Jungsuk Han

Seoul National University - College of Business Administration

Seoul, 151-742

Korea, Republic of (South Korea)

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

  • Seoul National University - College of Business Administration

  • Swedish House of Finance

SCHOLARLY PAPERS

14

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10

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14

Scholarly Papers (14)

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1.

Liquidity with High-Frequency Market Making

Swedish House of Finance Research Paper No. 14-06
Number of pages: 12 Posted: 27 Mar 2014 Last Revised: 28 Mar 2014
Jungsuk Han, Mariana Khapko and Albert S. Kyle
Seoul National University - College of Business Administration, University of Toronto - Finance Area and University of Maryland
Downloads 792 (43,343)
Citation 14

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high-frequency trading, market making, order cancellation, bid-ask spread, winner's curse, informed trading

2.

A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions

Number of pages: 75 Posted: 18 Nov 2019 Last Revised: 13 Dec 2021
Jules H. van Binsbergen, Jungsuk Han, Hongxun Ruan and Ran Xing
University of Pennsylvania - The Wharton School, Seoul National University - College of Business Administration, Guanghua School of Management, Peking University and Stockholm University - Stockholm Business School
Downloads 589 (63,925)
Citation 1

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mutual funds, investment horizon, transaction data, daily holdings, horizon-specific skill

3.

The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity

Journal of Finance, Forthcoming, Swedish House of Finance Research Paper No. 15-10
Number of pages: 57 Posted: 16 Mar 2015 Last Revised: 03 Aug 2017
James Dow and Jungsuk Han
London Business School - Institute of Finance and Accounting and Seoul National University - College of Business Administration
Downloads 455 (87,701)
Citation 5

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fire sales, adverse selection, market freeze, illiquidity, informed trading, multiplier effect

4.

A Review on Information Asymmetries in Financial Market

Number of pages: 17 Posted: 08 Jul 2009 Last Revised: 29 Nov 2009
Jungsuk Han
Seoul National University - College of Business Administration
Downloads 324 (128,683)

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market microstructure, information asymmetries

5.

Speculative Equilibrium with Differences in Higher-Order Beliefs

Swedish House of Finance Research Paper No. 14-01
Number of pages: 33 Posted: 24 Feb 2014 Last Revised: 31 Jan 2017
Jungsuk Han and Albert S. Kyle
Seoul National University - College of Business Administration and University of Maryland
Downloads 285 (147,115)

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higher-order beliefs,common knowledge, speculation, bubbles, overconfidence, asymmetric information

6.

Hysteresis in price efficiency and the economics of slow moving capital

Review of Financial Studies, (2021) Vol. 34, P. 2857–2909
Number of pages: 76 Posted: 04 Jun 2018 Last Revised: 24 May 2021
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 247 (169,707)
Citation 4

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rational expectations, price efficiency, history dependence, slow-moving capital, regime shift, informed trading

7.

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, Seoul National University - College of Business Administration, Aalto University - Department of Finance and University College London - Department of Economics
Downloads 225 (185,440)
Citation 1

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

8.

Searching for Information

Journal of Economic Theory, Vol. 175, pp. 342-373, 2018
Number of pages: 38 Posted: 02 Feb 2015 Last Revised: 09 Feb 2018
Jungsuk Han and Francesco Sangiorgi
Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 222 (187,830)

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information acquisition, information search, commonality of information, urn model, coordination games

9.

Should We Commit to Bailing Out?

Swedish House of Finance Research Paper No. 14-12
Number of pages: 31 Posted: 17 Feb 2012 Last Revised: 26 Sep 2016
James Dow and Jungsuk Han
London Business School - Institute of Finance and Accounting and Seoul National University - College of Business Administration
Downloads 191 (215,806)

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rescue fund; bailout; commitment; financial distress; multiplier effect

10.

Collateralization, Market Incompleteness and Asset Overvaluation

Swedish House of Finance Research Paper No. 16-05
Number of pages: 23 Posted: 26 Jan 2016 Last Revised: 03 May 2016
James Dow and Jungsuk Han
London Business School - Institute of Finance and Accounting and Seoul National University - College of Business Administration
Downloads 186 (220,807)

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collateral, overvaluation, incomplete market, secured loan, tranche

11.

An Equilibrium Model of Career Concerns, Investment Horizons, and Mutual Fund Value Added

Swedish House of Finance Research Paper No. 21-18
Number of pages: 61 Posted: 13 Sep 2021 Last Revised: 10 Dec 2021
Jules H. van Binsbergen, Jungsuk Han, Hongxun Ruan and Ran Xing
University of Pennsylvania - The Wharton School, Seoul National University - College of Business Administration, Guanghua School of Management, Peking University and Stockholm University - Stockholm Business School
Downloads 119 (315,514)

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career concern, investment turnover, fund manager skill, fund size, optionality

12.

The Short-Termism Trap: Competition for Informed Investors Under Stock-Based CEO Compensation

Swedish House of Finance Research Paper No. 21-24
Number of pages: 53 Posted: 02 Nov 2021 Last Revised: 14 Jan 2022
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Seoul National University - College of Business Administration and Frankfurt School of Finance & Management
Downloads 112 (331,317)

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informed trading, managerial compensation, short-termism, optimal contracting, race to the bottom, strategic complementarities

13.

A Model of Self-Reinforcing Financial Fads

Number of pages: 49 Posted: 16 Feb 2012 Last Revised: 24 Oct 2012
Jungsuk Han
Seoul National University - College of Business Administration
Downloads 57 (485,397)

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feedback effects, learning, bounded rationality, partitions, technical analysis, excessive extrapolation

14.

Contractual Incompleteness, Limited Liability and Asset Price Bubbles

Journal of Financial Economics, 2015, 116(2), 383-409
Posted: 14 Mar 2014 Last Revised: 08 Jun 2015
James Dow and Jungsuk Han
London Business School - Institute of Finance and Accounting and Seoul National University - College of Business Administration

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leverage, limited liability, bubbles, contractual incompleteness, asset substitution, financial intermediation