...Tae-Hun Kang The study examines not only the methods for eliminating stale or abnormal prices but also strategies for enhancing liquidity in the KOSPI 200 index options market, for compensating the defects of V-KOSPI 200. First, introducing market making scheme in the KOSPI 200 options market can...

...Woo–baik Lee This paper examines the price dynamics in the single stocks futures and spot markets. In order to enhance the liquidity of the stock futures market, Korea Exchange introduced the liquidity provider in 2014, and exempted the securities transaction taxes on stocks sold for hedging...

... and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Mini Options Regular Options Arbitrage Trading Price Discovery Liquidity ...

... Liquidity ...

...://creativecommons.org/licences/by/4.0/legalcode Price Discovery Nighttime Market Put-call Ratio Liquidity Information Transmission ...

... of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode Globex Price Discovery Price Contribution Nighttime Market Liquidity ...

... but price continuations after the event. Secondly, the analysis of volatility and liquidity shows that there are some differences in the effects of sidecar on market volatility and liquidity according to the sample periods‘ however, in the post period of widening of the sidecar trigger levels, the mechanism...