Dong-Hyun Ahn

University of North Carolina at Chapel Hill

Assistant Professor

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

  • University of North Carolina at Chapel Hill

    • Email
    • Tel: 919-962-3203
    • Fax: 919-962-2068
SCHOLARLY PAPERS

9

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Top 17,993

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5,826

TOTAL CITATIONS
Rank 21,793

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Top 21,793

in Total Papers Citations

50

Scholarly Papers (9)

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1.

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Downloads 1,466 (27,734)
Citation 4

Pricing Discrete Barrier Options with an Adaptive Mesh Model

Number of pages: 24 Posted: 01 Jul 1999
Dong-Hyun Ahn, Stephen Figlewski and Bin Gao
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,466 (27,250)
Citation 4

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Pricing Discrete Barrier Options with an Adaptive Mesh Model

Journal of Derivatives, Vol. 6, Summer 1999
Posted: 20 Sep 1999
Dong-Hyun Ahn, Stephen Figlewski and Bin Gao
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

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2.

Risk Adjustment and Trading Strategies

Number of pages: 60 Posted: 25 Jan 2001
Dong-Hyun Ahn, Jennifer S. Conrad, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Rice University
Downloads 1,033 (46,194)
Citation 8

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3.

Quadratic Term Structure Models: Theory and Evidence

Downloads 954 (51,589)
Citation 5

Quadratic Term Structure Models: Theory and Evidence

Number of pages: 52 Posted: 01 May 2000
Dong-Hyun Ahn, Robert F. Dittmar and A. Ronald Gallant
University of North Carolina at Chapel Hill, Rice University and Duke University - Fuqua School of Business, Economics Group
Downloads 954 (50,763)
Citation 5

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Quadratic Term Structure Models: Theory and Evidence

Posted: 29 Jan 2002
Dong-Hyun Ahn, Robert F. Dittmar and A. Ronald Gallant
University of North Carolina at Chapel Hill, Rice University and Duke University - Fuqua School of Business, Economics Group

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Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Theoretical, Term Structure of Interest Rates - Empirical

4.

Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

Downloads 920 (54,227)

Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

Number of pages: 41 Posted: 11 Aug 1999
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 725 (73,575)

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Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

NYU Working Paper No. FIN-99-040
Number of pages: 41 Posted: 11 Nov 2008
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 111 (519,749)

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Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns

NBER Working Paper No. w7214
Posted: 12 Jul 2000 Last Revised: 04 Apr 2022
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 84 (628,729)

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5.

Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations

Number of pages: 45 Posted: 11 May 2001
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 575 (100,379)
Citation 17

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6.

Basis Assets

AFA 2004 San Diego Meetings, Fifteenth Annual Utah Winter Finance Conference
Number of pages: 52 Posted: 29 Nov 2003
Dong-Hyun Ahn, Jennifer S. Conrad, Jennifer S. Conrad and Robert F. Dittmar
University of North Carolina at Chapel Hill, University of North Carolina at Chapel HillUniversity of North Carolina Kenan-Flagler Business School and Rice University
Downloads 567 (102,380)
Citation 14

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7.

Optimal Risk Management Using Options

Downloads 311 (204,337)
Citation 2

Optimal Risk Management Using Options

NYU Working Paper No. FIN-98-001
Number of pages: 24 Posted: 07 Nov 2008
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 206 (307,039)
Citation 1

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Optimal Risk Management Using Options

NBER Working Paper No. w6158
Number of pages: 45 Posted: 25 May 2006 Last Revised: 01 May 2022
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University
Downloads 105 (541,996)
Citation 1

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Optimal Risk Management Using Options

Posted: 21 Dec 1997
Dong-Hyun Ahn, Jacob Boudoukh, Matthew P. Richardson and Robert Whitelaw
University of North Carolina at Chapel Hill, Reichman University - Interdisciplinary Center (IDC) Herzliyah, Department of Finance, Leonard N. Stern School of Business, New York University and New York University

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8.

Purebred or Hybrid: Reproducing the Volatility in Term Structure Dynamics

Posted: 26 Nov 2001
Dong-Hyun Ahn, Robert F. Dittmar, A. Ronald Gallant and Bin Gao
University of North Carolina at Chapel Hill, Rice University, Duke University - Fuqua School of Business, Economics Group and University of North Carolina (UNC) at Chapel Hill - Finance Area

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Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Empirical, Term Structure of Interest Rates - Theoretical

9.

A Parametric Non-Linear Model of Term Structure Dynamics

Posted: 14 May 1999
Dong-Hyun Ahn and Bin Gao
University of North Carolina at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Finance Area

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