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Keywords: Trading Value Ratio
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2007) 15 (2): 31–53.
Published: 30 November 2007
...Sol Kim This paper investigates the lead-lag relationship between the call-put options trading value ratio and the KOSPI 200 returns using Chen, Lung, and Tay (2005, 2006)’s model. We report the evidence conSistent with a pooling equilibrium or that informed trades are executed in both equity...

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