Journal of Derivatives and Quantitative Studies: 선물연구: Volume 17 Issue 3 , Open Access
Subjects:
Table of contents
Empirical Study of Volume and Voltility Effects Associated with ELS and ELW Issuance
Kyung-Tae Nam, Hoon ChoELS and ELW markets have been increasing sharply and become one of important financial markets in Korea since their inception. The purpose of this paper is to examine the impacts…
13
Overpriced Puts Puzzle in KOSPI 200 Options Market
Byungwook ChoiThe purpose of this paper is to examine the argument that the put options traded in the exchanges are too high, compared to the asset prices based on the classical CAPM model, and…
22
A Study on the Price Discovery in Korea Stock Index Markets: KODEX200, KOSPI200, and KOSPI200 Futures
Seok-Kyu KangThis paper examines the price discovery process among the Korea stock index markets using the vector error correction model (VECM) and the multivariate generalized auto regressive…
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