Explaining Greenium in a Macro-Finance Integrated Assessment Model
My job market paper, explains the green stock return patterns in a production-based asset pricing model. SSRN link here
Posts by Collection
portfolio
International Climate News
Co-authored with Mariano Massimiliano Croce (Bocconi), Riccardo Colacito (UNC), and Maria Jose Arteaga-Garavito (Bocconi). SSRN link here
The Spillover of Corporate ES on Cost of Debt
Co-authored with Danmo Lin (Warwick Business School, UK) and Siti Farida (Birmingham Business School, UK). Work in progress
Green Investing, Information Asymmetry, and Capital Structure
Co-authored with Shasha Li (IWH, Germany). SSRN link here
Generalized Black-Scholes Option Pricing and Investor Sentiment
Co-authored with Kwangwon Ahn (Yonsei, South Korea) and Changyong Ha (PHBS, China).
publications
Modeling Stock Return Distributions with a Quantum Harmonic Oscillator
Published in Europhysics Letters, 2018
Recommended citation: Ahn, K., Choi, M., Dai, B., Sohn, S., & Yang, B. (2018). Modeling stock return distributions with a quantum harmonic oscillator. Europhysics Letters, 120(3), 38003.
Modeling GDP Fluctuations with Agent-Based Model
Published in Physica A: Statistical Mechanics and its Applications Volume, 2018
Recommended citation: Chu, Z., Yang, B., Ha, C. Y., & Ahn, K. (2018). Modeling GDP fluctuations with agent-based model. Physica A: Statistical Mechanics and its Applications, 503, 572-581.
Stock Market Uncertainty and Economic Fundamentals: an Entropy-Based Approach
Published in Quantitative Finance, 2019
Recommended citation: Ahn, K., Lee, D., Sohn, S., & Yang, B. (2019). Stock market uncertainty and economic fundamentals: an entropy-based approach. Quantitative Finance, 19(7), 1151-1163.
Market efficiency of cryptocurrency: evidence from the Bitcoin market
Published in Scientific Reports, 2023
Recommended citation: Yi, E., Yang, B., Jeong, M., Sohn, S., & Ahn, K. (2023). Market efficiency of cryptocurrency: evidence from the Bitcoin market. Scientific Reports, 13(1), 4789.
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.