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Theory-based illiquidity and asset pricing

Chordia, Tarun; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 22 (2009) 9, pp. 3629-3668

Persistent link: https://www.econbiz.de/10003885723

The cross-section of expected trading activity

Chordia, Tarun; Huh, Sahn-wook; Subrahmanyam, Avanidhar - In: The review of financial studies 20 (2007) 3, pp. 709-740

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Options market makers' hedging and informed trading : theory and evidence

Huh, Sahn-Wook; Lin, Hao; Mello, António S. - In: Journal of financial markets 23 (2015), pp. 26-58

Persistent link: https://www.econbiz.de/10011377487

Asymmetric Effects of Informed Trading on the Cost of Equity Capital

Brennan, Michael J. - 2015

We decompose the structural estimate of the probability of informed trading, PIN, into components that capture informed trading on good and on bad news. We estimate these two components at quarterly intervals, and provide new evidence that they capture informed trading around earnings...

Persistent link: https://www.econbiz.de/10013036090

Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

An empirical evaluation of behavioral models based on decompositions of stock prices

Lee, Bong-soo - In: The journal of business : B 79 (2006) 1, pp. 393-428

Persistent link: https://www.econbiz.de/10003302043

Limited participation and the closed-end fund discount

Kim, Youngsoo; Lee, Bong-soo - In: Journal of banking & finance 31 (2007) 2, pp. 381-399

Persistent link: https://www.econbiz.de/10003421281

The informational role of institutional investors and financial analysts in the market

Chuang, Wen-I; Lee, Bong-soo - In: Journal of financial markets 14 (2011) 3, pp. 465-493

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Management earnings forecasts, insider trading, and information asymmetry

Kraft, Anastasia; Lee, Bong-soo; Lopatta, Kerstin - In: The journal of corporate finance : contracting, … 26 (2014), pp. 96-123

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Are Japanese short sellers information detectives?

Lee, Bong-soo; Ko, Kwangsoo - In: Journal of the Japanese and international economies : … 34 (2014), pp. 89-97

Persistent link: https://www.econbiz.de/10010475488