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Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events
Han, SeungOh - In: Finance research letters 65 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014552067
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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
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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
Persistent link: https://www.econbiz.de/10003554621
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An analysis of the Amihud illiquidity premium
Brennan, Michael J.; Huh, Sahn-wook; Subrahmanyam, Avanidhar - In: Review of asset pricing studies 3 (2013) 1, pp. 133-176
Persistent link: https://www.econbiz.de/10010188874
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High-frequency measures of informed trading and corporate announcements
Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 31 (2018) 6, pp. 2326-2376
Persistent link: https://www.econbiz.de/10011926626
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The noninformation cost of trading and its relative importance in asset pricing
Chung, Kee H.; Huh, Sahn-Wook - In: Review of asset pricing studies 6 (2016) 2, pp. 261-302
Persistent link: https://www.econbiz.de/10011734581
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Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307
Persistent link: https://www.econbiz.de/10014423707