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Huh, Sahn-Wook's
Scholarly Papers
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Total Downloads
2,521 |
Total
Citations
83 |
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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08 Jun 11
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04 Apr 12
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He, Zhongzhi (Lawrence) Brock University Huh, Sahn-Wook State University of New York at Buffalo Lee, Bong-Soo Florida State University
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11 Sep 07
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04 Oct 08
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456
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Kalman filter, asset pricing, dynamic factors
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Chordia, Tarun Emory University - Department of Finance Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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441
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Volume, Market Efficiency, Liquidity
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Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements
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Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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04 Jan 05
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26 May 06
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401
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Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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SEOs, order imbalance, market efficiency
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Theory-Based Illiquidity and Asset Pricing
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Chordia, Tarun Emory University - Department of Finance Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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Posted:
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21 Nov 08
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Last Revised:
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29 Jul 10
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365
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Chordia, Tarun Emory University - Department of Finance Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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G12, G14
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Chordia, Tarun Emory University - Department of Finance Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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illiquidity, Kyle lambda, theory-based illiquidity, asset pricing
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6.
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Huh, Sahn-Wook State University of New York at Buffalo Lin, Hao California State University, Sacramento Mello, Antonio S. University of Wisconsin - Madison - Department of Finance, Investment and Banking
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201
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Options Market Making, Hedging, Informed Trading, Information Asymmetry, Adverse Selection, Bid-Ask Spreads
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Brennan, Michael J. University of California, Los Angeles (UCLA) - Finance Area Huh, Sahn-Wook State University of New York at Buffalo Subrahmanyam, Avanidhar University of California, Los Angeles (UCLA) - Finance Area
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12 Jan 13
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Last Revised:
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09 May 13
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80
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PIN measure, information asymmetry, informational efficiency, cross-section of stock returns
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8.
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Huh, Sahn-Wook State University of New York at Buffalo
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37
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Price-Impact Parameters, Order Flows, High-Frequency-Based Measures, Illiquidity, Adverse-Selection, Asset Pricing
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Records 1 -
8
of 8 matches
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1
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