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Sahn-Wook Huh, Ph.D. - Publications

Affiliations: 
2004 University of California, Los Angeles, Los Angeles, CA 
Area:
Finance
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10 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2018 Brennan MJ, Huh S, Subrahmanyam A. High-Frequency Measures of Informed Trading and Corporate Announcements Review of Financial Studies. 31: 2326-2376. DOI: 10.1093/Rfs/Hhy005  0.589
2016 Brennan MJ, Huh S, Subrahmanyam A. Asymmetric Effects of Informed Trading on the Cost of Equity Capital Management Science. 62: 2460-2480. DOI: 10.2139/Ssrn.2199723  0.598
2016 Chung KH, Huh S. The Noninformation Cost of Trading and Its Relative Importance in Asset Pricing The Review of Asset Pricing Studies. 6: 261-302. DOI: 10.1093/Rapstu/Raw003  0.424
2015 Huh SW, Lin H, Mello AS. Options market makers' hedging and informed trading: Theory and evidence Journal of Financial Markets. 23: 26-58. DOI: 10.1016/J.Finmar.2015.01.001  0.477
2014 Huh S. Price Impact and Asset Pricing Journal of Financial Markets. 19: 1-38. DOI: 10.2139/Ssrn.2214721  0.477
2013 Brennan MJ, Huh S, Subrahmanyam A. An Analysis of the Amihud Illiquidity Premium The Review of Asset Pricing Studies. 3: 133-176. DOI: 10.2139/Ssrn.1859632  0.563
2010 He ZL, Huh S, Lee B. Dynamic Factors and Asset Pricing Journal of Financial and Quantitative Analysis. 45: 707-737. DOI: 10.2139/Ssrn.1011828  0.369
2009 Chordia T, Huh S, Subrahmanyam A. Theory-Based Illiquidity and Asset Pricing Review of Financial Studies. 22: 3629-3668. DOI: 10.1093/Rfs/Hhn121  0.601
2007 Chordia T, Huh S, Subrahmanyam A. The Cross-Section of Expected Trading Activity Review of Financial Studies. 20: 709-740. DOI: 10.1093/Rfs/Hhl014  0.623
2005 Huh S, Subrahmanyam A. Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements International Review of Finance. 5: 75-111. DOI: 10.1111/J.1468-2443.2006.00052.X  0.602
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