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Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.; Chuwonganant, Chairat - In: The financial review : the official publication of the … 49 (2014) 3, pp. 435-460
Persistent link: https://www.econbiz.de/10010401381
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A simple approximation of intraday spreads using daily data
Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120
Persistent link: https://www.econbiz.de/10010437266
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Tick size, market structure, and market quality
Chung, Kee H.; Kang, Jangkoo; Kim, Joon-seok - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10009271379
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Special issue on studies of market microstructure in emerging markets
Chung, Kee H. (contributor) - 2010
Persistent link: https://www.econbiz.de/10009232191
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Special issue: Market microstructure and implications for regulatory policies
Chung, Kee H. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003749701
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Time diversification : definitions and some closed-form solutions
Chung, Kee H.; Smith, William T.; Wu, Tao L. - In: Journal of banking & finance 33 (2009) 6, pp. 1101-1111
Persistent link: https://www.econbiz.de/10003841902
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Does internalization diminish the impact of quote aggressiveness on dealer market share?
Chung, Kee H.; Chuwonganant, Chairat; McCormick, D. Timothy - In: Journal of financial intermediation 15 (2006) 1, pp. 108-131
Persistent link: https://www.econbiz.de/10003290002
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The dynamics of dealer markets and trading costs
Chung, Kee H.; Kim, Youngsoo - In: Journal of banking & finance 29 (2005) 12, pp. 3041-3059
Persistent link: https://www.econbiz.de/10003203837
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Information-based trading, price impact of trades, and trade autocorrelation
Chung, Kee H.; Li, Mingsheng; McInish, Thomas H. - In: Journal of banking & finance 29 (2005) 7, pp. 1645-1669
Persistent link: https://www.econbiz.de/10002817450
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Security analysis and market making
Chung, Kee H.; Cho, Seong-Yeon - In: Journal of financial intermediation 14 (2005) 1, pp. 114-141
Persistent link: https://www.econbiz.de/10002583661