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Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market
Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347
Persistent link: https://www.econbiz.de/10011672513
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An empirical study of CDS premium on the Korean sovereign bond : some effect of the CTD option
Park, Keehwan; Lee, Sangki - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 848-864
Persistent link: https://www.econbiz.de/10011764608
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Application of Heston's model to the Chinese stock market
Liu, Guifang; Xu, Weijun - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1749-1763
Persistent link: https://www.econbiz.de/10011824755
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Information content in sneer asymmetry : an application to out-of-sample implied volatility forecasting
Choi, Youngsoo; Jordan, Steven J.; Lee, Wonchang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 3, pp. 34-51
Persistent link: https://www.econbiz.de/10011404184
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Asian options with credit risks : and pricing and sensitivity analysis
Tsao, Chueh-yung; Liu, Chao-ching - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 96-115
Persistent link: https://www.econbiz.de/10009778692
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A critique of the contingent claims approach to sovereign risk analysis
Aktug, Rahmi Erdem - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 294-308
Persistent link: https://www.econbiz.de/10010403173
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Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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Do market participants favor employee stock option schemes? : evidence from Taiwan
Chan, Chia-ying; Tai, Vivian W.; Li, Kuo-an; Jelic, Ranko - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 110-132
Persistent link: https://www.econbiz.de/10009682605
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Price and volatility spillovers in the case of stock markets located in different time zones
Olbrys, Joanna - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 145-157
Persistent link: https://www.econbiz.de/10009781385
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An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets
Ajayi, Richard A.; Mehdian, Seyed M.; Stoica, Ovidiu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 642-660
Persistent link: https://www.econbiz.de/10012123345