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

16

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SSRN CITATIONS
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Top 23,849

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33

CROSSREF CITATIONS

14

Scholarly Papers (16)

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1.

A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions

Journal of Finance, Forthcoming
Number of pages: 86 Posted: 18 Nov 2019 Last Revised: 12 Sep 2022
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 955 (42,351)
Citation 2

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

2.

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 935 (43,558)
Citation 14

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

3.

DAO Governance

Number of pages: 54 Posted: 03 Feb 2023 Last Revised: 23 Oct 2023
Jungsuk Han, Jongsub Lee and Tao Li
Seoul National University - College of Business Administration, Seoul National University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 580 (81,720)

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DAO, Decentralized Finance, Governance, Blockchain, Whales, Incentive Conflicts, Strategic Trading, Token Liquidity, Network Effects

4.

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 523 (92,878)
Citation 14

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

5.

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
Downloads 410 (124,348)
Citation 2

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

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 344 (150,767)
Citation 4

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

7.

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 342 (152,149)
Citation 3

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

8.

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 341 (152,149)

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market microstructure, information asymmetries

9.

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 284 (184,515)

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

10.

Career Concerns, Short-Termism, and Real Options: The Case of Delegated Money Management

Swedish House of Finance Research Paper No. 21-18
Number of pages: 88 Posted: 13 Sep 2021 Last Revised: 04 Oct 2023
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 261 (200,868)
Citation 2

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career concern, investment turnover, fund manager skill, fund size, real option

11.

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 222 (235,121)

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

12.

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 218 (239,155)

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collateral, overvaluation, incomplete market, secured loan, tranche

13.

The Short-Termism Trap: Catering to Informed Investors Under Stock-Based CEO Compensation

Swedish House of Finance Research Paper No. 21-24
Number of pages: 84 Posted: 02 Nov 2021 Last Revised: 30 Jul 2023
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 144 (342,995)
Citation 3

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

14.

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 84 (501,735)

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

15.

Bubbly Economy: Dynamics of Multiple Rational Bubbles

Number of pages: 25 Posted: 31 Oct 2023
Jungsuk Han and Yenan Wang
Seoul National University - College of Business Administration and Amsterdam Business School, University of Amsterdam
Downloads 23 (851,388)

Abstract:

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D53, E44, E51, E58, G01

16.

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