Sang Bin Lee

2.0k total citations · 1 hit paper
23 papers, 1.1k citations indexed

About

Sang Bin Lee is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Sang Bin Lee has authored 23 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 6 papers in Economics and Econometrics and 5 papers in Accounting. Recurrent topics in Sang Bin Lee's work include Financial Markets and Investment Strategies (10 papers), Stochastic processes and financial applications (8 papers) and Financial Risk and Volatility Modeling (5 papers). Sang Bin Lee is often cited by papers focused on Financial Markets and Investment Strategies (10 papers), Stochastic processes and financial applications (8 papers) and Financial Risk and Volatility Modeling (5 papers). Sang Bin Lee collaborates with scholars based in South Korea, United States and Slovakia. Sang Bin Lee's co-authors include Thomas S. Y. Ho, Seung Hyun Oh, Dae Joong Kim, Thomas S. Y. Ho, InSoo Han and Keun‐Yeob Oh and has published in prestigious journals such as The Journal of Finance, Expert Systems with Applications and Journal of Business Finance & Accounting.

In The Last Decade

Sang Bin Lee

21 papers receiving 987 citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Term Structure Movements and Pricing Interest Rate Contingent Claims

1986 681 citations Sang Bin Lee et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Sang Bin Lee South Korea	9	1.0k	578	256	133	85	23	1.1k
Louis O. Scott United States	14	1.9k 1.8×	781 1.4×	486 1.9×	211 1.6×	113 1.3×	25	2.0k
Jean‐Guy Simonato Canada	17	984 0.9×	430 0.7×	182 0.7×	93 0.7×	100 1.2×	51	1.1k
George Chacko United States	13	931 0.9×	456 0.8×	150 0.6×	94 0.7×	113 1.3×	24	1.0k
Farshid Jamshidian Netherlands	13	1.2k 1.2×	410 0.7×	181 0.7×	228 1.7×	121 1.4×	23	1.3k
Saikat Nandi United States	9	1.0k 1.0×	448 0.8×	107 0.4×	91 0.7×	60 0.7×	13	1.1k
Mark Schröder United States	16	1.0k 1.0×	552 1.0×	127 0.5×	119 0.9×	152 1.8×	33	1.2k
Ton Vorst Netherlands	19	1.5k 1.4×	628 1.1×	248 1.0×	92 0.7×	125 1.5×	40	1.7k
Ren‐Raw Chen United States	16	1.2k 1.2×	364 0.6×	393 1.5×	74 0.6×	83 1.0×	74	1.3k
Suzanne S. Lee United States	11	936 0.9×	643 1.1×	188 0.7×	32 0.2×	64 0.8×	19	1.1k
Antoon Pelsser Netherlands	19	917 0.9×	397 0.7×	91 0.4×	412 3.1×	180 2.1×	103	1.1k

Countries citing papers authored by Sang Bin Lee

Since Specialization

Citations

This map shows the geographic impact of Sang Bin Lee's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sang Bin Lee with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sang Bin Lee more than expected).

Fields of papers citing papers by Sang Bin Lee

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sang Bin Lee. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sang Bin Lee. The network helps show where Sang Bin Lee may publish in the future.

Co-authorship network of co-authors of Sang Bin Lee

This figure shows the co-authorship network connecting the top 25 collaborators of Sang Bin Lee. A scholar is included among the top collaborators of Sang Bin Lee based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sang Bin Lee. Sang Bin Lee is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Lee, Sang Bin, et al.. (2015). What is a Desirable IPO Lock-Up Period? Implications from the Empirical Study on the Historical Transition of the Lock-Up Period. Korean Journal of Financial Studies. 44(1). 247–286. 1 indexed citations

Han, InSoo, Keun‐Yeob Oh, & Sang Bin Lee. (2013). Promoting E-learning in University Education in Korea: The Role of Regional University E-learning Centers. International Journal of Contents. 9(3). 35–41. 1 indexed citations

Ho, Thomas S. Y. & Sang Bin Lee. (2009). Valuation of Credit Contingent Claims: An Arbitrage - Free Credit Model. SSRN Electronic Journal.

Lee, Sang Bin, et al.. (2008). A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model. The Journal of Fixed Income. 18(3). 5–17. 1 indexed citations

Lee, Sang Bin, et al.. (2004). A Closed-Form Multifactor Binomial Interest Rate Model. The Journal of Fixed Income. 14(1). 8–16. 4 indexed citations

Ho, Thomas S. Y. & Sang Bin Lee. (2004). The Oxford Guide To Financial Modeling. 9 indexed citations

Lee, Sang Bin, et al.. (2000). Price Limits and Limit Order Flow: Evidence from the Korea Stock Exchange. Review of Pacific Basin Financial Markets and Policies. 3(4). 451–474. 6 indexed citations

Lee, Sang Bin, et al.. (1998). The Effect of Market Transparency: Volatility and Liquidity in the Korean Stock Market. Review of Quantitative Finance and Accounting. 11(1). 23–35. 3 indexed citations

Lee, Sang Bin & Dae Joong Kim. (1997). Price Limits and Beta. Review of Quantitative Finance and Accounting. 9(1). 35–52. 8 indexed citations

10.

Lee, Sang Bin, et al.. (1996). Fitting the Term Structure of Interest Rates with a Modified Cubic Smoothing Spline. SSRN Electronic Journal. 5(2). 147–159. 11 indexed citations

11.

Lee, Sang Bin, et al.. (1996). PRICE LIMITS AND STOCK MARKET EFFICIENCY. Journal of Business Finance & Accounting. 23(4). 585–601. 19 indexed citations

12.

Lee, Sang Bin, et al.. (1995). Volatility, Efficiency, and Trading: Further Evidence. Journal of International Financial Management and Accounting. 6(1). 26–42. 14 indexed citations

13.

Lee, Sang Bin, et al.. (1993). Margin regulation and stock market volatility: further evidence from Japan, Korea and Taiwan. Pacific-Basin Finance Journal. 1(2). 155–174. 7 indexed citations

14.

Lee, Sang Bin, et al.. (1992). Stock index futures listing and structural change in time‐varying volatility. Journal of Futures Markets. 12(5). 493–509. 106 indexed citations

15.

Lee, Sang Bin, et al.. (1992). A Rebalancing Discipline for an Immunization Strategy. The Journal of Portfolio Management. 18(4). 56–62. 6 indexed citations

16.

Lee, Sang Bin, et al.. (1992). Term structure estimation and pricing of callable Treasury bonds. Review of Quantitative Finance and Accounting. 2(2). 2 indexed citations

17.

Lee, Sang Bin, et al.. (1991). MARGIN REGULATION AND STOCK MARKET RESPONSE: FURTHER EVIDENCE FROM THE U.S. AND SOME PACIFIC‐BASIN COUNTRIES. Review of Financial Economics. 1(1). 79–98. 2 indexed citations

18.

Lee, Sang Bin & Seung Hyun Oh. (1990). A comparative study of recursive partitioning algorithm and analog concept learning system. Expert Systems with Applications. 1(4). 403–416. 5 indexed citations

19.

Lee, Sang Bin, et al.. (1990). Interest Rate Futures Options and Interest Rate Options. Financial Review. 25(3). 345–370. 9 indexed citations

20.

Lee, Sang Bin, et al.. (1986). Term Structure Movements and Pricing Interest Rate Contingent Claims. The Journal of Finance. 41(5). 1011–1029. 681 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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