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Hee-Joon Ahn
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Limit orders, depth, and volatility: Evidence from the stock exchange of Hong Kong
HJ Ahn, KH Bae, K Chan
The Journal of finance 56 (2), 767-788, 2001
4872001
Tick size, spread, and volume
HJ Ahn, CQ Cao, H Choe
Journal of Financial Intermediation 5 (1), 2-22, 1996
2791996
Does corporate social responsibility matter in Asian emerging markets?
YL Cheung, W Tan, HJ Ahn, Z Zhang
Journal of Business Ethics 92, 401-413, 2010
2782010
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
HJ Ahn, J Cai, Y Hamao, RYK Ho
Journal of Empirical finance 9 (4), 399-430, 2002
1992002
Informed trading in the index option market: The case of KOSPI 200 options
HJ Ahn, J Kang, D Ryu
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
1942008
Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities
HJ Ahn, CQ Cao, H Choe
Journal of Financial Markets 1 (1), 51-87, 1998
1631998
The intraday patterns of the spread and depth in a market without market makers: The Stock Exchange of Hong Kong
HJ Ahn, YL Cheung
Pacific-Basin Finance Journal 7 (5), 539-556, 1999
1171999
Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market
HJ Ahn, J Kang, D Ryu
Asia‐Pacific Journal of Financial Studies 39 (3), 301-339, 2010
972010
Tick size change and liquidity provision on the Tokyo Stock Exchange
HJ Ahn, J Cai, K Chan, Y Hamao
Journal of the Japanese and International Economies 21 (2), 173-194, 2007
972007
Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong
HJ Ahn, J Cai, YL Cheung
Journal of financial Markets 8 (4), 421-451, 2005
732005
Information asymmetry and investor trading behavior around bond rating change announcements
H Yang, HJ Ahn, MH Kim, D Ryu
Emerging Markets Review 32, 38-51, 2017
602017
Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation
HJ Ahn, J Cai, Y Hamao, M Melvin
Pacific-Basin Finance Journal 29, 163-181, 2014
432014
Which liquidity proxy measures liquidity best in emerging markets?
HJ Ahn, J Cai, CW Yang
Economies 6 (4), 67, 2018
412018
Share repurchase tender offers and bid–ask spreads
HJ Ahn, C Cao, H Choe
Journal of banking & finance 25 (3), 445-478, 2001
402001
Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange
HJ Ahn, J Cai, Y Hamao, RYK Ho
Journal of Banking & Finance 29 (6), 1483-1508, 2005
362005
What moves German Bund futures contracts on the Eurex?
HJ Ahn, J Cai, YL Cheung
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
302002
Limit Orders
HJ Ahn, KH Bae, K Chan
Depth and Volatility: Evidence of, 2001
152001
Execution costs, investability, and actual foreign investment in emerging markets
HJ Ahn, J Cai, YL Cheung
China Finance Review International 10 (2), 143-167, 2020
92020
Does trading by small investors improve or deteriorate price efficiency? Evidence from the minimum trade unit changes on the Korea Exchange
HJ Ahn
International Journal of Financial Studies 2 (2), 203-219, 2014
62014
Is there an issuance premium for sri bonds?: Evidence from the periods before and after the COVID-19 outbreak
HK Kim, HJ Ahn
Korean Journal of Financial Studies 50 (4), 369-409, 2021
52021
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Articles 1–20