Narrow search
Showing 1 - 10 of 187
Cover Image
Option market activity
Lakonishok, Josef; Lee, Inmoo; Pearson, Neil D.; … - In: The review of financial studies 20 (2007) 3, pp. 813-857
Persistent link: https://www.econbiz.de/10003554637
Cover Image
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Cover Image
Skewness versus Kurtosis : implications for pricing and hedging options
Kim, Sol; Lee, Geul; Park, Yuen Jung - In: Asia-Pacific journal of financial studies 46 (2017) 6, pp. 903-933
Persistent link: https://www.econbiz.de/10011865909
Cover Image
Investor sentiment and credit default swap spreads during the global financial crisis
Lee, Jeehye; Kim, Sol; Park, Yuen Jung - In: The journal of futures markets 37 (2017) 7, pp. 660-688
Persistent link: https://www.econbiz.de/10011950863
Cover Image
Macroeconomic conditions and credit default swap spread changes
Kim, Tong Suk; Park, Jae Won; Park, Yuen Jung - In: The journal of futures markets 37 (2017) 8, pp. 766-802
Persistent link: https://www.econbiz.de/10011950882
Cover Image
The information content of OTC individual put option implied volatility for credit default swap spreads
Park, Yuen Jung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 491-516
Persistent link: https://www.econbiz.de/10009618798
Cover Image
The linkage between the options and credit default swap markets during the subprime mortgage crisis
Kim, Tong Suk; Park, Yuen Jung; Noh, Jaesun - In: The journal of futures markets 33 (2013) 6, pp. 518-554
Persistent link: https://www.econbiz.de/10009756568
Cover Image
Retail investors and overpricing of left-tail risk : evidence from the Korean stock market
Kim, Jungmu; Park, Yuen Jung; Thuy Thi Thu Truong - In: Journal of derivatives and quantitative studies 31 (2023) 4, pp. 309-327
The authors examined whether stocks with higher left-tail risk measures earn higher or lower futures returns. Specifically, the authors estimate the cross-sectional principal component of a battery of left-tail risk measures and analyze future returns on stocks with high principal component...
Persistent link: https://www.econbiz.de/10014429312
Cover Image
Cross-sectional expected returns and predictability in the Korean stock market
Kim, Toyoung; Kim, Tong Suk; Park, Yuen Jung - In: Emerging markets, finance and trade : EMFT 56 (2020) 15, pp. 3763-3784
Persistent link: https://www.econbiz.de/10012423689
Cover Image
Changes in market uncertainty and profitability of idiosyncratic volatility anomaly in Korea
Kim, Jung-Mu; Park, Yuen Jung; Ok, Young-Kyung - In: Journal of international trade & commerce 15 (2019) 6, pp. 69-78
Persistent link: https://www.econbiz.de/10012591064