Concepedia

Sang Bin Lee

SB

10

Publications

1.9K

Citations

10

H-Index

1986

Active since

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Sang Bin Lee is an author at Korea Advanced Institute of Science and Technology specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsVolatility ModelingOption PricingEmpirical FinanceMarket MicrostructureInterest Rate Modeling

Publications per year

1986–2004

10

Publications

10

Term Structure Movements and Pricing Interest Rate Contingent Claims

Thomas S. Y. Ho, Sang Bin Lee · The Journal of Finance · 1986 · 1.3K citations

Empirical Finance, Economics, Option Pricing +12

DOES THE OCTOBER 1987 CRASH STRENGTHEN THE CO‐MOVEMENTS AMONG NATIONAL STOCK MARKETS?

Sang Bin Lee, Kwang Jung Kim · Review of Financial Economics · 1993 · 335 citations

Stock index futures listing and structural change in time‐varying volatility

Sang Bin Lee, Ki Yool Ohk · Journal of Futures Markets · 1992 · 151 citations

Volatility Modeling, Financial Economics, Asset Pricing +5

The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions

Thomas S. Y. Ho, Sang Bin Lee · RePEc: Research Papers in Economics · 2004 · 31 citations

PRICE LIMITS AND STOCK MARKET EFFICIENCY

Sang Bin Lee, Jee Seok Chung · Journal of Business Finance &amp Accounting · 1996 · 22 citations

Market Microstructure, Economics, Financial Economics +6

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