An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
Year of publication: |
2006
|
---|---|
Authors: | Seung Oh Nam ; SeungYoung Oh ; Hyun Kyung Kim ; Byung Chun Kim |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 15.2006, 4/5, p. 398-414
|
Subject: | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Systematischer Fehler | Bias | Aktienindex | Stock index | Derivat | Derivative | Südkorea | South Korea |
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