The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework H Ko, B Son, Y Lee, H Jang, J Lee Finance Research Letters 47, 102784, 2022 | 94 | 2022 |
A Survey on Security and Privacy in Blockchain-based Central Bank Digital Currencies. Y Lee, B Son, S Park, J Lee, H Jang J. Internet Serv. Inf. Secur. 11 (3), 16-29, 2021 | 47 | 2021 |
Atomic cross-chain settlement model for central banks digital currency Y Lee, B Son, H Jang, J Byun, T Yoon, J Lee Information Sciences 580, 838-856, 2021 | 23 | 2021 |
A scalable IoT protocol via an efficient DAG-based distributed ledger consensus B Son, J Lee, H Jang Sustainability 12 (4), 1529, 2020 | 19 | 2020 |
Loss-driven adversarial ensemble deep learning for on-line time series analysis H Ko, J Lee, J Byun, B Son, S Park Sustainability 11 (12), 3489, 2019 | 8 | 2019 |
Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model B Son, Y Lee, S Park, J Lee Journal of Forecasting 42 (7), 1539-1559, 2023 | 7 | 2023 |
Price co-movements in decentralized financial markets S Park, S Lee, Y Lee, H Ko, B Son, J Lee, H Jang Applied Economics Letters 30 (21), 3075-3082, 2023 | 6 | 2023 |
Economics of blockchain-based securities settlement B Son, H Jang Research in International Business and Finance 64, 101842, 2023 | 6 | 2023 |
Portfolio insurance strategy in the cryptocurrency market H Ko, B Son, J Lee Research in International Business and Finance 67, 102135, 2024 | 5 | 2024 |
Graph-based multi-factor asset pricing model B Son, J Lee Finance Research Letters 44, 102032, 2022 | 4 | 2022 |
A novel integration of the Fama–French and Black–Litterman models to enhance portfolio management H Ko, B Son, J Lee Journal of International Financial Markets, Institutions and Money 91, 101949, 2024 | 2 | 2024 |
The Crossroads of Fama-French Three Factor and Black-Litterman Portfolio Models: Centered on the Novel View Distribution Structured by Asset Pricing Implications H Ko, B Son, J Lee Available at SSRN 4545581, 2023 | 1 | 2023 |
Influence and Predictive Power of Sentiment: Evidence From the Lithium Market W Jeong, S Park, S Lee, B Son, J Lee, H Ko Available at SSRN 4788883, 2024 | | 2024 |
Unraveling the MEV enigma: ABI-free detection model using Graph Neural Networks S Park, W Jeong, Y Lee, B Son, H Jang, J Lee Future Generation Computer Systems 153, 70-83, 2024 | | 2024 |
Unraveling the MEV Enigma: ABI-Free Detection Model using Graph Neural Networks S Park, W Jeong, Y Lee, B Son, H Jang, J Lee arXiv preprint arXiv:2305.05952, 2023 | | 2023 |
Optimal Strategy in Transaction Issuances with Cir Process after Eip-1559 Implementation B Son, H Jang, S Park, J Lee Available at SSRN 4415164, 2023 | | 2023 |