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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 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

Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011474037

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 intraday patterns of the spread and depth in a market without market makers : the Stock Exchange of Hong Kong

Ahn, Hee-joon; Cheung, Stephen Y. L. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 539-556

Persistent link: https://www.econbiz.de/10001450544

Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong

Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10003177625

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Jang, Jeewon; Kang, Jangkoo - In: Journal of financial economics 132 (2019) 1, pp. 222-247

Persistent link: https://www.econbiz.de/10012136879

Retail investors and the idiosyncratic volatility puzzle : evidence from the Korean stock market

Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa - In: Asia-Pacific journal of financial studies 43 (2014) 2, pp. 183-222

Persistent link: https://www.econbiz.de/10010408036

Do actively managed mutual funds exploit stock market mispricing?

Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012632198

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