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Korean Journal of Financial Studies 2007;36(2):281-320.
Published online April 30, 2007.
The Impact of Program Trading on Stock Returns
Hyuk Choe, Sun Heum Yoon
프로그램매매가 주식가격에 미치는 영향
최혁, 윤선흠
Key Words: 과민반응가설,유동성효과,정보효과,프로그램매매,Information effect,KOSPI200,Liquidity effect,Overreaction hypothesis,Program trading


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