Keywords: Informational Efficiency
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (2): 27–49.
Published: 30 November 2003
...Bae Gi Hong; Su Jae Jang This paper examines the information efficiency of KOSDAQ50 and KOSPI200 index futures markets. The study analyzes and compares both markets in three respects : 1) price discovery (lead-lag relationship between spot and futures markets.), 2) volatility-volume relationship...

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