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Individuals' return predictability in market and limit trades

Lee, Hyo-jeong; Cho̕e, Hyuk - In: Asia-Pacific journal of financial studies 43 (2014) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10010348458

Liquidity commonality and its causes : evidence from the Korean stock market

Cho̕e, Hyuk; Yang, Cheol-won - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 626-658

Persistent link: https://www.econbiz.de/10009231511

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

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

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

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

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009231516

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

Sensitivity of Chinese stock markets to individual investor sentiment

Li, Jiaqi; Ahn, Hee-joon - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014526440

Derivatives do affect mutual fund returns : evidence from the financial crisis of 1998

Cao, Charles Q.; Ghysels, Eric; Hatheway, Frank - In: The journal of futures markets 31 (2011) 7, pp. 629-658

Persistent link: https://www.econbiz.de/10009009214