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  • Search: subject:"KOSPI200 index options"
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Year of publication
Subject
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Index futures 3 Index-Futures 3 Option pricing theory 3 Option trading 3 Optionsgeschäft 3 Optionspreistheorie 3 Volatility 3 Volatilität 3 KOSPI200 index options 2 Ankündigungseffekt 1 Anlageverhalten 1 Announcement effect 1 Arbitrage 1 Behavioural finance 1 Cognitive bias 1 Direction-learning hypothesis 1 Estimation 1 Impact assessment 1 Implied volatility 1 Intraday seasonality 1 Investor type 1 KOSPI 200 index options 1 Kurtosis 1 Macroeconomic news 1 Net options demands 1 Put-call parity 1 Risk-neutral distribution 1 Schätzung 1 Skewness 1 South Korea 1 Statistical distribution 1 Statistische Verteilung 1 Südkorea 1 Volatility smile 1 Wirkungsanalyse 1
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Online availability
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CC license 1 Free 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Kim, Sam 1 Kim, Sol 1 Lee, Geul 1 Lockwood, Jimmy 1 Lockwood, Larry 1 Miao, Hong 1 Ryu, Doojin 1 Webb, Robert I. 1 Yang, Heejin 1 Yu, Jinyoung 1
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Published in...
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Asia-Pacific journal of financial studies 1 Borsa Istanbul Review 1 The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
Cover Image
Investors' net buying pressure and implied volatility dynamics
Ryu, Doojin; Webb, Robert I.; Yang, Heejin; Yu, Jinyoung - In: Borsa Istanbul Review 22 (2022) 4, pp. 627-640
We examine the effects of limited investor attention on stock returns by using Google search volume index to measure investor attention. We also investigate whether national culture and market development have any role in this relationship. We find that the impact of investor attention on stock...
Persistent link: https://www.econbiz.de/10013334805
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Cover Image
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam; Lockwood, Jimmy; Lockwood, Larry; Miao, Hong - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
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Cover Image
Effects of macroeconomic news announcements on risk-neutral distribution : evidence from KOSPI200 intraday options data
Kim, Sol; Lee, Geul - In: Asia-Pacific journal of financial studies 40 (2011) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10009388576
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