Sahn-Wook Huh, Ph.D.
Affiliations: | 2004 | University of California, Los Angeles, Los Angeles, CA |
Area:
FinanceGoogle:
"Sahn-Wook Huh"Parents
Sign in to add mentor| Avanidhar Subrahmanyam | grad student | 2004 | UCLA | |
| (Essays on financial markets and trading behavior.) | ||||
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Publications
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| Brennan MJ, Huh S, Subrahmanyam A. (2018) High-Frequency Measures of Informed Trading and Corporate Announcements Review of Financial Studies. 31: 2326-2376 |
| Brennan MJ, Huh S, Subrahmanyam A. (2016) Asymmetric Effects of Informed Trading on the Cost of Equity Capital Management Science. 62: 2460-2480 |
| Chung KH, Huh S. (2016) The Noninformation Cost of Trading and Its Relative Importance in Asset Pricing The Review of Asset Pricing Studies. 6: 261-302 |
| Huh SW, Lin H, Mello AS. (2015) Options market makers' hedging and informed trading: Theory and evidence Journal of Financial Markets. 23: 26-58 |
| Huh S. (2014) Price Impact and Asset Pricing Journal of Financial Markets. 19: 1-38 |
| Brennan MJ, Huh S, Subrahmanyam A. (2013) An Analysis of the Amihud Illiquidity Premium The Review of Asset Pricing Studies. 3: 133-176 |
| He ZL, Huh S, Lee B. (2010) Dynamic Factors and Asset Pricing Journal of Financial and Quantitative Analysis. 45: 707-737 |
| Chordia T, Huh S, Subrahmanyam A. (2009) Theory-Based Illiquidity and Asset Pricing Review of Financial Studies. 22: 3629-3668 |
| Chordia T, Huh S, Subrahmanyam A. (2007) The Cross-Section of Expected Trading Activity Review of Financial Studies. 20: 709-740 |
| Huh S, Subrahmanyam A. (2005) Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements International Review of Finance. 5: 75-111 |