Search Results - person:"Chung, Kee H."

Narrow search

The noninformation cost of trading and its relative importance in asset pricing

Chung, Kee-ho; Huh, Sahn-Wook - In: Review of asset pricing studies 6 (2016) 2, pp. 261-302

Corporate governance and the informational efficiency of prices

Lee, Choonsik; Chung, Kee-ho; Yang, Sean - In: Financial management 45 (2016) 1, pp. 238-260

High-frequency trading : review of the literature and regulatory initiatives around the world

Chung, Kee-ho; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33

Antitakeover statutes and internal corporate governance

Lee, Choonsik; Chung, Kee-ho - In: Corporate governance : an international review 24 (2016) 5, pp. 468-489

Trade duration, informed trading, and option moneyness

Chung, Kee-ho; Park, Seongkyu Gilbert; Ryu, Doojin - In: International review of economics & finance : IREF 44 (2016), pp. 395-411

Investment duration and corporate governance

Lee, Young Joo; Chung, Kee-ho - In: Asia-Pacific journal of financial studies 44 (2015) 1, pp. 24-58

Reverse stock splits, institutional holdings, and share value

Chung, Kee-ho; Yang, Sean - In: Financial management 44 (2015) 1, pp. 177-216

Information asymmetry and corporate cash holdings

Chung, Kee-ho; Kim, Jang-chul; Kim, Young Sang; Zhang, Hao - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1341-1377

Uncertainty, market structure, and liquidity

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of Financial Economics 113 (2014) 3, pp. 476-499

In this study we show that market uncertainty [measured by the Chicago Board Options Exchange Market Volatility Index (VIX)] exerts a large market-wide impact on liquidity, which gives rise to co-movements in individual asset liquidity. The effect of VIX on stock liquidity is greater than the...

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of Financial Markets 17 (2014) C, pp. 94-120

This study examines the relation between the bid-ask spread from the daily CRSP data and the bid-ask spread from the intraday TAQ data. We show that the CRSP-based spread is highly correlated with the TAQ-based spread across stocks using data from 1993 through 2009. The simple CRSP-based spread...