Issues

The Effects of Increasing Option Multiplier on the Arbitrage Efficiency in KOSPI 200 Futures and Options Markets

Byungwook Choi
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Leveraged/Inverse ETFs and Volatility in the Korean Market

Soo-Hyun Kim; Kyuseok Lee; Hyoung-Goo Kang
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The Martingale Restriction and Relative Market Efficiency between KOSPI 200 Index and Index Options Market

Tae-Hun Kang; Myung-Chul Lee
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An Empirical Study on the Hedging Effects of Index ELS

Young Geun Ji; Joon H. Rhee
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A Comparison of Price Efficiency between Korean New Market and Main Board

Junghoon Seon; Ji Soo Lee
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Closing Call Auction Prices as Settlement Prices for Derivatives Contracts and Price Manipulation

Sun-Joong Yoon
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