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Journal Articles

Analysis of Price Discovery Effect in the Single Stock Futures Market

Woo–baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2018) 26 (4): 425–463.

https://doi.org/10.1108/JDQS-04-2018-B0002

Published: 30 November 2018

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Journal Articles

Test on the Profit of Pairs Trading Strategy Using KOSPI200 Regular and Mini Options

Woo–baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2018) 26 (1): 115–151.

https://doi.org/10.1108/JDQS-01-2018-B0005

Published: 28 February 2018

View article titled, Test on the Profit of Pairs Trading Strategy Using KOSPI200 Regular and Mini Options

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Journal Articles

Analysis on the Effect of Price Discovery in Mini Derivatives : The Case of KOSPI200 Mini Options

Woo–baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (4): 623–656.

https://doi.org/10.1108/JDQS-04-2017-B0005

Published: 30 November 2017

View article titled, Analysis on the Effect of Price Discovery in Mini Derivatives : The Case of KOSPI200 Mini Options

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Journal Articles

Comparative Analysis of Price Discovery in the KOSPI200 Regular and Mini Futures Markets

Woo-baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (4): 557–589.

https://doi.org/10.1108/JDQS-04-2016-B0002

Published: 30 November 2016

View article titled, Comparative Analysis of Price Discovery in the KOSPI200 Regular and Mini Futures Markets

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Journal Articles

The Spot Price Discovery of Put-call Ratio of KOSPI200 Nighttime Options

Woo-baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (1): 153–184.

https://doi.org/10.1108/JDQS-01-2016-B0006

Published: 29 February 2016

View article titled, The Spot Price Discovery of Put-call Ratio of KOSPI200 Nighttime Options

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Journal Articles

Efficiency of Price Discovery during Nighttime Trading Session : Evidence from KOSPI200 Global Futures

Woo-Baik Lee, Min-Cheol Woo

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (2): 169–202.

https://doi.org/10.1108/JDQS-02-2013-B0002

Published: 31 May 2013

View article titled, Efficiency of Price Discovery during Nighttime Trading Session : Evidence from KOSPI200 Global Futures

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Journal Articles

Information Transmission between Nighttime Trading and Daytime Trading: Evidence from KOSPI 200 Futures

Woo-Baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2012) 20 (1): 101–131.

https://doi.org/10.1108/JDQS-01-2012-B0004

Published: 29 February 2012

View article titled, Information Transmission between Nighttime Trading and Daytime Trading: Evidence from KOSPI 200 Futures

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Journal Articles

The Information Content of Open Limit order Book in Price Discovery of KOSPI200 index Futures Market

Woo Baik Lee, Jong Oh Kim, Min Cheol Woo

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2010) 18 (1): 1–42.

https://doi.org/10.1108/JDQS-01-2010-B0001

Published: 28 February 2010

View article titled, The Information Content of Open Limit order Book in Price Discovery of KOSPI200 index Futures Market

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Journal Articles

An Empirical Analysis on Change in Price Discovery of KOSPI200 Futures Through Market Maturity Process

Woo–baik Lee

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2006) 14 (2): 51–77.

https://doi.org/10.1108/JDQS-02-2006-B0003

Published: 30 November 2006

View article titled, An Empirical Analysis on Change in Price Discovery of KOSPI200 Futures Through Market Maturity Process

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Analysis of Price Discovery Effect in the Single Stock Futures Market

Test on the Profit of Pairs Trading Strategy Using KOSPI200 Regular and Mini Options

Analysis on the Effect of Price Discovery in Mini Derivatives : The Case of KOSPI200 Mini Options

Comparative Analysis of Price Discovery in the KOSPI200 Regular and Mini Futures Markets

The Spot Price Discovery of Put-call Ratio of KOSPI200 Nighttime Options

Efficiency of Price Discovery during Nighttime Trading Session : Evidence from KOSPI200 Global Futures

Information Transmission between Nighttime Trading and Daytime Trading: Evidence from KOSPI 200 Futures

The Information Content of Open Limit order Book in Price Discovery of KOSPI200 index Futures Market

An Empirical Analysis on Change in Price Discovery of KOSPI200 Futures Through Market Maturity Process

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