Browse "College of Business(경영대학)" by Author Lee, Soonhee

Showing results 1 to 8 of 8

1
A bias in Jensen's alpha when returns are serially correlated

Kang, Jangkoo; Lee, Soonhee, Theoretical Economics Letters, v.3, no.3, pp.188 - 190, 2013

2
An Analysis of the Determinants of Inflation-linked Bond Prices in Korea

Kang, Jangkoo; Lee, Soonhee, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.5, pp.605 - 633, 2018-10

3
An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures, and options markets and their explanations

Kang, Jangkoo; Lee, Chang Joo; Lee, Soonhee, JOURNAL OF EMERGING MARKET FINANCE, v.5, no.3, pp.235 - 261, 2006-12

4
Asymmetric Dynamics of Quoted Prices and Trades in the Informed Dissemination Process

Kang, Jangkoo; Lee, Soonhee; Park, Hyoung-Jin, 한국증권학회 학술발표회, Korean Securities Association, 2008-02

5
Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee, JOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10

6
Essays on the market imperfections and asset pricing = 시장불완전성과 자산가격결정에 관한 연구link

Lee, Soonhee; 이순희; et al, 한국과학기술원, 2015

7
Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?

Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08

8
Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee, EMERGING MARKETS FINANCE AND TRADE, v.52, no.10, pp.2335 - 2347, 2016

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