Similar Search Results

Preopening price indications and market quality : evidence from NYSE Rule 48

Chung, Kee H.; Chuwonganant, Chairat; Kim, Youngsoo - In: The journal of financial research : the journal of the … 45 (2022) 2, pp. 205-228

Persistent link: https://www.econbiz.de/10013347478

Hidden liquidity, market quality, and order submission strategies

Lee, Albert J.; Chung, Kee H. - In: Journal of financial markets 61 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013540481

Tick size and price efficiency : further evidence from the Tick Size Pilot Program

Chung, Kee H.; Chuwonganant, Chairat - In: Financial management : FM 52 (2023) 3, pp. 483-511

Persistent link: https://www.econbiz.de/10014375503

COVID-19 pandemic and the stock market : liquidity, price efficiency, and trading

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 64 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014466123

Corporate governance, legal system, and stock market liquidity : evidence around the world

Chung, Kee-ho; Kim, Joon-seok; Park, Kwangwoo; Sung, … - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 686-703

Persistent link: https://www.econbiz.de/10010097703

Passive blockholders, informational efficiency of prices, and firm value

Chung, Kee H.; Lee, Choonsik; Shen, Carl Hsin‐han - In: Review of Financial Economics 38 (2019) 3, pp. 494-512

Persistent link: https://www.econbiz.de/10012189804

A New Metric of Market Underreaction to Earnings Announcements : An Empirical Test

Chung, Kee H.; Kim, Oliver; Lim, Steve C.; Yang, Sean - In: Asia-Pacific Journal of Financial Studies (2020)

Persistent link: https://www.econbiz.de/10012281066

Is Informed Trading Different Across Investor Types?*

Park, Hyejin; Chung, Kee H.; Kim, In Joon - In: Asia-Pacific Journal of Financial Studies 49 (2020) 6, pp. 839-859

Persistent link: https://www.econbiz.de/10012408495

Foreign and local institutional ownership and the speed of price adjustment

Park, Young K.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1569-1595

Persistent link: https://www.econbiz.de/10003626854

Regulation NMS and Market Quality

Chung, Kee H. - 2011

We show that both the quoted and effective spreads increased, the quoted depth decreased, and the market quality index decreased after the implementation of Regulation NMS (Reg NMS). We also find an increase in the price impact of trades and the dispersion of the pricing error after Reg NMS. The...

Persistent link: https://www.econbiz.de/10013134461

A service of the

zbw