Concepedia

Sang Buhm Hahn

SB

5

Publications

249

Citations

5

H-Index

1999

Active since

Affiliations

University of California, Berkeley(Current)

Sunchon National University

University of Seoul

Sang Buhm Hahn is an author at University of California, Berkeley specializing in economics, business, and finance.

Top concepts

FinanceBusinessEconomicsAsset PricingEconomic AnalysisFinancial EconomicsEconometricsQuantitative FinanceMarket MicrostructureAccounting

Publications per year

1999–2013

5

Publications

5

COINTEGRATING REGRESSIONS WITH TIME VARYING COEFFICIENTS

Joon‐Young Park, Sang Buhm Hahn · Econometric Theory · 1999 · 171 citations

Dynamic Economic Model, Economics, Econometric Model +12

Autocorrelation and partial price adjustment

Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn et al. · Journal of Empirical Finance · 2013 · 34 citations

Economics, Financial Economics, Asset Pricing +8

Stock Return Autocorrelation is Not Spurious

Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn et al. · eScholarship (California Digital Library) · 2005 · 17 citations · Full text

Market Microstructure, Stock Return Autocorrelation, Economics +11

Sources of stock return autocorrelation

Robert M. Anderson, Kyong Shik Eom, Sang Buhm Hahn et al. · 2011 · 15 citations

Empirical Finance, Stock Return Autocorrelation, Economics +15

Traders' strategic behavior in an index options market

Kyong Shik Eom, Sang Buhm Hahn · Journal of Futures Markets · 2004 · 12 citations

Market Microstructure, Option Pricing, Volatility Modeling +13

Rows per page

1–5 of 5