Useong Shin

1. The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
   2026/04/21 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN #q-fin.CP
2. A Cap-Axis Integral Diagnostic of Factor Models
   2026/07/02 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN #q-fin.CP #q-fin.MF #q-fin.PR #q-fin.ST
3. Anatomy of the Market: A Body-Tail Test of Factor Models
   2026/06/22 by Useong Shin · 1 voice · 1 citation
   Economics, Econometrics and Finance · #q-fin.GN
4. Which Portfolios? The Construction Dependence of Factor Model Performance
   2026/06/17 by Useong Shin · 1 voice · 1 citation
   Economics, Econometrics and Finance · #q-fin.GN #q-fin.PR
5. A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
   2026/05/19 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN
6. The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
   2026/05/12 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN
7. Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
   2026/04/21 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN
8. Overshooting the Coordinate: Where Factor Corrections Land on Characteristic Axes
   2026/07/06 by Useong Shin · 1 voice
   Economics, Econometrics and Finance · #q-fin.GN #q-fin.CP #q-fin.PR #q-fin.ST