| Quadratic term structure models: Theory and evidence DH Ahn, RF Dittmar, AR Gallant The Review of financial studies 15 (1), 243-288, 2002 | 597 | 2002 |
| A parametric nonlinear model of term structure dynamics DH Ahn, B Gao The Review of Financial Studies 12 (4), 721-762, 1999 | 458 | 1999 |
| Risk adjustment and trading strategies DH Ahn, J Conrad, RF Dittmar The Review of Financial Studies 16 (2), 459-485, 2003 | 247 | 2003 |
| Optimal risk management using options DH Ahn, J Boudoukh, M Richardson, RF Whitelaw The Journal of Finance 54 (1), 359-375, 1999 | 223 | 1999 |
| Partial adjustment or stale prices? Implications from stock index and futures return autocorrelations DH Ahn, J Boudoukh, M Richardson, RF Whitelaw The Review of Financial Studies 15 (2), 655-689, 2002 | 165 | 2002 |
| Basis assets DH Ahn, J Conrad, RF Dittmar The Review of Financial Studies 22 (12), 5133-5174, 2009 | 134 | 2009 |
| Common factors and local factors: Implications for term structures and exchange rates DH Ahn Journal of Financial and Quantitative Analysis 39 (1), 69-102, 2004 | 114 | 2004 |
| Pricing discrete barrier options with an adaptive mesh model DH Ahn, B Gao, S Figlewski Quantitative Analysis In Financial Markets: Collected Papers of the New York …, 2001 | 103 | 2001 |
| Purebred or hybrid?: Reproducing the volatility in term structure dynamics DH Ahn, RF Dittmar, AR Gallant, B Gao Journal of Econometrics 116 (1-2), 147-180, 2003 | 71 | 2003 |
| Why has the size effect disappeared? DH Ahn, BK Min, B Yoon Journal of Banking & Finance 102, 256-276, 2019 | 24 | 2019 |
| Portfolio performance measurement: A no arbitrage bounds approach DH Ahn, HH Cao, S Chrétien European Financial Management 15 (2), 298-339, 2009 | 23 | 2009 |
| ‘Long-term returns of seasoned equity offerings: bad performance or bad models? DH Ahn, M Cliff, A Shivdasani Working paper, Purdue University, 2003 | 12 | 2003 |
| An empirical investigation on funding liquidity and market liquidity JY Chung, DH Ahn, IS Baek, KH Kang Review of Finance 22 (3), 1213-1247, 2018 | 10 | 2018 |
| Behavioralize this! International evidence on autocorrelation patterns of stock index and futures returns DH Ahn, J Boudoukh, MP Richardson, RF Whitelaw National Bureau of Economic Research, 1999 | 8 | 1999 |
| Locally complete markets, exchange rates and currency options DH Ahn, B Gao Review of Derivatives Research 6 (1), 5-26, 2003 | 6 | 2003 |
| Familiarity bias and optimal security design in international markets DH Ahn, HH Cao, Z Chen Journal of Financial Markets, 1-8, 2003 | 6 | 2003 |
| Time costs of risky asset management: Dynamic portfolio choice and limited participation DH Ahn, IJ Kim, SJ Yoon EFA 2006 Zurich Meetings Paper, 2006 | 4 | 2006 |
| Generalized Squared Autoregressive Independent Variable Nominal Term Structure Model DH Ahn University of North Carolina, Chapel Hill, 1997 | 4 | 1997 |
| International diversification gains by bond maturity: evidence from an affine term structure model with regime shifts DH Ahn, S Chib, KH Kang Working Paper, Washington University in St. Louis, 2012 | 3 | 2012 |
| Endogenous labor/leisure/investment choice under time constraints DH Ahn, SJ Yoon Journal of Financial and Quantitative Analysis 46 (4), 1157-1192, 2011 | 3 | 2011 |
Jacob BoudoukhArison School of Business, IDCVerified email at idc.ac.il
