Jungsuk Han

Personal Details

First Name:	Jungsuk
Middle Name:
Last Name:	Han
Suffix:
RePEc Short-ID:	pha978
	[This author has chosen not to make the email address public]
	https://sites.google.com/site/jshanwebpage/

Affiliation

Business School
Seoul National University

Seoul, South Korea
http://cba.snu.ac.kr/
RePEc:edi:bssnukr (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Han, Jungsuk & Sangiorgi, Francesco, 2015. "Searching for Information," Working Paper Series 300, Sveriges Riksbank (Central Bank of Sweden).
   • Han, Jungsuk & Sangiorgi, Francesco, 2018. "Searching for information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.

   Cited by:

   1. Jérôme Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Post-Print hal-02933315, HAL.
      • Jérôme Dugast & Thierry Foucault, 2023. "Equilibrium Data Mining and Data Abundance," Post-Print hal-04390474, HAL.
      • Jérome Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Post-Print hal-02933316, HAL.
      • Jérôme Dugast & Thierry Foucault, 2020. "Equilibrium Data Mining and Data Abundance," Working Papers hal-03053967, HAL.
      • Jérome Dugast & Thierry Foucault, 2023. "Equilibrium Data Mining and Data Abundance," Post-Print hal-04390540, HAL.
   2. Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017. "Costly Interpretation of Asset Prices," CEPR Discussion Papers 12360, C.E.P.R. Discussion Papers.
      • Jordi Mondria & Xavier Vives & Liyan Yang, 2022. "Costly Interpretation of Asset Prices," Management Science, INFORMS, vol. 68(1), pages 52-74, January.
   3. Myatt, David P & Wallace, Chris, 2017. "Information Acquisition and Use by Networked Players," CRETA Online Discussion Paper Series 32, Centre for Research in Economic Theory and its Applications CRETA.
      • Myatt, David P. & Wallace, Chris, 2019. "Information acquisition and use by networked players," Journal of Economic Theory, Elsevier, vol. 182(C), pages 360-401.
   4. Yijie Han & Hemasree Koganti & Nikita Goyal, 2020. "Sort Integers into a Linked List," Computer and Information Science, Canadian Center of Science and Education, vol. 13(1), pages 1-51, February.

Articles

1. James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021. "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, vol. 34(6), pages 2857-2909.

   Cited by:

   1. Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series 2021-022, Board of Governors of the Federal Reserve System (U.S.).

2. Han, Jungsuk & Sangiorgi, Francesco, 2018. "Searching for information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 342-373.
   • Han, Jungsuk & Sangiorgi, Francesco, 2015. "Searching for Information," Working Paper Series 300, Sveriges Riksbank (Central Bank of Sweden).
   See citations under working paper version above.
3. James Dow & Jungsuk Han, 2018. "The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity," Journal of Finance, American Finance Association, vol. 73(1), pages 229-274, February.

   Cited by:

   1. Fenghua Song & Anjan V. Thakor, 2023. "Market Freeze and Bank Capital Structure Heterogeneity," Management Science, INFORMS, vol. 69(3), pages 1856-1876, March.
   2. Suzuki, Shiba, 2018. "Inequality and asset fire sales," MPRA Paper 90906, University Library of Munich, Germany.
   3. Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
   4. Ebrahimy, Ehsan, 2019. "Fire-sales in frozen markets," ESRB Working Paper Series 100, European Systemic Risk Board.
   5. Mr. Ehsan Ebrahimy, 2019. "Fire Sales in Frozen Markets," IMF Working Papers 2019/092, International Monetary Fund.
   6. Akihiko Ikeda & Hiroshi Osano, 2020. "Information Investment Regulation and Portfolio Delegation," KIER Working Papers 1032, Kyoto University, Institute of Economic Research.
   7. Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018. "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 164-199.

4. Jungsuk Han & Albert S. Kyle, 2018. "Speculative Equilibrium with Differences in Higher-Order Beliefs," Management Science, INFORMS, vol. 64(9), pages 4317-4332, September.

   Cited by:

   1. Evan Piermont & Peio Zuazo-Garin, 2021. "Heterogeneously Perceived Incentives in Dynamic Environments: Rationalization, Robustness and Unique Selections," Papers 2105.06772, arXiv.org.

5. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.

   Cited by:

   1. Stephen F. LeRoy & Rish Singhania, 2020. "Deposit insurance and the coexistence of commercial and shadow banks," Annals of Finance, Springer, vol. 16(2), pages 159-194, June.
   2. Franklin Allen & Douglas Gale & Gadi Barlevy, 2019. "Asset Price Booms and Macroeconomic Policy: a Risk-Shifting Approach," 2019 Meeting Papers 587, Society for Economic Dynamics.
      • Franklin Allen & Gadi Barlevy & Douglas Gale, 2022. "Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 243-280, April.
   3. Akshay Bhat, 2019. "Bounded Rationality, Motivation & Private Information And Its Implications On Contracts," Working papers 2019-32-07, Voice of Research.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (1) 2015-07-11. Author is listed
2. NEP-GTH: Game Theory (1) 2015-07-11. Author is listed
3. NEP-MIC: Microeconomics (1) 2015-07-11. Author is listed

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