| 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 | 486 | 2001 |
| 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 | 483 | 2001 |
| Tick size, spread, and volume HJ Ahn, CQ Cao, H Choe Journal of Financial Intermediation 5 (1), 2-22, 1996 | 277 | 1996 |
| 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 | 271 | 2010 |
| 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 | 197 | 2002 |
| 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 | 197 | 2002 |
| 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 | 191 | 2008 |
| 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 | 163 | 1998 |
| 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 | 117 | 1999 |
| 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 | 97 | 2007 |
| 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 | 96 | 2010 |
| 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 | 73 | 2005 |
| 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 | 58 | 2017 |
| 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 | 43 | 2014 |
| Share repurchase tender offers and bid–ask spreads HJ Ahn, C Cao, H Choe Journal of banking & finance 25 (3), 445-478, 2001 | 40 | 2001 |
| Which liquidity proxy measures liquidity best in emerging markets? HJ Ahn, J Cai, CW Yang Economies 6 (4), 67, 2018 | 39 | 2018 |
| 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 | 35 | 2005 |
| 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 | 30 | 2002 |
| Limit Orders HJ Ahn, KH Bae, K Chan Depth and Volatility: Evidence of, 2001 | 15 | 2001 |
| 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 | 9 | 2020 |
