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A note on estimating the minimum extended Gini hedge ratio
Lien, Donald; Shaffer, David R. - In: The journal of futures markets 19 (1999) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
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Is volatility risk priced in the KOSPI 200 index options market?
Yoon, Sun-joong; Byun, Suk Joon - In: The journal of futures markets 29 (2009) 9, pp. 797-825
Persistent link: https://www.econbiz.de/10003900683
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The performance of traders' rules in options market
Kim, Sol - In: The journal of futures markets 29 (2009) 11, pp. 999-1020
Persistent link: https://www.econbiz.de/10003900960
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Intraday price formation and bid-ask spread components : a new approach using a cross-market model
Ryu, Doo-jin - In: The journal of futures markets 31 (2011) 12, pp. 1142-1169
Persistent link: https://www.econbiz.de/10009355728
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High frequency trading in the Korean index futures market
Lee, Eun Jung - In: The journal of futures markets 35 (2015) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
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Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin; Kang, Jangkoo; Suh, Sangwon - In: The journal of futures markets 35 (2015) 2, pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
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Program trading and the link between the spot and futures prices
Jordan, Steven J.; Lee, Woo-Baik; Park, Jong Won - In: The journal of futures markets 35 (2015) 12, pp. 1133-1153
Persistent link: https://www.econbiz.de/10011546237
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The disposition effect and investment performance in the futures market
Cho̕e, Hyuk; Eom, Yunsung - In: The journal of futures markets 29 (2009) 6, pp. 496-522
Persistent link: https://www.econbiz.de/10003842856
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Derivatives trading, volatility spillover, and regulation : evidence from the Korean securities markets
Bae, Sung-chul; Kwon, Taek Ho; Park, Jong Won - In: The journal of futures markets 29 (2009) 6, pp. 563-597
Persistent link: https://www.econbiz.de/10003842870
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Dislocations in the currency swap and interest rate swap markets : the case of Korea
Park, Hail - In: The journal of futures markets 35 (2015) 5, pp. 455-475
Persistent link: https://www.econbiz.de/10011405400