Jungsuk Han
Email: jungsuk.han@snu.ac.kr
Associate Professor of Finance
CV
Research Interest
Asset Pricing with imperfect information, financial intermediation, market microstructure, information economics
Publications
The Short-Termism Trap: Catering to Informed Investors with Limited Horizons (with James Dow and Francesco Sangiorgi), Journal of Financial Economics, 2024, 159, 103884
A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions (with Jules H. van Binsbergen, Hongxun Ruan and Ran Xing), Journal of Finance, 2024, 79(3), 1715-2393
Hysteresis in price efficiency and the economics of slow moving capital (with James Dow and Francesco Sangiorgi), Review of Financial Studies, 2021, 34, 2857-2909
Searching for Information (with Francesco Sangiorgi), Journal of Economic Theory, 2018, 175, 342-373
Speculative Equilibrium with Differences in Higher-Order Beliefs (with Albert S. Kyle), Management Science, 2018, 64(9), 4317-4332
The Paradox of Financial Fire Sales: the Role of Arbitrage Capital in Determining Liquidity (with James Dow), Journal of Finance, 2018, 73(1), 229-274
Brattle Group Prize Distinguished Paper Award for 2018
Contractual Incompleteness, Limited Liability and Asset Price Bubbles (with James Dow), Journal of Financial Economics, 2015, 116(2), 383-409