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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

Liquidity and information flow around monetary policy announcement

Chung, Kee H.; Elder, John; Kim, Jang-chul - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 781-820

Persistent link: https://www.econbiz.de/10010197619

Liquidity and returns of target shareholders in the market for corporate control : evidence from the US markets

Lee, Kaun Y.; Chung, Kee H. - In: Journal of business finance & accounting : JBFA 40 (2013) 1/2, pp. 142-171

Persistent link: https://www.econbiz.de/10009729506

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

A simple approximation of intraday spreads using daily data

Chung, Kee H.; Zhang, Hao - In: Journal of financial markets 17 (2014), pp. 94-120

Persistent link: https://www.econbiz.de/10010437266

Market volatility and stock returns : the role of liquidity providers

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34

Persistent link: https://www.econbiz.de/10012001008

Trade duration, informed trading, and option moneyness

Chung, Kee H.; Park, Seongkyu Gilbert; Ryu, Doojin - In: International review of economics & finance : IREF 44 (2016), pp. 395-411

Persistent link: https://www.econbiz.de/10011626088

Tick Size, Liquidity for Small and Large Orders, and Price Informativeness : Evidence from the Tick Size Pilot Program

Chung, Kee H. - 2019

Using limit order books across all U.S. exchanges, we show that while liquidity for small orders (e.g., the quoted and effective spreads) decreases, liquidity for large orders (e.g., the cumulative depth and the price impact of multiple trades) improves after the implementation of the Tick Size...

Persistent link: https://www.econbiz.de/10012898683

Uncertainty, Market Structure, and Liquidity

Chung, Kee H. - 2014

In this study we show that market uncertainty [measured by the Chicago Board Options Exchange Market Volatility Index (VIX)] exerts a large market-wide impact on liquidity, which gives rise to co-movements in individual asset liquidity. The effect of VIX on stock liquidity is greater than the...

Persistent link: https://www.econbiz.de/10013061897