Jungsuk Han is an Associate Professor of Finance at the Stockholm School of Economics (SSE). He obtained his doctoral degree in 2010 at London Business School, and joined the Finance department at the SSE in 2010. He teaches Portfolio Choice and Asset Pricing (MSc in Finance), and Asset Pricing Theory (PhD in Finance).
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 Finance, Journal of Financial Economics, Journal of Economic Theory, and Management Science. He was awarded Brattle Group Prize Distinguished Paper Award for 2018.
Education: BBA, Seoul National University; MSc, Stanford University; PhD, London Business School
Jungsuk Han, James Dow and Francesco Sangiorgi (2021). Hysteresis in price efficiency and the economics of slow moving capital. Review of Financial Studies, vol. 34, pp. 2857-2909
James Dow and Jungsuk Han (2018). The Paradox of Financial Fire Sales: the Role of Arbitrage Capital in Determining Liquidity. Journal of Finance, vol. 73(1), pp. 229-274
Jungsuk Han and Francesco Sangiorgi (2018). Searching for information. Jounral of Economic Theory, vol. 175, pp. 342-373
Jungsuk Han and Albert S. Kyle (2018). Speculative Equilibrium with Differences in Higher-Order Beliefs. Management Science, vol. 64(9), pp. 4317-4332
James Dow and Jungsuk Han (2015). Contractual Incompleteness, Limited Liability and Asset Price Bubbles. Journal of Financial Economics, vol. 116(2), pp. 383-409