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Information uncertainty and implied volatilities

Hong, Jong-Woon; Park, Hyoung-Jin - In: Journal of international trade & commerce 15 (2019) 2, pp. 31-43

Persistent link: https://www.econbiz.de/10012545214

Tests of alternate models for the pricing of Korean Treasury bond futures contracts

Kang, Jangkoo; Park, Hyoung-Jin - In: Pacific-Basin Finance Journal 14 (2006) 4, pp. 410-425

Persistent link: https://www.econbiz.de/10005372369

The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets

Kang, Jangkoo; Park, Hyoung-Jin - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 02, pp. 227-254

This paper examines the dynamics of returns and order imbalances across the KOSPI 200 cash, futures and option markets. The information effect is more dominant than the liquidity effect in these markets. In addition, returns have more predictability power for the future movements of prices than...

Persistent link: https://www.econbiz.de/10005080730

The information content of net buying pressure: Evidence from the KOSPI 200 index option market

Kang, Jangkoo; Park, Hyoung-Jin - In: Journal of Financial Markets 11 (2008) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10005322094

Foreign investors and the delay of information dissemination in the Korean stock market

Kang, Jangkoo; Kwon, Kyungyoon; Park, Hyoung-jin - In: Pacific-Basin finance journal 38 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011669045