Guo, Biao; Han, Qian; Ryu, Doojin; Webb, Robert I. - 2013
This study examines the short-term relationship between stock market returns and implied volatility using high frequency data . This is the first study to analyze high frequency data on the VKOPSIa newly introduced volatility index implied by the KOSPI200 options. KOSPI 200 optioins are...
