Associate Professor / Finance
Jungsuk Han is an Associate Professor of Finance at Seoul National University. He obtained his doctoral degree in 2010 at London Business School, and joined the Finance department at SNU in 2022. He worked at the Stockholm School of Economics as an associate professor of finance between 2017 and 2022, and as an assitant professor between 2010 and 2017. He teaches Financial Managment (BBA) and Investments (BBA) at SNU, and taught Investments (BSc), Portfolio Choice and Asset Pricing (MFIN), and Asset Pricing Theory (PhD) at the SSE. His research is focused on asset pricing with imperfect information, market microstructure, financial intermediation, and limits to arbitrage. His work has been published in academic journals like Journal of Economic Theory, Journal of Finance, Journal of Financial Economics, Management Science, and Review of Financial Studies. He was awarded Brattle Group Prize Distinguished Paper Award for 2018.
CV Download ↓The Short-Termism Trap: Catering to Informed Investors with Limited Horizons (with James Dow and Francesco Sangiorgi), Journal of Financial Economics, 2024, 159, 103884
A Horizon Based Decomposition of Mutual Fund Value Added Using Transactions (with Jules H. van Binsbergen, Hongxun Ruan and Ran Xing), Journal of Finance, 2024, 79(3), 1715-2393
Hysteresis in price efficiency and the economics of slow moving capital (with James Dow and Francesco Sangiorgi), Review of Financial Studies, 2021, 34, 2857-2909
Searching for Information (with Francesco Sangiorgi), Journal of Economic Theory, 2018, 175, 342-373
Speculative Equilibrium with Differences in Higher-Order Beliefs (with Albert S. Kyle), Management Science, 2018, 64(9), 4317-4332
The Paradox of Financial Fire Sales: the Role of Arbitrage Capital in Determining Liquidity (with James Dow), Journal of Finance, 2018, 73(1), 229-274 (Brattle Group Prize Distinguished Paper Award for 2018)
Contractual Incompleteness, Limited Liability and Asset Price Bubbles (with James Dow), Journal of Financial Economics, 2015, 116(2), 383-409