Sean Seunghun Shin

Aalto University - Department of Finance

Finland

SCHOLARLY PAPERS

4

DOWNLOADS

971

SSRN CITATIONS
Rank 23,772

SSRN RANKINGS

Top 23,772

in Total Papers Citations

23

CROSSREF CITATIONS

17

Scholarly Papers (4)

1.

Corporate Bond Mutual Funds and Asset Fire Sales

Number of pages: 59 Posted: 14 Feb 2016 Last Revised: 15 Sep 2019
Jaewon Choi, Saeid Hoseinzade, Sean Seunghun Shin and Hassan Tehranian
University of Illinois at Urbana-Champaign - Department of Finance, Suffolk University - Department of Finance, Aalto University - Department of Finance and Boston College - Department of Finance
Downloads 576 (56,793)
Citation 12

Abstract:

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Corporate Bond Mutual Funds; Liquidity Management; Asset Fire Sales

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis

Number of pages: 55 Posted: 18 Mar 2016 Last Revised: 27 Jan 2018
Jaewon Choi, Or Shachar and Sean Seunghun Shin
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Bank of New York and Aalto University - Department of Finance
Downloads 145 (240,420)
Citation 8

Abstract:

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3.

The More Illiquid, The More Expensive: A Search-Based Explanation of the Illiquidity Premium

Number of pages: 49 Posted: 18 Feb 2020 Last Revised: 02 Nov 2020
Jaewon Choi, Jungsuk Han, Sean Seunghun Shin and Ji Hee Yoon
University of Illinois at Urbana-Champaign - Department of Finance, Swedish House of Finance, Aalto University - Department of Finance and University College London - Department of Economics
Downloads 135 (254,019)

Abstract:

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OTC market, Liquidity, Flight-from-liquidity, Limits-to-arbitrage, Price pressure, Fire sale

4.

Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis

Management Science, Forthcoming
Number of pages: 55 Posted: 16 Jan 2018
Jaewon Choi, Or Shachar and Sean Seunghun Shin
University of Illinois at Urbana-Champaign - Department of Finance, Federal Reserve Bank of New York and Aalto University - Department of Finance
Downloads 115 (286,012)
Citation 10

Abstract:

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