Time variation of MAX-premium with market volatility : evidence from Korean stock market
Yong-Ho Cheon, Kuan-Hui Lee
| Year of publication: |
2018
|
|---|---|
| Authors: | Cheon, Yong-Ho ; Lee, Kuan-Hui |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 51.2018, p. 32-46
|
| Subject: | Salience | Attention | Lottery | Idiosyncratic volatility | Korea | Volatilität | Volatility | Südkorea | South Korea | Aktienmarkt | Stock market | Glücksspiel | Gambling | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2018.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035071