Publications in Finance / Economics Journals
The impact of futures trade on the informational efficiency of the U.S. REIT market (with Kwangwon Ahn, Hanwool Jang, and Minhyuk Jeong), Financial Innovation, 2025, 11(1), 45
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)