Dong-Hyun Ahn
Affiliations: | University of North Carolina, Chapel Hill, Chapel Hill, NC |
Area:
FinanceGoogle:
"Dong-Hyun Ahn"Children
Sign in to add traineeStephane Chretien | grad student | 2000 | UNC Chapel Hill |
Michael T. Cliff | grad student | 2000 | UNC Chapel Hill |
Paisan Limratanamongkol | grad student | 2001 | UNC Chapel Hill |
Kushal Kshirsagar | grad student | 2005 | UNC Chapel Hill |
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Publications
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Ahn D, Gao B. (2003) Review of Derivatives Research. 6: 5-26 |
Ahn D, Boudoukh J, Richardson MP, et al. (2002) Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations Review of Financial Studies. 15: 655-689 |
Ahn D, Boudoukh J, Richardson MP, et al. (1999) Behavioralize this! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns National Bureau of Economic Research |