个人简介
Sungbin Sohn 博士
职位:助教授
最高学历:美国加州大学(伯克利),经济学,博士 教育背景: 2012 美国加州大学(伯克利),经济学,博士 2005 韩国首尔国立大学,经济学,学士 教授课程: 高级金融经济学 实证金融
高级计量经济学 I
研究领域
资产定价,中国金融市场,价格发现,加密货币,政治关系和不确定性
近期论文
“Could the extended trading of CSI 300 index futures facilitate its role of price discovery? (with X. Zhang)”, Journal of Futures Markets (2017)
工作论文:
“The role of permanent and transitory stock market shocks in equity financing: evidence from IPOs”
“Stock market liberalization and price discovery: evidence from Shanghai-Hong Kong Stock Connect (with N. Jiang)”
“Price determinants of shadow banking products in China: an analysis of collective fund trust products (with H. Park)”
“Modeling stock return distributions with a quantum harmonic oscillator (with K. Ahn, M.Y. Choi, B. Dai and B. Yang)”
“What does the investor sentiment index reflect: animal spirits or risks? (with K. Ahn)”
“The effect of uncertainty and dispersion of opinion on IPO stock performance”