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한정석 (Han, Jungsuk)
- · Office : 58동 403호
- · Phone : 02-880-6931
- · Email : jungsuk.han@snu.ac.kr
- · Homepage : https://sites.google.com/site/jshanwebpage/
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Publications
A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions (with Jules H. van Binsbergen, Hongxun Ruan and Ran Xing), Journal of Finance, Forthcoming
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
A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions (with Jules H. van Binsbergen, Hongxun Ruan and Ran Xing), Journal of Finance, Forthcoming
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
