Kim, Sol; Joon Kim, In; Oh Nam, Seung - In: International Journal of Managerial Finance 5 (2009) 3, pp. 311-332
Purpose – The purpose of this paper is to examine the price discovery role of the Korea Composite Stock Price Index 200 (KOSPI 200) stock index options market in contrast to other developed options markets. Design/methodology/approach – The price discovery roles of the stock and options...
