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3 research outputs found

A Study on the Lead-Lag Relationship among GILT futures contracts' Trading volume, Open interest and Returns

Author: Andersen Torben
Chan K.
Chan K.
Engle Robert F.
Epps T. W.
Foster F. Douglas
Granger C. W. J.
Harris L.
Jacobs M.
Karpoff Jonathan M.
Kawaller I.
Stoll H. R.
Tauchen G.
Yang J.
문규현
이필상
임상규
정종락
진태홍
홍정효
홍정효
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Is Smile Useful for Delta-Hedging?

Author: Amin K.
Bakshi G.
Balieiro Filho R. G.
Bates D. S.
Black F.
Coleman T. F.
Davidson W. N.
Derman E.
Dumas B.
Dupire B
Fama E. F.
Galai D.
Jegadeesh N.
Kim I. J.
Kim I. J.
Kim S.
Lehmann B. N.
Liao S.
Lo A. W.
Merton R. C.
Poterba J. M.
Ritchey R. J.
Rubinstein M.
Savickas R.
Summers L. H.
Vähämaa S.
Yung H. M.
김무성
김무성
김솔
김태용
정정현
정종락
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

Do Trading Volume and Open Interest of the KOSPI 200 Futures Predict the KOSPI 200 Movement

Author: Andersen Torben
Bessembinder H.
Chan K.
Chan K.
Clark P. K.
Crouch R. L.
Engle Robert F.
Epps T. W.
Foster F. Douglas
Gang Shhy et. al.
Girma P. B.
Granger C. W. J.
Harris L.
Harris M.
Illueca M.
Jacobs M.
Karpoff Jonathan M.
Karpoff Jonathan M.
Kawaller I.
Kawaller I.
Kocagil A. E.
Nelson D. B.
Osborne M. F. M.
Phillips P. C. B.
Rogalski R. J.
Shalen C.
Stoll H. R.
Tauchen G.
Watanave T.
Westerfield R.
Yang J.
문규현
박영규
이필상
임상규
정종락
진태홍
홍정효
Publication venue: 'Korean Association of Financial Engineering'
Publication date
Field of study

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