Sungbin Sohn

Sogang University - Department of Economics

35 Baekbeom-ro

Seoul, 121-742

Korea

http://sites.google.com/view/sungbinsohn

SCHOLARLY PAPERS

10

DOWNLOADS
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3,996

SSRN CITATIONS
Rank 28,741

SSRN RANKINGS

Top 28,741

in Total Papers Citations

37

CROSSREF CITATIONS

4

Scholarly Papers (10)

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 Business School, Sungkyunkwan University - SKK Business School and Sogang University - Department of Economics
Downloads 1,768 (18,985)
Citation 28

Abstract:

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bitcoin, BitMEX, market efficiency, price discovery, spillover

2.

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 Business School, University of Sussex Business School and Sogang University - Department of Economics
Downloads 592 (88,014)
Citation 7

Abstract:

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BitMEX, Cryptocurrency, Ethereum, Futures, Perpetual Swaps

3.

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
Sogang University - Department of Economics and Pennsylvania State University, Department of Economics, Students
Downloads 546 (97,443)
Citation 9

Abstract:

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

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
Sogang University - Department of Economics
Downloads 277 (209,371)

Abstract:

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

5.

Transitory Market Shocks and IPO Timing

Number of pages: 79 Posted: 17 Dec 2011 Last Revised: 12 Mar 2024
Jaewon Choi, Daniel Sungyeon Kim and Sungbin Sohn
Seoul National University - Department of Economics, Chung-Ang University - College of Business & Economics and Sogang University - Department of Economics
Downloads 200 (286,517)

Abstract:

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

6.

Interest Rate Risk, Inflation, and the Cross Section of Stock Returns

Number of pages: 41 Posted: 25 May 2023
Heungju Park and Sungbin Sohn
Sungkyunkwan University - SKK Business School and Sogang University - Department of Economics
Downloads 157 (354,601)

Abstract:

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Interest rate, Inflation, Stock returns

7.

Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach

Number of pages: 20 Posted: 27 Jan 2021 Last Revised: 07 Jan 2022
Jaehyuk Choi, Desheng Ge, Kyu H. Kang and Sungbin Sohn
Peking University HSBC Business School, Peking University HSBC Business School, Korea University and Sogang University - Department of Economics
Downloads 147 (374,278)

Abstract:

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Yield curve, estimation risk, density forecasting, machine learning

8.

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 Sogang University - Department of Economics
Downloads 145 (378,425)

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

9.

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: 05 Feb 2022
Jaehyuk Choi, Lei Lu, Heungju Park and Sungbin Sohn
Peking University HSBC Business School, Peking University - HSBC School of Business, Sungkyunkwan University - SKK Business School and Sogang University - Department of Economics
Downloads 102 (493,144)

Abstract:

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

10.

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 Sogang University - Department of Economics
Downloads 62 (659,660)

Abstract:

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