Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Kyung Yoon Kwon"'
Publikováno v:
Journal of Empirical Finance. 69:166-184
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::22e0af3654b9936a0bea0bd2aacb6aff
https://doi.org/10.1016/j.jempfin.2022.09.003
https://doi.org/10.1016/j.jempfin.2022.09.003
Publikováno v:
Journal of Financial Services Research.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbcc7a7f10a1bd02a0a02f8f5690cf55
https://doi.org/10.1007/s10693-022-00396-x
https://doi.org/10.1007/s10693-022-00396-x
Autor:
Jangkoo Kang, Kyung Yoon Kwon
Publikováno v:
Journal of Futures Markets. 41:159-178
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2612e20ce59f0c3e2f3834fded4c67b1
https://doi.org/10.1002/fut.22175
https://doi.org/10.1002/fut.22175
Autor:
Jangkoo Kang, Kyung Yoon Kwon
Publikováno v:
Journal of Futures Markets. 40:1825-1860
This paper examines whether commodity futures risk factors can predict future economic growth. We test risk factors capturing various spot or term premia and find that only three factors capturing term premia on the basis-momentum, basis, and change
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8310d4f2ad325b437cedb9e156e7d28a
https://doi.org/10.1002/fut.22155
https://doi.org/10.1002/fut.22155
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 3; Pages: 105
We conducted a comprehensive analysis on the sequential introductions of dynamic and static volatility interruptions (VIs) in the Korean stock markets. The Korea Exchange introduced VIs to improve price formation, and to limit risk to investors from
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ff69d41601aea3a3e713112c4b9d8452
https://strathprints.strath.ac.uk/79683/7/Shik_Eom_etal_JRFM_2022_Dynamic_and_static_volatility_interruptions_evidence_from_the_Korean_stock_markets.pdf
https://strathprints.strath.ac.uk/79683/7/Shik_Eom_etal_JRFM_2022_Dynamic_and_static_volatility_interruptions_evidence_from_the_Korean_stock_markets.pdf
Publikováno v:
Research in International Business and Finance. 63:101794
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9997f519dc4ff692989e1176ca40cf3c
https://doi.org/10.1016/j.ribaf.2022.101794
https://doi.org/10.1016/j.ribaf.2022.101794
Option Shock was a notable 2010 manipulation in Korean stock and derivatives markets. Motivated by Option Shock, we examine the effectiveness of the conditional random-end (RE) trading mechanism during the opening or closing call auction on the Korea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7de8e422eebbddf192477c5641abc75b
https://strathprints.strath.ac.uk/76528/1/Eom_etal_JFM_2021_Effectiveness_of_the_conditional_random_end_trading_mechanism.pdf
https://strathprints.strath.ac.uk/76528/1/Eom_etal_JFM_2021_Effectiveness_of_the_conditional_random_end_trading_mechanism.pdf
Publikováno v:
Journal of Futures Markets. 40:164-191
We examine the relation between high-frequency trading, flow toxicity, and short-term volatility during both normal and stressful periods. Using transaction data for the Korea Composite Stock Price Index 200 (KOSPI 200) futures, we find the Volume-Sy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0873a5e888d6500cde9ac44631423ba0
https://doi.org/10.1002/fut.22062
https://doi.org/10.1002/fut.22062
Publikováno v:
Emerging Markets Finance and Trade. 57:2946-2976
This paper examines whether US economic uncertainty is significantly priced in the Korean stock markets. Our results show that stocks highly sensitive to US economic uncertainty with positively or negatively large uncertainty betas have lower future
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1963477fc0b9ab5064849224b0172985
https://doi.org/10.1080/1540496x.2019.1672151
https://doi.org/10.1080/1540496x.2019.1672151
Autor:
Sun Young Kim, Kyung Yoon Kwon
This paper examines whether economic uncertainty risk is significantly priced in international commodity futures markets. Contrary to the belief that commodity futures are sensitive to economic uncertainty, our results provide concrete evidence that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c25bae1c2bfcdeee2db733a1eed4a4a0
https://strathprints.strath.ac.uk/73920/1/Kim_Kwon_IJFE_2020_Does_economic_uncertainty_matter_in_international_.pdf
https://strathprints.strath.ac.uk/73920/1/Kim_Kwon_IJFE_2020_Does_economic_uncertainty_matter_in_international_.pdf