====== Blockchain Technology & Its Applications in Finance ====== ===== 教材与参考书 ===== - Narayanan, Arvind, et al. Bitcoin and cryptocurrency technologies: a comprehensive introduction. Princeton University Press, 2016. - Tapscott, Don, and Alex Tapscott. Blockchain revolution: how the technology behind bitcoin is changing money, business, and the world. Penguin, 2016. ===== 教学计划 ===== | 序号 | 主题 | 时间 | 讲义 | slides | | 1 | BTC区块链原理 | wk10-11 | [[http://kktim.cn/teaching/blockchain/blockchain-1.html|Lecture 1]] | [[http://kktim.cn/teaching/blockchain/blockchain-1-slides.html|L01-BTC-slides]] | | 2 | Ethereum区块链原理与应用 | wk11-12 | [[http://kktim.cn/teaching/blockchain/blockchain-2.html|Lecture 2]] | | | 3 | 区块链与数字货币 | wk12-13 | [[|待更新]] | | | 4 | 区块链金融应用与相关研究 | wk13 | [[http://kktim.cn/teaching/blockchain/blockchain-3.html|Lecture 3]] | | ===== 主要参考文献 ===== **[[:literature_search|查找文献的方法]]** [1] Liu, Yukun, Aleh Tsyvinski, and Xi Wu. "Common risk factors in cryptocurrency." The Journal of Finance 77.2 (2022): 1133-1177. [2] Griffin, John M., and Amin Shams. "Is Bitcoin really untethered?." The Journal of Finance 75.4 (2020): 1913-1964. [3] Hinzen, Franz J., Kose John, and Fahad Saleh. "Bitcoin’s limited adoption problem." Journal of Financial Economics 144.2 (2022): 347-369. [4] Easley, David, Maureen O'Hara, and Soumya Basu. "From mining to markets: The evolution of bitcoin transaction fees." Journal of Financial Economics 134.1 (2019): 91-109. [5] Makarov, Igor, and Antoinette Schoar. "Trading and arbitrage in cryptocurrency markets." Journal of Financial Economics 135.2 (2020): 293-319. [6] Sokolov, Konstantin. "Ransomware activity and blockchain congestion." Journal of Financial Economics 141.2 (2021): 771-782. [7] Cong, Lin William, Ye Li, and Neng Wang. "Token-based platform finance." Journal of Financial Economics (2021). [8] Gryglewicz, Sebastian, Simon Mayer, and Erwan Morellec. "Optimal financing with tokens." Journal of Financial Economics 142.3 (2021): 1038-1067. [9] Howell, Sabrina T., Marina Niessner, and David Yermack. "Initial coin offerings: Financing growth with cryptocurrency token sales." The Review of Financial Studies 33.9 (2020): 3925-3974. [10] Liu, Yukun, and Aleh Tsyvinski. "Risks and returns of cryptocurrency." The Review of Financial Studies 34.6 (2021): 2689-2727. [11] Foley, Sean, Jonathan R. Karlsen, and Tālis J. Putniņš. "Sex, drugs, and bitcoin: How much illegal activity is financed through cryptocurrencies?." The Review of Financial Studies 32.5 (2019): 1798-1853. [12] Cong, Lin William, Ye Li, and Neng Wang. "Tokenomics: Dynamic adoption and valuation." The Review of Financial Studies 34.3 (2021): 1105-1155. [13] Pagnotta, Emiliano S. "Decentralizing money: Bitcoin prices and blockchain security." The Review of Financial Studies 35.2 (2022): 866-907. [14] Biais, Bruno, et al. "The blockchain folk theorem." The Review of Financial Studies 32.5 (2019): 1662-1715. [15] Cong, Lin William, Zhiguo He, and Jiasun Li. "Decentralized mining in centralized pools." The Review of Financial Studies 34.3 (2021): 1191-1235. [16] Goldstein, Itay, Wei Jiang, and G. Andrew Karolyi. "To FinTech and beyond." The Review of Financial Studies 32.5 (2019): 1647-1661. [17] Saleh, Fahad. "Blockchain without waste: Proof-of-stake." The Review of financial studies 34.3 (2021): 1156-1190. [18] Chiu, Jonathan, and Thorsten V. Koeppl. "Blockchain-based settlement for asset trading." The Review of Financial Studies 32.5 (2019): 1716-1753. [19] Cong, Lin William, and Zhiguo He. "Blockchain disruption and smart contracts." The Review of Financial Studies 32.5 (2019): 1754-1797. [20] Lee, Jeongmin, and Christine A. Parlour. "Consumers as financiers: Consumer surplus, crowdfunding, and Initial Coin Offerings." The Review of Financial Studies 35.3 (2022): 1105-1140. [21] Chen, Mark A., Qinxi Wu, and Baozhong Yang. "How valuable is FinTech innovation?." The Review of Financial Studies 32.5 (2019): 2062-2106. [22] Cheng, Stephanie F., et al. "Riding the blockchain mania: Public firms’ speculative 8-K disclosures." Management Science 65.12 (2019): 5901-5913. [23] Whitaker, Amy, and Roman Kräussl. "Fractional equity, blockchain, and the future of creative work." Management Science 66.10 (2020): 4594-4611. [24] Holden, Richard, and Anup Malani. "An Examination of Velocity and Initial Coin Offerings." Management Science (2022). [25] Tsoukalas, Gerry, and Brett Hemenway Falk. "Token-weighted crowdsourcing." Management Science 66.9 (2020): 3843-3859. [26] Gan, Jingxing, Gerry Tsoukalas, and Serguei Netessine. "Initial coin offerings, speculation, and asset tokenization." Management Science 67.2 (2021): 914-931. [27] Malik, Nikhil, et al. "Why Bitcoin will Fail to Scale?." Management Science (2022). [28] Roşu, Ioanid, and Fahad Saleh. "Evolution of shares in a proof-of-stake cryptocurrency." Management Science 67.2 (2021): 661-672. [29] Csóka, Péter, and P. Jean-Jacques Herings. "Decentralized clearing in financial networks." Management Science 64.10 (2018): 4681-4699. [30] Lyandres, Evgeny, Berardino Palazzo, and Daniel Rabetti. "Initial coin offering (ico) success and post-ico performance." Management Science (2022). [31] Arnosti, Nick, and S. Matthew Weinberg. "Bitcoin: A natural oligopoly." Management Science (2022). ===== 考核方式 ===== - 考核方式：课程项目 - 课程项目形式： - 区块链案例分析 - 区块链产品设计 - 区块链研究设计 - 区块链/数字加密货币学术论文 - DDL：**28-May-2024, 20:00** - 提交内容：课程报告+PPT+项目展示视频 - 提交方式：百度网盘 {{ :mycourse:blockchain-2024.jpg?400 |}}