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Journal Articles

Trading Strategy for Stock Index Futures Based on Disposition Effect

Seung Hyun Oh, Sang Buhm Hahn

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (1): 25–44.

https://doi.org/10.1108/JDQS-01-2014-B0002

Published: 28 February 2014

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Journal Articles

The Relation between Two Kinds of Par Yield Curves: Benchmark Par Yield Curve and Company Par Yield Curve

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2012) 20 (3): 325–346.

https://doi.org/10.1108/JDQS-03-2012-B0003

Published: 31 August 2012

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Journal Articles

Measuring Informational Advantage of A Group of Investors

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2008) 16 (2): 127–152.

https://doi.org/10.1108/JDQS-02-2008-B0005

Published: 30 November 2008

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Journal Articles

The Impact of Program Trading on the Short-run and Long-run Volatility of Korean Stock Market

Sang Buhm Hahn, Seung Hyun Oh

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (1): 101–133.

https://doi.org/10.1108/JDQS-01-2007-B0004

Published: 31 May 2007

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