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Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

Monetary policy announcements, communication, and stock market liquidity

Lee, Jieun; Ryu, Doojin; Kutan, Ali Mustafa - In: Australian economic papers 55 (2016) 3, pp. 227-250

Persistent link: https://www.econbiz.de/10011574573

Option moneyness and price disagreements

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: Applied economics letters 25 (2018) 3, pp. 192-196

Persistent link: https://www.econbiz.de/10011853836

Volatility information trading in the index options market : an intraday analysis

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: International review of economics & finance : IREF 64 (2019), pp. 412-426

Persistent link: https://www.econbiz.de/10012372813

Editorial introduction: Financial and real sector challenges in emerging economies

Kutan, Ali Mustafa - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 1-2

Persistent link: https://www.econbiz.de/10011598236

Editorial introduction: finance, development, and corporate governance in emerging economies

Kutan, Ali Mustafa - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 1

Persistent link: https://www.econbiz.de/10011459623

COVID-19 pandemic and enterprise financial performance : aggregate, regional, and sectoral evidence from Poland

Gajewski, Paweł; Kutan, Ali Mustafa - In: Eastern European economics : EEE 61 (2023) 5, pp. 491-516

Persistent link: https://www.econbiz.de/10014339231

Do investment fund managers behave rationally in the light of central bank communication? : survey evidence from Poland

Wolski, Rafał; Bolek, Monika; Gajdka, Jerzy; … - In: Qualitative research in financial markets 15 (2023) 5, pp. 757-794

Persistent link: https://www.econbiz.de/10014431903

Armed conflict and financial and economic risk : evidence from Colombia

Kutan, Ali Mustafa; Yaya, Mehmet E. - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 159-187

Persistent link: https://www.econbiz.de/10011537391

Does exchange rate volatility hurt domestic consumption? : evidence from emerging economies

Bahmani-Oskooee, Mohsen; Kutan, Ali Mustafa; Xi, Dan - In: International economics : a journal published by CEPII … 144 (2015), pp. 53-65

Persistent link: https://www.econbiz.de/10011525398