Browse "MT-Journal Papers(저널논문)" by Subject PRICES
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| A Sequential Auction-Bargaining Procurement Model Huh, Woonghee Tim; Park, Kun Soo, NAVAL RESEARCH LOGISTICS, v.57, no.1, pp.13 - 32, 2010-02 |
| A stochastic-difference-equation model for hedge-fund returns Derman, Emanuel; Park, Kun Soo; Whitt, Ward, QUANTITATIVE FINANCE, v.10, no.7, pp.701 - 733, 2010-08 |
| Arbitrage Portfolios Kim, Soohun; Korajczyk, Robert A; Neuhierl, Andreas, REVIEW OF FINANCIAL STUDIES, v.34, no.6, pp.2813 - 2856, 2021-06 |
| Are insider trades informative? Lakonishok, J; Lee, Inmoo, REVIEW OF FINANCIAL STUDIES, v.14, no.1, pp.79 - 111, 2001-03 |
| Asymmetric information in the equity market and information flow from the equity market to the CDS market* Park, Heewoo; Kim, Tong Suk; Park, Yuen Jung, JOURNAL OF FINANCIAL MARKETS, v.55, 2021-09 |
| Birds of a feather: Value implications of political alignment between top management and directors Lee, Jongsub; Lee, Kwang J.; Nagarajan, Nandu J., JOURNAL OF FINANCIAL ECONOMICS, v.112, no.2, pp.232 - 250, 2014-05 |
| Call options with concave payoffs: An application to executive stock options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08 |
| Conditional Volatility and the GARCH Option Pricing Model with Non-Normal Innovations Byun, Suk-Joon; Min, Byung-Sun, JOURNAL OF FUTURES MARKETS, v.33, no.1, pp.1 - 28, 2013-01 |
| Do voluntary corporate restrictions on insider trading eliminate informed insider trading? Lee, Inmoo; Lemmon, Michael; Li, Yan; Sequeira, John M., JOURNAL OF CORPORATE FINANCE, v.29, pp.158 - 178, 2014-12 |
| Empirical Comparison of Alternative Implied Volatility Measures of the Forecasting Performance of Future Volatility Rhee, Dong Woo; Byun, Suk Joon; Kim, Sol, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.1, pp.103 - 124, 2012-02 |
| Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06 |
| Gradual bargaining in decentralized asset markets Rocheteau, Guillaume; Hu, Tai-Wei; Lebeau, Lucie; In, Younghwan, REVIEW OF ECONOMIC DYNAMICS, v.42, pp.72 - 109, 2021-10 |
| How Do Options Add Value? Evidence from the Convertible Bond Market* Lee, Inmoo; Renjie, Rex Wang; Verwijmeren, Patrick, REVIEW OF FINANCE, v.27, no.1, pp.189 - 222, 2023-01 |
| How Informed Investors Take Advantage of Negative Information in Options and Stock Markets Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06 |
| Index options open interest and stock market returns Seo, Sung Won; Byun, Suk Joon; Kim, Jun Sik, JOURNAL OF FUTURES MARKETS, v.40, no.6, pp.989 - 1010, 2020-06 |
| Informed Trading in the Options Market and Stock Return Predictability Han, JoongHo; Kim, Da-Hea; 변석준, JOURNAL OF FUTURES MARKETS, v.37, no.11, pp.1053 - 1093, 2017-11 |
| Investor sentiment and the MAX effect: evidence from Korea Kim, Donghoon; Byun, Suk-Joon; Jeon, Byounghyun, APPLIED ECONOMICS, v.55, no.3, pp.319 - 331, 2023-01 |
| Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09 |
| Jump variation estimation with noisy high frequency financial data via wavelets Zhang, Xin; Kim, Donggyu; Wang, Yazhen, ECONOMETRICS, v.4, no.3, 2016-09 |
| Market microstructure effects on volatility at the TAIFEX Webb, Robert I; Muthuswamy, Jayaram; Segara, Reuben, JOURNAL OF FUTURES MARKETS, v.27, no.12, pp.1219 - 1243, 2007-12 |
| Option-Implied Preference with Model Uncertainty Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06 |
| Overnight GARCH-Ito Volatility Models Kim, Donggyu; Shin, Minseok; Wang, Yazhen, JOURNAL OF BUSINESS & ECONOMIC STATISTICS, v.41, no.4, pp.1215 - 1227, 2023-10 |
| Overreactions in the Foreign Currency Options Market Han, JoongHo; Kang, Byung Jin; Chang, Ki Cheon; Byun, Suk Joon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.45, no.3, pp.380 - 404, 2016-06 |
| PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09 |
| Scheduled macroeconomic news announcements and intraday market sentiment Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11 |
| State-Dependent Variations in the Expected Illiquidity Premium Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10 |
| The information content of net buying pressure: Evidence from the KOSPI 200 index option market Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02 |
| Time to Build and the Real-Options Channel of Residential Investment Oh, Hyunseung; Yoon, Chamna, JOURNAL OF FINANCIAL ECONOMICS, v.135, no.11, pp.255 - 269, 2020-01 |
Waiting for affordable housing in New York City Sieg, Holger; Yoon, Chamna, QUANTITATIVE ECONOMICS, v.11, no.1, pp.277 - 313, 2020-01 |
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