A quantum model for the overpriced put puzzle
Published in Financial Innovation, 2025
Recommended citation: Jeong, M., Yang, B., Zhang, X., Park, T., & Ahn, K. (2025). A quantum model for the overpriced put puzzle. Financial Innovation, 11(1), 130.
Publications
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.
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.
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.
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.