Ryu, Doojin - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 23, pp. 5939-5946
We examine the two-phase phenomenon described by Plerou, Gopikrishnan, and Stanley (2003) [1] in the KOSPI 200 options … about investor type for each trade and quote, we find that the two-phase phenomenon is generated primarily by domestic …