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Sahn-Wook Huh

Associate Professor
Finance Department

Education

PhD, Management, University of California at Los Angeles
MBA, Finance and Statistics, University of Chicago
BA, Economics, 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

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, Forthcoming.

Michael Brennan, Sahn-Wook Huh, and Avanidhar Subrahmanyam, 2016, “Asymmetric Effects of Informed Trading on the Cost of Equity Capital,” Management Science, Forthcoming.

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

Best Paper Awards

  • Best Paper Award in Investments, FMA (European) Conference, Venice, Italy, June 2015
  • Best Paper Award in Investments, FMA (Asian) Conference, Tokyo, Japan, May 2014
  • Best Paper Award, Society of Interdisciplinary Business Research Conference, Bangkok, Thailand, June 2012
  • Best Paper Award in the Finance Division, Administrative Sciences Association of Canada (ASAC) Conference, Niagara Falls, Canada, June 2009
  • Best Paper Award in the Market Microstructure Track, 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

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.