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Brand Innovation and Informed Trading
Han, SeungOh - 2019
After constructing high-frequency measures of informed trading as well as the measure of brand innovation proxied by the number of trademark registrations (TMRs), we first examine how market participants respond to the news about TMRs. The results show that the information on TMRs predicts...
Persistent link: https://www.econbiz.de/10012861670
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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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Is liquidity risk priced in cryptocurrency markets?
Han, SeungOh - In: Applied economics letters 30 (2023) 17, pp. 2481-2487
Persistent link: https://www.econbiz.de/10014365989
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Price clustering on cryptocurrency order books at a US-based exchange
Han, SeungOh - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014525962
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Price impact and asset pricing
Huh, Sahn-wook - In: Journal of financial markets 19 (2014), pp. 1-38
Persistent link: https://www.econbiz.de/10010442451
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Order flow patterns around seasoned equity offering and their implications for stock price movements
Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: International review of finance 5 (2005) 1/2, pp. 75-111
Persistent link: https://www.econbiz.de/10003351736
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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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Dynamic factors and asset pricing
He, Zhongzhi Lawrence; Huh, Sahn-wook; Lee, Bong-soo - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 707-737
Persistent link: https://www.econbiz.de/10008657199
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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