Sahn-Wook Huh

PhD, University of California at Los Angeles
MBA, University of Chicago
BA, Seoul National University, Korea

• Investment Management
• Corporate Finance
• Financial Institutions

• Asset Pricing
• Market Microstructure
• Empirical Corporate Finance
• Foreign Exchange Economics
• Behavioral Finance

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.

Teaching Awards

• Milton Plesur Excellence in Teaching Award, University at Buffalo, 2017

Research Awards

• Best Paper Award in Investments, “The Non-Information Cost of Trading and its Relative Importance in Asset Pricing,” FMA (European) Conference, Venice, Italy, June 2015
• Best Paper Award in Investments, “Asymmetric Effects of Informed Trading on the Cost of Equity Capital,” FMA (Asian) Conference, Tokyo, Japan, May 2014
• Best Paper Award, “An Analysis of the Amihud Illiquidity Premium,” Society of Interdisciplinary Business Research (SIBR-Thammasat) Conference, Bangkok, Thailand, June 2012
• Best Paper Award in the Finance Division, “Price Impact and Asset Pricing,” Administrative Sciences Association of Canada (ASAC) Conference, Niagara Falls, Canada, June 2009
• Best Paper Award in the Market Microstructure Track, “The Cross-Section of Expected Trading Activity,” FMA (Annual) Conference, Chicago, October 2005
  

External Grants

• Early Researcher Award ($190,000), Ministry of Research and Innovation of the Ontario Provincial Government, March 2009
• SSHRC Strategic Research Grant ($158,911), Social Sciences and Humanities Research Council of Canada (SSHRC), March 2008
• SSHRC Standard Research Grant ($28,194), Social Sciences and Humanities Research Council of Canada, March 2006

• President, Korea-America Finance Association (KAFA), 10/2018-10/2019
• President-Elect, Korea-America Finance Association (KAFA), 10/2017-10/2018
  

• American Finance Association
• Western Finance Association
• Financial Management Association 
• Korea-America Finance Association
• Korea-America Economic Association

• American Finance Association
• Western Finance Association
• Financial Management Association 
• Korea-America Finance Association
• Korea-America Economic Association

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.