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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

Volatility and the cross-section of corporate bond returns

Chung, Kee H.; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 133 (2019) 2, pp. 397-417

Persistent link: https://www.econbiz.de/10012165603

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

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

Liquidity and Returns to Target Shareholders in the Market for Corporate Control: Evidence from the US Markets

Lee, Kaun Y.; Chung, Kee H. - In: Journal of Business Finance & Accounting 40 (2013) 1-2, pp. 142-171

Persistent link: https://www.econbiz.de/10010642270

Information-Based Trading and Price Improvement

Lee, Kaun Y.; Chung, Kee H. - In: Journal of Business Finance & Accounting 36 (2009-06) 5-6, pp. 754-773

In this study we test the information hypothesis of price improvement. Our results show that price improvement is negatively related to both the probability of information-based trading and the price impact of trades. We interpret these results as evidence that liquidity providers selectively...

Persistent link: https://www.econbiz.de/10005005148

Liquidity and Returns to Target Shareholders in the Market for Corporate Control: Evidence from the US Markets

Lee, Kaun Y.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 40 (2013) 1, pp. 142-171

Persistent link: https://www.econbiz.de/10010085342

Liquidity and Returns to Target Shareholders in the Market for Corporate Control : Evidence from the U.S. Markets

Lee, Kaun Y. - 2012

In this paper we analyze how stock market liquidity affects the abnormal return to target firms in mergers and tender offers. We predict that target firms with poorer stock market liquidity receive larger announcement day abnormal returns based on the following considerations. First, target...

Persistent link: https://www.econbiz.de/10012712847

Liquidity difference between non-U.S. and U.S. IPOs on the NYSE listings

Kim, Jang-chul; Lee, Kaun Y.; Yi, Ha-Chin - In: Review of quantitative finance and accounting 62 (2024) 1, pp. 365-387

Persistent link: https://www.econbiz.de/10014503070

Does geographic proximity matter in active monitoring? : evidence from institutional blockholder monitoring of corporate governance in the Korean market

Lee, Kaun Y.; Chung, Chune Young; Morscheck, Justin - In: Global economic review 49 (2020) 2, pp. 150-170

Persistent link: https://www.econbiz.de/10012256456