PhD, University of California at Los Angeles
MBA, University of Chicago
BA, Seoul National University, Korea
Michael Brennan, Sahn-Wook Huh, and Avanidhar Subrahmanyam, 2017, “High-Frequency Measures of Informed Trading and Corporate Announcements,” Review of Financial Studies, Forthcoming.
Kee H. Chung and Sahn-Wook Huh, 2016, “The Non-Information Cost of Trading and its Relative Importance in Asset Pricing,” Review of Asset Pricing Studies, 6, 261-302.
Michael Brennan, Sahn-Wook Huh, and Avanidhar Subrahmanyam, 2016, “Asymmetric Effects of Informed Trading on the Cost of Equity Capital,” Management Science, 62, 2460-2480 (Lead Article).
Michael Brennan, Sahn-Wook Huh, and Avanidhar Subrahmanyam, 2013, “An Analysis of the Amihud Illiquidity Premium,” Review of Asset Pricing Studies 3, 133-176.
Zhongzhi He, Sahn-Wook Huh and Bong-Soo Lee, 2010, “Dynamic Factors and Asset Pricing,” Journal of Financial and Quantitative Analysis 45, 707-737.
Tarun Chordia, Sahn-Wook Huh and Avanidhar Subrahmanyam, 2009, “Theory-Based Illiquidity and Asset Pricing,” Review of Financial Studies, 22, 3629-3668.
Tarun Chordia, Sahn-Wook Huh and Avanidhar Subrahmanyam, 2007, “The Cross-Section of Expected Trading Activity,” Review of Financial Studies 20, 709-740.
Spent several years in the private sector working in investment banking and commercial/merchant banking, and in the public sector with the Ministry of Finance, Korea.
School of Management
University at Buffalo
335B Jacobs Management Center
Buffalo, NY 14260-4000