Sungbin Sohn

Peking University - HSBC Business School

Assistant Professor

University Town

Nanshan District

Shenzhen, Guang Dong 518055

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 25,275

SSRN RANKINGS

Top 25,275

in Total Papers Downloads

2,561

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

BitMEX Bitcoin Derivatives: Price Discovery, Informational Efficiency and Hedging Effectiveness

Journal of Futures Markets, 40(1):23-43, 2020
Number of pages: 35 Posted: 09 Apr 2019 Last Revised: 08 Dec 2019
University of Sussex Business School, Peking University - HSBC School of Business, Sungkyunkwan University - SKK Business School and Peking University - HSBC Business School
Downloads 1,210 (21,967)
Citation 11

Abstract:

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bitcoin, BitMEX, market efficiency, price discovery, spillover

2.

Stock Market Liberalization and Price Discovery: Evidence from the Shanghai-Hong Kong Stock Connect

Number of pages: 45 Posted: 12 Oct 2016
Sungbin Sohn and Na Jiang
Peking University - HSBC Business School and Pennsylvania State University, Department of Economics, Students
Downloads 432 (86,567)
Citation 3

Abstract:

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Price discovery, Shanghai-Hong Kong Stock Connect, Chinese A-H shares, Common factor weights, Information shares, Difference-in-differences

3.

Price Discovery and Microstructure in Ether Spot and Derivative Markets

International Review of Financial Analysis, 71, 101506, 2020
Number of pages: 26 Posted: 16 Jan 2020 Last Revised: 04 Jun 2020
University of Sussex Business School, Peking University - HSBC School of Business, University of Sussex Business School and Peking University - HSBC Business School
Downloads 332 (116,772)

Abstract:

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BitMEX, Cryptocurrency, Ethereum, Futures, Perpetual Swaps

4.

What Does Investor Sentiment Reflect: Animal Spirits or Risks?

Asian Finance Association (AsFA) 2013 Conference, 26th Australasian Finance and Banking Conference 2013
Number of pages: 30 Posted: 18 Nov 2012 Last Revised: 26 Aug 2013
Sungbin Sohn
Peking University - HSBC Business School
Downloads 228 (171,456)

Abstract:

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investor sentiment, animal spirits, systematic risks, simulation, impulse response functions matching

5.

The Role of Transitory Shocks in Equity Financing: Evidence from IPOs

Number of pages: 56 Posted: 17 Dec 2011 Last Revised: 23 Jun 2021
Daniel Sungyeon Kim and Sungbin Sohn
Chung-Ang University - College of Business & Economics and Peking University - HSBC Business School
Downloads 124 (287,732)

Abstract:

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Permanent-transitory decomposition, initial public offerings, long-run performance

6.

Flight to Quality and Implicit Guarantee: Evidence from Chinese Trust Products

Number of pages: 42 Posted: 01 Feb 2017 Last Revised: 02 Apr 2021
Heungju Park and Sungbin Sohn
Sungkyunkwan University - SKK Business School and Peking University - HSBC Business School
Downloads 111 (311,339)

Abstract:

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Chinese shadow banking, Flight to quality, Credit spread, Implicit guarantee, Collective fund trust product

7.

The Financial Value of the Within-Government Political Network: Evidence From Chinese Municipal Corporate Bonds

Finance Research Letters, Forthcoming
Number of pages: 13 Posted: 27 Jan 2021 Last Revised: 18 Nov 2021
Jaehyuk Choi, Lei Lu, Heungju Park and Sungbin Sohn
Peking University - HSBC School of Business, Peking University - HSBC School of Business, Sungkyunkwan University - SKK Business School and Peking University - HSBC Business School
Downloads 60 (447,158)

Abstract:

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Political Network, Guanxi, Local Government Financing Vehicles, Municipal Corporate Bonds, Credit Risk

8.

Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach

Number of pages: 19 Posted: 27 Jan 2021
Jaehyuk Choi, Desheng Ge, Kyu H. Kang and Sungbin Sohn
Peking University - HSBC School of Business, Peking University - HSBC School of Business, Korea University and Peking University - HSBC Business School
Downloads 48 (494,207)

Abstract:

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Yield curve, estimation risk, density forecasting

9.

Idiosyncratic return variation: firm-specific information or noise?

Number of pages: 11 Posted: 08 Jul 2021
Yaruo Shu and Sungbin Sohn
Peking University HSBC Business School and Peking University - HSBC Business School
Downloads 16 (679,217)

Abstract:

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Stock return synchronicity, Price informativeness, Post-Earnings Announcement Drift, Institutional ownership