Sangmin Oh

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

University of Chicago - Department of Economics

1101 East 58th Street

Chicago, IL 60637

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 17,595

SSRN RANKINGS

Top 17,595

in Total Papers Downloads

4,317

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Cross-Sectional Skewness

Number of pages: 67 Posted: 05 Dec 2017 Last Revised: 14 Jun 2021
Sangmin Oh and Jessica A. Wachter
University of Chicago - Booth School of Business and University of Pennsylvania - Finance Department
Downloads 820 (44,527)

Abstract:

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rare events, jumps, idiosyncratic volatility, power law

2.

Asset Demand of U.S. Households

Number of pages: 52 Posted: 20 Oct 2022 Last Revised: 27 Oct 2022
Harvard University - Department of Economics, University of Chicago - Booth School of Business, University of Chicago - Booth School of Business, University of Chicago - Booth School of Business and Princeton University - Department of Economics
Downloads 819 (44,742)

Abstract:

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3.

Measuring Institutional Pressure for Greenness: A Demand System Approach

Number of pages: 46 Posted: 23 Jul 2020 Last Revised: 30 Aug 2021
Don Noh and Sangmin Oh
Princeton University and University of Chicago - Booth School of Business
Downloads 726 (52,473)
Citation 1

Abstract:

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ESG, Green Investing, Demand System, Institutional Investors

4.

High-Frequency Expectations from Asset Prices: A Machine Learning Approach

Number of pages: 65 Posted: 06 Nov 2020 Last Revised: 28 Mar 2022
Aditya Chaudhry and Sangmin Oh
University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 676 (57,628)

Abstract:

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Growth Expectations, Machine Learning, Reinforcement Learning, Federal Reserve, Forecasts, Survey

5.

Pricing of Climate Risk Insurance: Regulation and Cross-Subsidies

Number of pages: 92 Posted: 02 Mar 2021 Last Revised: 22 Jun 2022
University of Chicago - Booth School of Business, Harvard University - Harvard Business Schoolaffiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads 650 (60,592)
Citation 1

Abstract:

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Climate Risk; Homeowners' Insurance; Rate Regulation; Cross-subsidies; Insurance Availability.

6.

Social Inflation

Number of pages: 64 Posted: 03 Sep 2020 Last Revised: 06 Oct 2022
Sangmin Oh
University of Chicago - Booth School of Business
Downloads 626 (63,550)

Abstract:

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social inflation, social norms, nuclear verdicts, insurance regulation, financial stability, jury awards, property and casualty insurance