Jungsuk Han

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

  • Swedish House of Finance

SCHOLARLY PAPERS

11

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11

Scholarly Papers (11)

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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
Swedish House of Finance, University of Toronto - Finance Area and University of Maryland
Downloads 592 (46,696)
Citation 12

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

2.

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 Swedish House of Finance
Downloads 384 (79,484)

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

3.

A Review on Information Asymmetries in Financial Market

Number of pages: 17 Posted: 08 Jul 2009 Last Revised: 29 Nov 2009
Jungsuk Han
Swedish House of Finance
Downloads 313 (100,300)

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market microstructure, information asymmetries

4.

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
Swedish House of Finance and University of Maryland
Downloads 244 (130,528)

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

5.

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
Swedish House of Finance and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 180 (173,862)

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

6.

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 Swedish House of Finance
Downloads 168 (184,635)

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

7.

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 Swedish House of Finance
Downloads 159 (193,609)

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collateral, overvaluation, incomplete market, secured loan, tranche

8.

Why Is Capital Slow Moving? Hysteresis in Price Efficiency and the Dynamics of Informed Capital

Swedish House of Finance Research Paper No. 18-12
Number of pages: 81 Posted: 04 Jun 2018 Last Revised: 21 Jan 2020
James Dow, Jungsuk Han and Francesco Sangiorgi
London Business School - Institute of Finance and Accounting, Swedish House of Finance and Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 113 (252,958)
Citation 2

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

9.

A Model of Self-Reinforcing Financial Fads

Number of pages: 49 Posted: 16 Feb 2012 Last Revised: 24 Oct 2012
Jungsuk Han
Swedish House of Finance
Downloads 49 (406,514)

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

10.

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

Number of pages: 50 Posted: 18 Feb 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 School of Business - Department of Finance and University College London - Department of Economics
Downloads 27 (506,590)

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

11.

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 Swedish House of Finance

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