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Autocorrelation and partial price adjustment

Anderson, Robert M.; Eom, Kyong Shik; Hahn, Sang Buhm; … - In: Journal of empirical finance 24 (2013), pp. 78-93

Persistent link: https://www.econbiz.de/10010371989

Stock return autocorrelation is not spurious

Anderson, Robert M.; Hahn, Sang Buhm; Eom, Kyong Shik; … - 2005

Persistent link: https://www.econbiz.de/10003117542

Dynamic and static volatility interruptions : evidence from the Korean stock markets

Eom, Kyong Shik; Kwon, Kyungyoon; La, Sung Chae; Park, … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-19

We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from brief periods of abnormal volatility for...

Persistent link: https://www.econbiz.de/10013161697

The effect of listing switches from a growth market to a main board : an alternative perspective

Park, Jong-Ho; Binh, Ki Beom; Eom, Kyong Shik - In: Emerging markets review 29 (2016), pp. 246-273

Persistent link: https://www.econbiz.de/10011671035

Pre-trade transparency and market quality

Eom, Kyong Shik; Ok, Jinho; Park, Jong-Ho - In: Journal of Financial Markets 10 (2007) 4, pp. 319-341

Persistent link: https://www.econbiz.de/10005322111

Relative efficiency of price discovery on an established new market and the main board : evidence from Korea

Eom, Kyong Shik; Seon, Junghoon; Chang, Kook-hyun - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 459-494

Persistent link: https://www.econbiz.de/10009230510

Microstructure-based manipulation : strategic behavior and performance of spoofing traders

Lee, Eun Jung; Eom, Kyong Shik; Park, Kyung Suh - In: Journal of financial markets 16 (2013) 2, pp. 227-252

Persistent link: https://www.econbiz.de/10009750789

Traders' strategic behavior in an index options market

Eom, Kyong Shik; Hahn, Sang Buhm - In: The journal of futures markets 25 (2005) 2, pp. 105-133

Persistent link: https://www.econbiz.de/10002535036

PIN, Adjusted PIN, and PSOS : difference of opinion in the Korean stock market

Eom, Kyong Shik; Kang, Jangkoo; Kwon, Kyungyoon - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 463-490

Persistent link: https://www.econbiz.de/10011736131

Controlling shareholders' value, long-run firm value and short-term performance

Kang, Hyung Cheol; Anderson, Robert M.; Eom, Kyong Shik - In: The journal of corporate finance : contracting, … 43 (2017), pp. 340-353

Persistent link: https://www.econbiz.de/10011704907