Details about Sungbin Sohn

Access statistics for papers by Sungbin Sohn.

Last updated 2026-10-21. Update your information in the RePEc Author Service.

Short-id: pso784

Working Papers

2022

1. The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
   Papers, arXiv.org View citations (1)
   See also Journal Article The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds, Finance Research Letters, Elsevier (2022) View citations (1) (2022)
2. Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach
   Papers, arXiv.org

Journal Articles

2025

1. The impact of futures trade on the informational efficiency of the U.S. REIT market
   Financial Innovation, 2025, 11, (1), 1-24 View citations (1)

2023

2. Yield spread selection in predicting recession probabilities
   Journal of Forecasting, 2023, 42, (7), 1772-1785 View citations (3)

2022

3. Idiosyncratic return variation: Firm-specific information or noise?
   Finance Research Letters, 2022, 47, (PA) View citations (1)
4. The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds
   Finance Research Letters, 2022, 47, (PA) View citations (1)
   See also Working Paper The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds, Papers (2022) View citations (1) (2022)

2021

5. After the Splits: Information Flow between Bitcoin and Bitcoin Family
   Chaos, Solitons & Fractals, 2021, 142, (C) View citations (13)
6. Flight to quality and implicit guarantee: Evidence from Chinese trust products
   International Review of Economics & Finance, 2021, 75, (C), 399-419

2020

7. BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
   Journal of Futures Markets, 2020, 40, (1), 23-43 View citations (61)
8. Price discovery and microstructure in ether spot and derivative markets
   International Review of Financial Analysis, 2020, 71, (C) View citations (20)

2019

9. Price discovery among SSE 50 Index‐based spot, futures, and options markets
   Journal of Futures Markets, 2019, 39, (2), 238-259 View citations (19)
10. Stock market uncertainty and economic fundamentals: an entropy-based approach
    Quantitative Finance, 2019, 19, (7), 1151-1163 View citations (18)

2018

11. Real Estate Soars and Financial Crises: Recent Stories
    Sustainability, 2018, 10, (12), 1-12 View citations (9)

2017

12. Could the Extended Trading of CSI 300 Index Futures Facilitate Its Role of Price Discovery?
    Journal of Futures Markets, 2017, 37, (7), 717-740 View citations (7)