3 papers in the archive (2026), average empirical rigor 7.3/10, average math complexity 7.3/10. Quadrant mix: Holy Grail ×3.
Works mostly in Crypto Markets & DeFi, Fixed Income & Interest Rates.
Frequent co-authors: Doohwi Cha (3), Seunghan Son (3), Juyeong Lee (3), Minsuk Sung (3), Minjae Lee (3), Hyeonjun Yeo (2).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
Tokenized equities trade while listed markets are closed, so their marks could improve off-hours measurement along layered exposures that link Bitcoin, crypto-treasury stocks, and leveraged ETFs. A token return and the next opening gap, however, share the price move from the previous close to the to
Crypto venues increasingly list perpetual futures on equities and other real-world assets (RWAs), which trade continuously yet reference dividend-paying stocks: a long equity perpetual marked to the ex-dividend cash price bears the ex-dividend drop without receiving the dividend. We ask whether the
Privacy-preserving protocols can repair a vulnerability without establishing whether it was exploited beforehand, even when no theft is reported and aggregate supply is protected. We call the potential value reduction from this gap the verifiability discount. A turnstile model shows how early withdr