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Keywords: KOSDAQ 50 index futures
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Journal Articles
A Study on Information Spillover Effects from NASDAQ 100 to KOSDAQ 50 Index Futures Markets
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (1): 145–167.
Published: 31 May 2003
...Gyu Hyeon Mun; Jeong Hyo Hong This paper studies the information spillover effects over price and volatility across countries by using open-to-close (daytime) returns and close-to-open (overnight) returns of NASDAQ 100 and KOSDAQ 50 index futures data from January 1, 2001 to December 31, 2001...
