Sang-Hyop Lee, Ph.D. Gerard Russo, Ph.D. Lawrence Nitz, Ph.D. Abdul Jabbar, Ph.D. Candidate
Sungbin Sohn Ph.D. · ZHANG Xiaofeng 2015 Helijin Technology Shanghai Isara AREESOMBOON 2016...
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Sungbin Sohn Ph.D. Address: 748 Peking University HSBC Business School Xili University Town, Nanshan, Shenzhen, 518055, China Phone: +86-755-2603-5324; Fax: +86-755-2603-5344 Email: [email protected] Academic Position Peking University, HSBC Business School, Shenzhen, China Assistant Professor, August 2012-present Hanyang University, College of Economics and Finance, Seoul, Korea Visiting Scholar, July-August 2014 Education Ph.D. Economics, University of California at Berkeley, Berkeley, California, May 2012 Field: Financial Economics, Econometrics Dissertation Title: Essays in Financial Economics B.A. (Summa Cum Laude), Seoul National University, Seoul, Korea, February 2005 Major: Economics Research Interest Asset pricing; Investor sentiment; Initial public offerings; Chinese stock markets; Macro-finance Publication “Could the extended trading of CSI 300 index futures facilitate its role of price discovery? (with X. Zhang)”, Journal of Futures Markets (2017) Working Paper “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” Work in Progress “Cost of equity: new factor models (with H. Kang, Y. Kim)” “Stock returns and liquidity: pricing the funding liquidity component (with H. Park)” “ Asset pricing in consideration of idiosyncratic shocks”
Transcript of Sungbin Sohn Ph.D. · ZHANG Xiaofeng 2015 Helijin Technology Shanghai Isara AREESOMBOON 2016...
SungbinSohnPh.D.
Address:748PekingUniversityHSBCBusinessSchoolXiliUniversityTown,Nanshan,Shenzhen,518055,ChinaPhone:+86-755-2603-5324;Fax:+86-755-2603-5344
Email:[email protected],HSBCBusinessSchool,Shenzhen,China
AssistantProfessor,August2012-presentHanyangUniversity,CollegeofEconomicsandFinance,Seoul,Korea
VisitingScholar,July-August2014EducationPh.D.Economics,UniversityofCaliforniaatBerkeley,Berkeley,California,May2012
Field:FinancialEconomics,EconometricsDissertationTitle:EssaysinFinancialEconomics
B.A.(SummaCumLaude),SeoulNationalUniversity,Seoul,Korea,February2005Major:Economics
ResearchInterestAsset pricing; Investor sentiment; Initial public offerings; Chinese stock markets;Macro-financePublication“Could the extended trading of CSI 300 index futures facilitate its role of pricediscovery?(withX.Zhang)”,JournalofFuturesMarkets(2017)WorkingPaper“The role of permanent and transitory stock market shocks in equity financing:evidencefromIPOs”“Stock market liberalization and price discovery: evidence from Shanghai-HongKongStockConnect(withN.Jiang)”“Pricedeterminantsofshadowbankingproducts inChina:ananalysisofcollectivefundtrustproducts(withH.Park)”“Modelingstockreturndistributionswithaquantumharmonicoscillator (withK.Ahn,M.Y.Choi,B.DaiandB.Yang)”“What does the investor sentiment index reflect: animal spirits or risks? (with K.Ahn)”“TheeffectofuncertaintyanddispersionofopiniononIPOstockperformance”WorkinProgress“Costofequity:newfactormodels(withH.Kang,Y.Kim)”“Stockreturnsandliquidity:pricingthefundingliquiditycomponent(withH.Park)”“Assetpricinginconsiderationofidiosyncraticshocks”
TeachingExperienceInstructor,PekingUniversityHSBCBusinessSchool
AdvancedFinancialEconomics(Fall2012,Spring2014,2015,2016)AdvancedEconometrics(Spring2013,Fall2013,2014,2015,2016)EmpiricalFinance(Spring2013,Spring2014)
GraduateStudentInstructor,UniversityofCaliforniaatBerkeleyFinancialEconomics(Fall2009,Fall2011)EconomicStatisticsandEconometrics(Spring2010)MacroeconomicAnalysis(Fall2008,Spring2009)
TeachingAssistant,SeoulNationalUniversityMathematicalEconomics(Fall2005)
SeminarandConferencePresentationHanyangUniversity,CollegeofEconomicsandFinance,Seoul,Korea,2017KoreaInstituteofFinance,Seoul,Korea,2016WorldFinanceConference,NewYork,USA,2016AustralasianFinanceandBankingConference,Sydney,Australia,2013SingaporeEconomicReviewConference,Singapore,2013AsianMeetingoftheEconometricSociety,Singapore,2013AsianFinanceAssociationAnnualMeeting,Nanchang,China,2013NationalUniversityofSingapore,DepartmentofEconomics,Singapore,2012SungKyunKwanUniversity,DepartmentofEconomics,Seoul,Korea,2012KoreaInstituteofFinance,Seoul,Korea,2012KoreaDevelopmentInstitute,Seoul,Korea,2012HonorsandAwardsBridgeTrustAssetManagementFund,PekingUniversity,2014-2015,2016-2017ExcellenceinTeachingAward,PekingUniversity,2014OutstandingFacultyAward,PekingUniversity,2014OutstandingGraduateStudentInstructorAward,Univ.ofCaliforniaBerkeley,2012DissertationResearchAward,UniversityofCaliforniaBerkeley,2010Dean’sNormativeTimeFellowship,UniversityofCaliforniaBerkeley,2009SamsungLeeKunHeeScholarship,SamsungFoundation,2006-2010KimTaesungMemorialScholarship(toptwograd.students),SeoulNat’lUniv.,2005AlumniPresidentialAward(graduationbestGPA),SeoulNat’lUniv.,2005ThirdPrizeinMonetaryPolicyCompetition,BankofKorea,2004AcademicExcellenceAward(top2%ofjuniorsandseniors),SeoulNat’lUniv.2004ArmyCommendationMedal,DepartmentoftheArmy,USA,2003OtherInformationDateofBirth:January29,1980Citizenship:RepublicofKoreaLanguage:Korean(native),English(fluent),Chinese(Basic)ProgrammingLanguageandStatisticalPackage:C++,MATLAB,STATAAdhocrefereeservice:EconomicsLetters
Students(Thesisadvisees) GraduationYear FirstPosition(CurrentPosition)CAOChong 2013 FENGJieqi 2014 GUHong 2014 IvanARIAS 2015 ShopmenConsultingandRetailCo.@ChileCAICan 2015 BankofChongqingCHUQi 2015 DalianCommodityExchangeAlenaHRUBA 2015 B&BGroupLimitedLogisticsCompanyHUANGQifeng 2015 TaikangAssetManagementSergeyIVANOV 2015 IKONRealEstateDevelopment@RussiaJIXiaofei 2015 GuotaiSecurities(EverbrightSecurities)MINXingzheng 2015 LingwangInvestmentManagementWANGLiguo 2015 ChinaResourcesSZInternationalTrustXUMingyue 2015 ChinaScience&MerchantsInvestmentManagementYANTe 2015 ElitimesAssetManagementZHANGXiaofeng 2015 HelijinTechnologyShanghaiIsaraAREESOMBOON2016BansuantarnnamtipCo.@ThailandJIANGNa 2016 PennsylvaniaStateUniversityPh.D.program@USPENGShizhi 2016 BankofJiangsuTANGYuwen 2016 CITICSecuritiesTIANWei 2016 QianhaiKaiyuanFundManagementZHONGYingtao 2016 HuaxiSecuritiesReferencesAvailableuponrequestUpdatedatMarch2017
