Dong-Hyun Ahn

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7024-2732

Publications

• An Empirical Investigation on Funding Liquidity and Market Liquidity — Review of Finance 2018
• An Empirical Investigation on Funding Liquidity and Market Liquidity — Review of Finance 2018
• Endogenous Labor/Leisure/Investment Choice under Time Constraints — Journal of Financial and Quantitative Analysis 2011
• Basis Assets — The Review of Financial Studies 2009
• Common Factors and Local Factors: Implications for Term Structures and Exchange Rates — Journal of Financial and Quantitative Analysis 2004 (name-matched, not ORCID-linked)
• Risk Adjustment and Trading Strategies — The Review of Financial Studies 2003
• Quadratic Term Structure Models: Theory and Evidence — The Review of Financial Studies 2002
• Partial Adjustment or Stale Prices? Implications from Stock Index and Futures Return Autocorrelations — The Review of Financial Studies 2002
• A Parametric Nonlinear Model of Term Structure Dynamics — The Review of Financial Studies 1999 (name-matched, not ORCID-linked)
• Optimal Risk Management Using Options — The Journal of Finance 1999 (name-matched, not ORCID-linked)