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Tick size, market structure, and market quality

Chung, Kee H.; Kang, Jangkoo; Kim, Joon-seok - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 57-81

Persistent link: https://www.econbiz.de/10009271379

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) 2, pp. 227-254

Persistent link: https://www.econbiz.de/10003759220

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

Tick size, market structure, and market quality

Chung, Kee; Kang, Jangkoo; Kim, Joon-Seok - In: Review of Quantitative Finance and Accounting 36 (2011) 1, pp. 57-81

Persistent link: https://www.econbiz.de/10008925895

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

Kang, Jangkoo - 2009

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/10013155460