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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
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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
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Which trades move asset prices? : an analysis of futures trading data
Kang, Jangkoo; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 46 (2010), pp. 7-22
Persistent link: https://www.econbiz.de/10008903656
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What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: The journal of futures markets 22 (2002) 7, pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
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The information content of net buying pressure : evidence from the KOSPI 200 index option market
Kang, Jangkoo; Park, Hyoung-Jin - In: Journal of financial markets 11 (2008) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10003710468
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An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations
Kang, Jangkoo; Chang, Joo Lee; Soon, Hee Lee - In: Journal of emerging market finance 5 (2006) 3, pp. 235-261
Persistent link: https://www.econbiz.de/10003439994
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Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market
Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347
Persistent link: https://www.econbiz.de/10011672513
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Who has an edge in trading index derivatives?
Jang, Jeewon; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 43 (2023) 3, pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
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Spread and depth adjustment process : analysis of high-quality microstrucutre data
Ryu, Doojin - In: Applied economics letters 20 (2013) 16/18, pp. 1506-1510
Persistent link: https://www.econbiz.de/10010221174
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The effectiveness of the order-splitting strategy : an analysis of unique data
Ryu, Doojin - In: Applied economics letters 19 (2012) 4/6, pp. 541-549
Persistent link: https://www.econbiz.de/10009630676