Publications

Papers

Cryptocurrencies and stablecoins

• ‘Antoine Djogbenou, Emre Inan, and Joann Jasiak. “Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether” forthcoming at Journal of International Money and Finance.

• Henriques, I. & Sadorsky, P. (2022). “Time and frequency dynamics between NFTs and Twitter sentiment”, under review at Financial Innovation.

• Basher, Syed Abul, and Perry Sadorsky (2022). “Forecasting Bitcoin Price Direction with Random Forests: How Important Are Interest Rates, Inflation, and Market Volatility?” Machine Learning with Applications 9: 100355.

• Henry M. Kim, Marek Laskowski, Michael Zargham, Hjalmar Turesson, Matt Barlin, and Danil Kabanov (2021). “Token Economics in Real-Life: Cryptocurrency and Incentives Design for Insolar Blockchain Network,” IEEE Computer, Vol. 24, Issue 1, pp. 72-80

• Joann Jasiak, Andrew Hencic, and Christian Gourieroux (2020), “Forecast Performance and Bubble Analysis in Noncausal MAR(1,1) Processes, “Journal of Forecasting

• Irene Henriques and Perry Sadorsky (2018), “Can Bitcoin Replace Gold in an Investment Portfolio?“, Journal of Risk and Financial Management, 11(3),1-19.

Central Bank Digital Cryptocurrencies

• Andreas Veneris, Andreas Park, Fan Long, and Poonam Puri (2021), “Central bank Digial Loonie: Canadian Cash for a New Global Economy,” Osgoode Legal Studies Research Paper

Blockchain

• Henry M. Kim, Marek Laskowski, Michael Zargham, Hjalmar Turesson, Matt Barlin, and Danil Kabanov (2021). “Token Economics in Real-Life: Cryptocurrency and Incentives Design for Insolar Blockchain Network,” IEEE Computer, Vol. 24, Issue 1, pp. 72-80

• Henry M. Kim, Hjalmar Turesson, Marek Laskowski, and Amir Fard Bahreini (2021). “Permissionless and Permissioned, Technology-Focused and Business Needs-Driven: Understanding the Hybrid Opportunity in Blockchain through a Case Study of Insolar,” IEEE Transactions on Engineering Management, Early Access.

• Joerg Evermann and Henry M. Kim (2021). “Workflow Management on Proof-of-Work Blockchains – Implications and Recommendations,” SN Computer Science, Vol. 2, Article 44

• Hjalmar Turesson, Henry M. Kim, Marek Laskowski, and Alexandra Roatis (2021). “Privacy Preserving Data Mining as Proof of Useful Work: Exploring an AI/Blockchain Design,” Journal of Database Management, Vol. 20, No. 1, pp. 69-85.

• Horst Treiblmaier, Melanie Swan, Primavera de Filippi, Mary Lacity, Thomas Hardjono, and Henry M. Kim (2021). “What’s Next in Blockchain Research? -An Identification of Key Topics Using a Multidisciplinary Perspective,” Data Base for Advances in Information Systems, Vol. 21, No. 1, pp. 27-52.

• Ushnish Sengupta, and Henry M. Kim (2021). “Meeting Changing Customer Requirements in Food and Agriculture Through Application of Blockchain Technology,” Frontiers in Blockchain, February.

• Henry M. Kim, Ushnish Sengupta, and Marek Laskowski (2021). “Business in the Front, Crypto in the Back: How to Be a Blockchain Startup in Finance,” International Review of Entrepreneurship, Accepted.

• Shivam Saxena, Hany Farag, Aidan Brookson, Hjalmar Turesson, and Henry M. Kim (2020). “A Permissioned Blockchain System to Reduce Peak Demand in Residential Communities via Energy Trading: A Real-World Case Study,” IEEE Access, Vol. 9, pp. 5517-5530.

• Joerg Evermann, and Henry M. Kim (2020). “Workflow Management on BFT Blockchains,” Enterprise Modelling and Information Systems Architecture, Vol. 15, pp. 14:1-22.

• Alfred Ruoxi Zhang, Farookh Zandi, and Henry M. Kim (2020). “A Simple Macroeconomic Model of Decentralized Emission Markets Based on the Solow Growth Model,” Frontiers in Blockchain, May 5.

• Aleksandr Shchukin, Alex Mowbray, Brendan Durante, Eric D’souza, Moustafa Moussa, and Vasudev Vohra, and Henry M. Kim (2020). “The Future of Blockchain Networks: Insolar Case Study,” Journal of Cases on Information Technology, Submitted.

• Sotirios Liaskos, Bo Wang, Nahid Alimohammadi. (2019) “Blockchain Networks as Adaptive Systems.” In Proceedings of the 14th International Symposium on Software Engineering for Adaptive and Self-Managing Systems (SEAMS@ICSE 2019). Montreal, QC, Canada. pp 139-145. 2019. (pdf) (R Markdown)

• Maria Karajovic, Henry M. Kim, and Marek Laskowski (2019). “Thinking Outside the Block: Projected Phases of Blockchain Integration in the Accounting Industry,” Australian Accounting Review, Vol. 29, No. 2, pp. 319-330. [SSRN]

• Muhammad Izhar Mehar, Charlie Shier, Alana Giambattista, Elgar Gong, Gabrielle Fletcher, Henry M. Kim, and Marek Laskowski (2019). “Understanding a Revolutionary and Flawed Grand Experiment in Blockchain: The DAO Attack,” Journal of Cases on Information Technology, Vol. 21, Issue 1, pp. 19-32. [SSRN]

• Alfred Ruoxi Zhang, Anujan Raveenthiran, Justin Mukai, Ramisha Naeem, Arvin Dhuna, Zoha Parveen, and Henry M. Kim (2019). “The Regulation Paradox of Initial Coin Offerings: A Case Study Approach,” Frontiers in Blockchain, Vol. 2, Issue 2, April. [SSRN]

• Sotirios Liaskos, Bo Wang. (2018) “Towards a Model for Comprehending and Reasoning about PoW-based Blockchain Network Sustainability.” In Proceedings of the 33rd Annual ACM Symposium on Applied Computing (SAC’18). Pau, France. pp.383-387. 2018. (pdf)

• Henry M. Kim, and Marek Laskowski (2018). “Towards an Ontology-Driven Blockchain Design for Supply Chain Provenance”, Intelligent Systems in Accounting, Finance, and Management, Vol. 25, Issue 1, pg. 18-27.[SSRN]. Awarded Paper of the Year for the Journal

• Dhwani Agrawal, Natalia Jureczek, Gajane Gopalakrishnan, Margaret Natalie Guzman, Michael McDonald, and Henry M. Kim (2018), “Loyalty Points on the Blockchain,” Business and Management Studies, Vol. 4, No. 3, pp. 80-92. [SSRN]

Working Papers