75, 339-419
Price discovery and microstructure in ether spot and derivative markets (with Carol Alexander, Jaehyuk Choi, and Hamish Massie), International Review of Financial Analysis, 2020, 71, 101506
BitMEX bitcoin derivatives: Price discovery, informational efficiency and hedging effectiveness (with Carol Alexander, Jaehyuk Choi, and Heungju Park), Journal of Futures Markets, 2020, 40(1), 23-43
Stock market uncertainty and economic fundamentals: An entropy-based approach (with Kwangwon Ahn, Daeyong Lee, and Biao Yang), Quantitative Finance, 2019, 19(7), 1151-1163
Price discovery among SSE 50 Index-based spot, futures and options markets (with Kwangwon Ahn and Yingyao Bi), Journal of Futures Markets, 2019, 39(2), 238-259
Could the extended trading of CSI 300 Index futures facilitate its role of price discovery? (with Xiaofeng Zhang), Journal of Futures Markets, 2017, 37(7), 717-740
Publications in Interdisciplinary Journals
Market efficiency of cryptocurrency: evidence from the bitcoin market (with Eojin Yi, Biao Yang, Minhyuk Jeong, and Kwangwon Ahn), Scientific Reports, 2023, 13, 4789
부가가치세법상 '소비'의 개념에 관한 고찰(2) - '사업상증여' 규정의 해석론 및 입법론적 관점의 연구 (with 권형기), 세무학연구, 2021, 38(1), 69-118
After the splits: Information flows between bitcoin and bitcoin family (with Eojin Yi, Yerim Cho, and Kwangwon Ahn), Chaos, Solitons & Fractals, 2021, 42, 110464
부가가치세법상 '소비'의 개념에 관한 고찰(1) - 명목화폐소비지출설과 간주공급에서의 시가의 개념을 중심으로 (with 권형기), 조세법연구, 2020, 26(3), 541-591
Real estate soars and financial crises: recent stories (with Hanwool Jang, Yena Song, and Kwangwon Ahn), Sustainability, 2018, 10(12), 4559
Modeling stock return distributions with a quantum harmonic oscillator (with Kwangwon Ahn, Mu-Young Choi, Bingcun Dai, and Biao Yang), EPL, 2017, 120(3), 38003
Work in Progress
The roles of transitory stock market shocks in equity financing: Evidence from IPOs (with Jaewon Choi and Daniel Sungyeon Kim)
Interest rates, inflation and the cross section of stock returns (with Heungju Park)