Publications (*: corresponding author)

• Park and Sohn* (2021), Flight to quality and implicit guarantee: evidence from Chinese trust products, International Review of Economics & Finance (SSCI, IF: 2.522), 75, 339-419 [DOI | SSRN]
• Yi, Cho, Sohn* and Ahn* (2021), After the splits: Information flows between bitcoin and bitcoin family, Chaos, Solitons & Fractals (SCI, IF: 5.944), 142, 110464 [DOI]
• Alexander*, Choi, Massie and Sohn (2020), Price discovery and microstructure in ether spot and derivative markets, International Review of Financial Analysis (SSCI, IF: 5.373), 71, 101506 [DOI | SSRN]
• Alexander, Choi, Park and Sohn* (2020), BitMEX bitcoin derivatives: price discovery, informational efficiency and hedging effectiveness, Journal of Futures Markets (SSCI, IF: 2.013), 40(1), 23-43 [DOI | SSRN]
• Ahn, Lee, Sohn* and Yang (2019), Stock market uncertainty and economic fundamentals: an entropy-based approach, Quantitative Finance (SSCI, IF: 2.222), 19(7), 1151-1163 [DOI]
• Ahn, Bi and Sohn* (2019), Price discovery among SSE 50 Index-based spot, futures and options markets, Journal of Futures Markets (SSCI, IF: 2.013), 39(2), 238-259 [DOI]
• Jang, Song, Sohn* and Ahn* (2018), Real estate soars and financial crises: recent stories, Sustainability (SSCI, IF: 3.251), 10(12), 4559 [DOI]
• Ahn, Choi*, Dai, Sohn and Yang (2017), Modeling stock return distributions with a quantum harmonic oscillator, EPL (SCI, IF: 1.947), 120(3), 38003 [DOI]
• Sohn* and Zhang (2017), Could the extended trading of CSI 300 Index futures facilitate its role of price discovery?, Journal of Futures Markets (SSCI, IF: 2.013), 37(7), 717-740 [DOI]

Working Papers (*: corresponding author)

• Kim and Sohn*, The role of transitory shocks in equity financing: Evidence from IPOs [SSRN], R&R in Review of Financial Studies
• Choi, Lu, Park* and Sohn, The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds [SSRN], R&R in Finance Research Letters
• Shu and Sohn*, Idiosyncratic return variation: firm-specific information or noise? New evidence from the post-earnings announcement drift, Under review in Finance Research Letters
• Choi, Ge, Kang* and Sohn, Yield spread selection in predicting recession probabilities [SSRN], Under review in Research in International Business and Finance.
• Sohn* and Zhou, China’s VC hot markets and startup innovation
• Qi and Sohn*, VC reputation damage and contagion effects
• Sohn* and Chai, Political power transition and corporate investment
• Sohn* and Zhang, Do influential analyst recommendations improve market efficiency?
• Ahn, Cong and Sohn*, Skewness and stock returns: testing competing hypotheses
• Sohn* and Jiang, Stock market liberalization and price discovery: evidence from the Shanghai-Hong Kong stock connect [SSRN]
• Ahn and Sohn*, What does investor sentiment reflect: animal spirits or risks? [SSRN]