Search Results - person:"Seung Oh Nam"

The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market

Nam, Seung Oh; Oh, SeungYoung; Kim, Hyun Kyung - In: International Review of Financial Analysis 17 (2008) 2, pp. 259-273

This paper investigates Korean financial markets for the study of market microstructure of price discovery in the KOSPI 200 stock index and its related derivatives markets using different time-interval price data. The Granger causality test and vector error correction model are used to analyze...

Persistent link: https://www.econbiz.de/10005229067

An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets

Nam, Seung Oh; Oh, Seungyoung; Kim, Hyun Kyung; Kim, … - In: International review of financial analysis 15 (2006) 4, pp. 398-414

Persistent link: https://www.econbiz.de/10007278298

An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets

Nam, Seung Oh; Oh, SeungYoung; Kim, Hyun Kyung; Kim, … - In: International Review of Financial Analysis 15 (2006) 4-5, pp. 398-414

Persistent link: https://www.econbiz.de/10005229017