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Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009230522

Does trading by small investors improve or deteriorate price efficiency? : evidence from the minimum trade unit changes on the Korea exchange

Ahn, Hee-joon - In: International Journal of Financial Studies : open … 2 (2014) 2, pp. 203-219

In this study, we investigate the effect of minimum trade unit (MTU) reductions on the Korea Exchange (KRX) on price efficiency. The KRX switched its MTU from 10 shares to one share for high-price stocks twice, once in December 2004 and once in July 2006. The MTU changes were intended to attract...

Persistent link: https://www.econbiz.de/10010373263

Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000

Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523

Persistent link: https://www.econbiz.de/10009231516

Price clustering on the limit-order book : evidence from the stock exchange of Hong Kong

Ahn, Hee-joon; Cai, Jun; Cheung, Stephen Y. L. - In: Journal of financial markets 8 (2005) 4, pp. 421-451

Persistent link: https://www.econbiz.de/10003177625

How informed investors take advantage of negative information in options and stock markets

Kang, Jangkoo; Park, Hyoung-jin - In: The journal of futures markets 34 (2014) 6, pp. 516-547

Persistent link: https://www.econbiz.de/10010371414

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

PIN, Adjusted PIN, and PSOS : difference of opinion in the Korean stock market

Eom, Kyong Shik; Kang, Jangkoo; Kwon, Kyungyoon - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 463-490

Persistent link: https://www.econbiz.de/10011736131

Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee - In: Journal of banking & finance 71 (2016), pp. 227-239

Persistent link: https://www.econbiz.de/10011635429

Liquidity skewness premium

Jeong, Giho; Kang, Jangkoo; Kwon, Kyungyoon - In: The North American journal of economics and finance : a … 46 (2018), pp. 130-150

Persistent link: https://www.econbiz.de/10012036613

Who and what drives informed options trading after the market opens?

Kang, Jongho; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 42 (2022) 3, pp. 338-364

Persistent link: https://www.econbiz.de/10012817917