Jungsuk Han

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 22,684

SSRN RANKINGS

Top 22,684

in Total Papers Downloads

1,943

CITATIONS

0

Scholarly Papers (10)

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 507 (51,017)

Abstract:

Loading...

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 338 (83,080)

Abstract:

Loading...

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 308 (92,152)

Abstract:

Loading...

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 225 (127,870)

Abstract:

Loading...

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

5.

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 161 (173,713)

Abstract:

Loading...

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

6.

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 gemeinn├╝tzige GmbH
Downloads 157 (177,476)

Abstract:

Loading...

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

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 142 (192,815)

Abstract:

Loading...

collateral, overvaluation, incomplete market, secured loan, tranche

8.

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

Swedish House of Finance Research Paper No. 18-12
Number of pages: 59 Posted: 04 Jun 2018 Last Revised: 25 Jul 2018
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 gemeinn├╝tzige GmbH
Downloads 60 (337,072)

Abstract:

Loading...

limits to arbitrage, price efficiency, history dependence, slow-moving capital, regime shift, rational expectations

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 45 (383,484)

Abstract:

Loading...

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

Abstract:

Loading...

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