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Informed trading in the index option market : the case of KOSPI 200 options

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146

Persistent link: https://www.econbiz.de/10003773141

Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009230522

Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009958517

Information asymmetry and investor trading behavior around bond rating change announcements

Yang, Heejin; Ahn, Hee-joon; Kim, Maria H.; Ryu, Doojin - In: Emerging markets review 32 (2017), pp. 38-51

Persistent link: https://www.econbiz.de/10011803209

Does trading by small investors improve or deteriorate price efficiency? : evidence from the minimum trade unit changes on the Korea exchange

Ahn, Hee-joon - In: International Journal of Financial Studies : open … 2 (2014) 2, pp. 203-219

In this study, we investigate the effect of minimum trade unit (MTU) reductions on the Korea Exchange (KRX) on price efficiency. The KRX switched its MTU from 10 shares to one share for high-price stocks twice, once in December 2004 and once in July 2006. The MTU changes were intended to attract...

Persistent link: https://www.econbiz.de/10010373263

Decimalization and competition among stock markets : evidence from the Toronto Stock Exchange cross-listed securities

Ahn, Hee-joon - In: Journal of financial markets 1 (1998) 1, pp. 51-87

Persistent link: https://www.econbiz.de/10001249273

Little guys, liquidity, and the informational efficiency of price : evidence from the Tokyo Stock Exchange on the effects of small investor participation

Ahn, Hee-joon; Cai, Jun; Hamao, Yasushi; Melvin, Michael - In: Pacific-Basin finance journal 29 (2014), pp. 163-181

Persistent link: https://www.econbiz.de/10010495719

Which liquidity proxy measures liquidity best in emerging markets?

Ahn, Hee-joon; Chai, Joseph C. H.; Yang, Cheol-Won - In: Economies : open access journal 6 (2018) 4/67, pp. 1-29

This study empirically investigates the low-frequency liquidity proxies that best measure liquidity in emerging markets. We carry out a comprehensive analysis using tick data that cover 1183 stocks from 21 emerging markets, while also comparing various low-frequency liquidity proxies with...

Persistent link: https://www.econbiz.de/10011956319

The components of the bid-ask spread in a limit-order market : evidence from the Tokyo Stock Exchange

Ahn, Hee-joon; Cai, Jun; Hamao, Yasushi; Ho, Richard Yan-ki - In: Journal of empirical finance 9 (2002) 4, pp. 399-430

Persistent link: https://www.econbiz.de/10001711953

Limit orders, depth, and volatility : evidence from the Stock Exchange of Hong Kong

Ahn, Hee-joon; Bae, Kee-hong; Chan, Kalok - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 767-788

Persistent link: https://www.econbiz.de/10001604140