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An alternative approach to evaluating the agreement between financial markets

Seung Oh Nam; Hyun Kyung Kim; Byung Chun Kim - In: Journal of international financial markets, … 20 (2010) 1, pp. 12-35

Persistent link: https://www.econbiz.de/10003942460

The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market

Seung Oh Nam; Oh, Seung Yuong; Hyun Kyung Kim - In: International review of financial analysis 17 (2008) 2, pp. 259-273

Persistent link: https://www.econbiz.de/10003765006

An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets

Nam, Seung Oh; Oh, Seungyoung; Kim, Hyun Kyung; Kim, … - In: International review of financial analysis 15 (2006) 4, pp. 398-414

Persistent link: https://www.econbiz.de/10007278298

An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets

Nam, Seung Oh; Oh, SeungYoung; Kim, Hyun Kyung; Kim, … - In: International Review of Financial Analysis 15 (2006) 4-5, pp. 398-414

Persistent link: https://www.econbiz.de/10005229017

An alternative approach to evaluating the agreement between financial markets

Nam, Seung Oh; Kim, Hyun Kyung; Kim, Byung Chun - In: Journal of International Financial Markets, … 20 (2010) 1, pp. 13-35

This research investigates that the price relationship between a stock index and its associated nearby futures markets can be explained by the cost-of-carry model using the concordance correlation (CC) coefficient in the US financial markets. The main purpose of this research is to confirm that...

Persistent link: https://www.econbiz.de/10008521375

The time difference effect of a measurement unit in the lead–lag relationship analysis of Korean financial market

Nam, Seung Oh; Oh, Seungyoung; Kim, Hyun Kyung - In: International review of financial analysis 17 (2008) 2, pp. 259-273

Persistent link: https://www.econbiz.de/10007981311

The time difference effect of a measurement unit in the lead–lag relationship analysis of Korean financial market

Nam, Seung Oh; Oh, SeungYoung; Kim, Hyun Kyung - In: International review of financial analysis 17 (2008) 2, pp. 259-274

Persistent link: https://www.econbiz.de/10008886552

The time difference effect of a measurement unit in the lead-lag relationship analysis of Korean financial market

Nam, Seung Oh; Oh, SeungYoung; Kim, Hyun Kyung - In: International Review of Financial Analysis 17 (2008) 2, pp. 259-273

This paper investigates Korean financial markets for the study of market microstructure of price discovery in the KOSPI 200 stock index and its related derivatives markets using different time-interval price data. The Granger causality test and vector error correction model are used to analyze...

Persistent link: https://www.econbiz.de/10005229067

The lead-lag relationship between stock index options and the stock index market : model, moneyness, and news

Kim, Sol; Kim, In-joon; Seung Oh Nam - In: International journal of managerial finance : IJMF 5 (2009) 3, pp. 311-332

Persistent link: https://www.econbiz.de/10003935308

Investigation of the relationship between service values and loyalty behaviors under high commitment

Hur, Won-moo; Hyun Kyung Kim; Kim, Hanna - In: Service business 7 (2013) 1, pp. 103-119

Persistent link: https://www.econbiz.de/10009728543