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Stock market volatility in a heterogeneous information economy

Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10001661614

Did decimalization benefit members of the Toronto stock exchange?

Huson, Mark R.; Kim, Youngsoo; Mehrotra, Vikas C. - In: Quarterly journal of business and economics : QJBE 45 (2006) 3/4, pp. 49-67

Persistent link: https://www.econbiz.de/10003417885

Did Decimalization Benefit Members of the Toronto Stock Exchange?

Huson, Mark R. - 2013

We examine the impact of adopting decimal price quotes on the welfare of members of the Toronto Stock Exchange (TSX) based on a multivariate analysis of seat prices. Consistent with existing studies, we find that decimalization leads to lower bid-ask spreads as well as lower quoted depths. To...

Persistent link: https://www.econbiz.de/10013081550

Specialists, limit-order traders, and the components of the bid-ask spread

Chung, Kee H.; Ness, Bonnie F. van; Ness, Robert A. van - In: The financial review : the official publication of the … 39 (2004) 2, pp. 255-270

Persistent link: https://www.econbiz.de/10002041209

COVID-19 and the Stock Market : Liquidity, Pricing Efficiency, and Trading

Chung, Kee H.; Chuwonganant, Chairat - 2021

This paper shows that COVID-19 is associated with a decrease in liquidity and increased pricing efficiency and trading activities before the NYSE closed its trading floor. The closure of the trading floor led to a reduction of liquidity, pricing efficiency, and trading activities on the NYSE....

Persistent link: https://www.econbiz.de/10013241364

Tick size and price efficiency : further evidence from the Tick Size Pilot Program

Chung, Kee H.; Chuwonganant, Chairat - In: Financial management : FM 52 (2023) 3, pp. 483-511

Persistent link: https://www.econbiz.de/10014375503

Corporate governance and liquidity

Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 265-291

Persistent link: https://www.econbiz.de/10003990673

Corporate governance, legal system, and stock market liquidity : evidence around the world

Chung, Kee H.; Kim, Joon-seok; Park, Kwangwoo; Sung, … - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 686-703

Persistent link: https://www.econbiz.de/10009705235

Uncertainty, market structure, and liquidity

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial economics 113 (2014) 3, pp. 476-499

Persistent link: https://www.econbiz.de/10010495807

Information disclosure and market quality : the effect of SEC Rule 605 on trading costs

Zhao, Xin; Chung, Kee H. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 657-682

Persistent link: https://www.econbiz.de/10003527795