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Sitemap
A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
Welcome to my website!
About me
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Posts
Future Blog Post
Published:
This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.
Blog Post number 4
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
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
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.