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1-3 of 3
Keywords: Market Microstructure
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2015) 23 (3): 421–437.
Published: 31 August 2015
... as the prices of KOSPI stocks, thought they have smaller firm size, younger ages, and greater uncertainty in cash flow and asset value than the main board stocks do. Market Microstructure Price Efficiency Price Discovery Main Board New Market Intraday Pattern © 2015 Emerald Publishing Limited 2015...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 597–609.
Published: 30 November 2014
... and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode VWAP Market Microstructure Fourier Transformation Intra-day Trading KOSPI ...
Journal Articles
A Market Microstructure Analysis of the KOSPI200 Stock Index Options Market: Investor‘s Strategic Behavior
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (1): 25–55.
Published: 31 May 2003
... at http://creativecommons.org/licences/by/4.0/legalcode Index options market Market microstructure Trader‘s strategic behavior ACD model High-frequency data ...
