The Cross-Section of Expected Trading Activity von Chordia, Tarun, Sahn-Wook Huh, Subrahmanyam, Avanidhar

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High-Frequency Measures of Informed Trading and Corporate Announcements von Brennan, Michael J., Huh, Sahn-Wook, Subrahmanyam, Avanidhar

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Theory-Based Illiquidity and Asset Pricing von Chordia, Tarun, Huh, Sahn-Wook, Subrahmanyam, Avanidhar

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Asymmetric Effects of Informed Trading on the Cost of Equity Capital von Brennan, Michael J., Huh, Sahn-Wook, Subrahmanyam, Avanidhar

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Price impact and asset pricing von Huh, Sahn-Wook

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An Analysis of the Amihud Illiquidity Premium von Brennan, Michael, Huh, Sahn-Wook, Subrahmanyam, Avanidhar

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Options market makers׳ hedging and informed trading: Theory and evidence von Huh, Sahn-Wook, Lin, Hao, Mello, Antonio S.

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The Noninformation Cost of Trading and Its Relative Importance in Asset Pricing von Chung, Kee H., Huh, Sahn-Wook

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Dynamic Factors and Asset Pricing von He, Zhongzhi (Lawrence), Huh, Sahn-Wook, Lee, Bong-Soo

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Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities von Han, Seung-Oh, Huh, Sahn-Wook, Park, Jeayoung

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Order Flow Patterns around Seasoned Equity Offerings and their Implications for Stock Price Movements von HUH, SAHN-WOOK, SUBRAHMANYAM, AVANIDHAR

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The cross-section of expected trading activity von Chordia, Tarun, Huh, Sahn-Wook, Subrahmanyam, Avanidhar

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