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Option volume and stock returns : evidence from single stock options on the Korea Exchange
Woo, Mincheol, (2021)
Active funds and bundled news
Lee, Charles M. C., (2022)
Actively managed funds and earnings news : evidence from trade-level data
Lee, Charles M. C., (2018)
Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram, (2015)
Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon, (2010)
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin, (2015)