Jungsuk Han

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

  • Swedish House of Finance

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

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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 535 (49,243)

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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 360 (79,797)

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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 311 (94,195)

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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 233 (127,447)

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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 169 (171,808)

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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 164 (176,302)

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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 152 (187,936)

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collateral, overvaluation, incomplete market, secured loan, tranche

8.

Why Is Capital Slow Moving? Liquidity Hysteresis and the Dynamics of Informed Capital

Swedish House of Finance Research Paper No. 18-12
Number of pages: 59 Posted: 04 Jun 2018 Last Revised: 19 Feb 2019
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 86 (283,972)

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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 48 (384,156)

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

10.

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