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mycourse:blockchain_apps_in_finance

Blockchain Technology & Its Applications in Finance

教材与参考书

  1. Narayanan, Arvind, et al. Bitcoin and cryptocurrency technologies: a comprehensive introduction. Princeton University Press, 2016.
  2. Tapscott, Don, and Alex Tapscott. Blockchain revolution: how the technology behind bitcoin is changing money, business, and the world. Penguin, 2016.

slides

主要参考文献

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

  1. 考核方式:课程项目
  2. 课程项目形式:区块链金融应用案例分析
  3. DDL:08-May-2022, 20:00
  4. 提交内容:课程报告+PPT+项目展示视频
  5. 提交方式:百度网盘

  1. 奖励:主动参加12周课堂展示的起评分以100分计(其他人起评分按95计算)
mycourse/blockchain_apps_in_finance.txt · 最后更改: 2022/05/24 10:26 由 kk