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Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee - In: Journal of banking & finance 71 (2016), pp. 227-239

Persistent link: https://www.econbiz.de/10011635429

Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets

Bae, Kwangil; Lee, Soonhee - In: Finance research letters 45 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014581630

Does short sale restriction lower price efficiency when substitutes exist? : evidence from the Korean market

Lee, Soonhee - In: Economics letters 158 (2017), pp. 77-79

Persistent link: https://www.econbiz.de/10011849812

Is the information on the higher moments of underlying returns correctly reflected in option prices?

Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744

Persistent link: https://www.econbiz.de/10011568552

Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

Persistent link: https://www.econbiz.de/10011672513

An analysis of the determinants of inflation-linked bond prices in Korea

Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific journal of financial studies 47 (2018) 5, pp. 605-633

Persistent link: https://www.econbiz.de/10012009586

Valuation and applications of compound basket options

Bae, Kwangil - In: Journal of Futures Markets 39 (2019) 6, pp. 704-720

Persistent link: https://www.econbiz.de/10012082187

Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863

Persistent link: https://www.econbiz.de/10012306509

An Analysis of the Determinants of Inflation-linked Bond Prices in Korea

Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific Journal of Financial Studies 47 (2018) 5, pp. 605-633

Persistent link: https://www.econbiz.de/10012087797

An Empirical Investigation of the Lead-Lag Relations of Returns and Volatilities among the KOSPI200 Spot, Futures and Options Markets and their Explanations

Kang, Jangkoo; Lee, Chang Joo; Lee, Soonhee - In: Journal of Emerging Market Finance 5 (2006) 3, pp. 235-261

This article empirically examines the lead-lag relations among the KOSPI200 spot market, the KOSPI200 futures market, and the KOSPI200 options market, and provides some explanations for the observed lead-lag relations. In general, the KOSPI200 futures and options markets lead the KOSPI200 spot...

Persistent link: https://www.econbiz.de/10010772788