The effects of minimum tick size on liquidity in the KOSPI200 options market
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Kang, Jangkoo | - |
| dc.date.accessioned | 2013-03-18T07:11:22Z | - |
| dc.date.available | 2013-03-18T07:11:22Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 2005-12 | - |
| dc.identifier.citation | 선물학회 학술발표회, v., no., pp. - | - |
| dc.identifier.uri | http://hdl.handle.net/10203/145867 | - |
| dc.language | KOR | - |
| dc.publisher | 선물학회 | - |
| dc.title | The effects of minimum tick size on liquidity in the KOSPI200 options market | - |
| dc.type | Conference | - |
| dc.type.rims | CONF | - |
| dc.citation.publicationname | 선물학회 학술발표회 | - |
| dc.identifier.conferencecountry | South Korea | - |
| dc.identifier.conferencecountry | South Korea | - |
| dc.contributor.localauthor | Kang, Jangkoo | - |
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