Skip to Main Content
Close
Journals
Books
Case Studies
Collections
Open Access
Citation Manager
Journals
Books
Case Studies
Collections
Open Access
Citation Manager
Search Dropdown Menu
header search
search input
Search input auto suggest
filter your search
All Content
All Journals
Journal of Derivatives and Quantitative Studies: 선물연구
Search
Advanced Search
Cart
User Tools Dropdown
Cart
Register
Sign In
Open Menu
Toggle Menu
Menu
Journal Home
Issues
About this Journal
Open External Link
Earlycite Articles
Issues
Select Year
2026
2025
2024
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
Issue
31 May - Volume 16, Issue 1, Pages 1 - 86
30 November - Volume 16, Issue 2, Pages 1 - 152
Volume 16, Issue 2
30 November 2008
All Issues
Cover Image
Cover Image
ISSN
1229-988X
EISSN
2713-6647
Close navigation menu
Issue Navigation
Implied Risk Preferences from Option Prices: Evidence from KOSPI 200 Index Options
Byung Jin Kang
;
Tong Suk Kim
;
Sun Joong Yoon
Abstract
View article
titled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager
for Implied Risk Preferences from Option Prices: Evidence from KOSPI 200 Index Options
According to Time-moneyness in Option Market on Stock Price Volatility
Ki Yool Ohk
;
Woo Ae Jang
Abstract
View article
titled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager
for According to Time-moneyness in Option Market on Stock Price Volatility
An Empirical Research on the Informational Efficiency of Model Free Implied Volatility
Byung Kun Rhee
;
Sang Won Hwang
Abstract
View article
titled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager
for An Empirical Research on the Informational Efficiency of Model Free Implied Volatility
Futures and Option Prices After the Stock Market Close: Evidence from the Korean Markets
Jae Ha Lee
;
Sang Soo Kwon
Abstract
View article
titled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager
for Futures and Option Prices After the Stock Market Close: Evidence from the Korean Markets
Measuring Informational Advantage of A Group of Investors
Seung Hyun Oh
Abstract
View article
titled, SCM.SharedControls.Infrastructure.TitleDisplayModel?.Text
Add to Citation Manager
for Measuring Informational Advantage of A Group of Investors
Latest
Most Read
Most Cited
Portfolio return optimization under an endogenous investment set: evidence from P2P lending
Time-frequency connectedness between Thailand and international stock markets during crises
The efficiency cost of ESG investing: evidence from the Korean stock market
Measuring managerial skill using value added and alpha: evidence from the Korean equity fund market
Email alerts
Earlycite Alert
Closed Issue Alert
Latest Published Articles Alert
Close Modal
Recommended for you
These recommendations are informed by your reading behaviors and indicated interests.
RSS
Current Issue RSS Feed
RSS Feed - Advance Access
Open Issues RSS Feed
Close Modal
Close Modal
This Feature Is Available To Subscribers Only
Sign In
or
Create an Account
Close Modal
Close Modal
