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Price Discovery and Microstruc...
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BitMEX bitcoin derivatives : Price discovery, informational efficiency, and hedging effectiveness
Alexander, Carol
;
Choi, Jaehyuk
;
Park, Heungju
;
Sohn, …
- In:
Journal of Futures Markets
40
(
2019
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10012189086
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2
Price discovery and microstructure in ether spot and derivative markets
Alexander, Carol
;
Choi, Jaehyuk
;
Massie, Hamish R. A.
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435768
Saved in:
3
The financial value of the within-government political network : evidence from Chinese municipal corporate bonds
Choi, Jaehyuk
;
Lu, Lei
;
Park, Heungju
;
Sohn, Sungbin
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013457352
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4
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
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5
Price discovery among SSE 50 Index-based spot, futures, and options markets
Ahn, Kwangwon
;
Bi, Yingyao
;
Sohn, Sungbin
- In:
Journal of Futures Markets
39
(
2018
)
2
,
pp. 238-259
Persistent link: https://www.econbiz.de/10012082162
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6
Flight to quality and implicit guarantee : evidence from Chinese trust products
Park, Heungju
;
Sohn, Sungbin
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 399-419
Persistent link: https://www.econbiz.de/10012692563
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7
Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?
Sohn, Sungbin
;
Zhang, Xiaofeng
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 717-740
Persistent link: https://www.econbiz.de/10011950872
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8
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
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9
Idiosyncratic return variation : firm-specific information or noise?
Shu, Yaruo
;
Sohn, Sungbin
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455240
Saved in:
10
Sum of all Black-Scholes-Merton models: An efficient pricing method for spread, basket, and Asian options
Choi, Jaehyuk
- In:
Journal of Futures Markets
38
(
2018
)
6
,
pp. 627-644
Persistent link: https://www.econbiz.de/10012082105
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