Sahn-Wook Huh
Associate Professor Finance at University at Buffalo School of Management
Schools
- University at Buffalo School of Management
Links
Biography
University at Buffalo School of Management
Education
- PhD, University of California at Los Angeles
- MBA, University of Chicago
- BA, Seoul National University, Korea
Teaching
- Investment Management
- Corporate Finance
- Financial Institutions
Research
- Asset Pricing
- Market Microstructure
- Empirical Corporate Finance
- Foreign Exchange Economics Behavioral Finance
Selected Publications
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.
Awards and Grants
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
External Academic Services
- President, Korea-America Finance Association (KAFA), 10/2018-10/2019
- President-Elect, Korea-America Finance Association (KAFA), 10/2017-10/2018
Professional Affiliations
- American Finance Association
- Western Finance Association
- Financial Management Association
- Korea-America Finance Association
- Korea-America Economic Association
Other Experience
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.
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