Browse by Subject PRICE DISCOVERY

Showing results 1 to 5 of 5

1
After the Split: Market Efficiency of Bitcoin Cash

Kim, Hyeonoh; Yi, Eojin; Jeon, Jooyoung; Park, Taeyoung; Ahn, Kwangwon, COMPUTATIONAL ECONOMICS, 2023-08

2
Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06

3
Information Flow between Bitcoin and Other Investment Assets

Jang, Sung Min; Yi, Eojin; Kim, Woo Chang; Ahn, Kwangwon, ENTROPY, v.21, no.11, 2019-11

4
Who and what drives informed options trading after the market opens?

Kang, Jongho; Kang, Jangkoo; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.42, no.3, pp.338 - 364, 2022-03

5
소파동 분석을 이용한 주가지수선물과 주가지수의 가격발견기능에 관한 실증연구 = Empirical study of price discovery role of the stock index and stock index futures using wavelet analysislink

김은아; Kim, Eun-Ah; et al, 한국과학기술원, 2004

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