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Arbitrage opportunities and efficiency of an option market at its initial stage : the case of KOSPI 200 options in Korea

Byoun, Soku; Park, Hun Young - In: Research in finance 25 (2009), pp. 269-301

Persistent link: https://www.econbiz.de/10009306652

Arbitrage opportunities and efficiency of an option market at its initial stage: The case of KOSPI 200 options in Korea

Byoun, Soku; Young Park, Hun - In: Research in finance, (pp. 269-301). 2009

The KOSPI 200 options at its initial stage generated a significant number of violations in no-arbitrage conditions which involve both options and the underlying index. However, when the arbitrage conditions are formed independent of the underlying index, the average size of violation is not...

Persistent link: https://www.econbiz.de/10015382693

The lead-lag relation between spot and option markets and implied volatility in option prices

Boyle, Phelim P.; Byoun, Soku; Park, Hun Y. - In: Research in finance 19 (2002), pp. 269-284

Persistent link: https://www.econbiz.de/10009943480

Arbitrage opportunities and efficiency of an option market at its initial stage : the case of KOSPI 200 options in Korea

Byoun, Soku; Park, Hun Young - In: Research in finance 25 (2009), pp. 269-301

Persistent link: https://www.econbiz.de/10009943550

The lead-lag relation between spot and option markets and implied volatility in option prices

Boyle, Phelim P.; Byoun, Soku; Park, Hun Y. - In: Research in finance 19 (2002), pp. 269-284

Persistent link: https://www.econbiz.de/10001717576