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- The Effect of Securities Transaction Tax on Arbitrage Markets: Evidences from the Korean Securities Markets
- Woo-baik Lee, Min-cheol Woo, Jong Won Park
- Korean J Financ Stud. 2017;46(2):459-496. Published online March 31, 2017
- Dynamic-Price-Range Volatility Interruptions on the KRX: Characteristics, Price Stabilization, and Price Discovery
- Kyong Shik Eom, Sung Chae Ra, Jong Ho Park, Ilchan Ahn
- Korean J Financ Stud. 2015;44(5):1065-1090. Published online December 31, 2015
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- The Stabilization Effect of the KOSPI200 Nighttime Futures on the Korean Financial Market
- Myeong Hoon Yeom, Jae Seung Baek, Doo Jin Ryu
- Korean J Financ Stud. 2013;42(1):105-131. Published online February 28, 2013
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- Pre-trade Information and Price Discovery
- Woo Baik Lee, Hyuk Choe
- Korean J Financ Stud. 2006;35(4):143-190. Published online August 31, 2006
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- Unbiased Expectations Hypothesis and Price Discovery Performance in Korean Currency Futures Market
- Seok Kyu Kang, Tae Hyuk Kim
- Korean J Financ Stud. 2005;34(4):1-28. Published online December 31, 2005
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- Manipulative Order Behavior and Price Discovery in the Pre opening Market of the Korea Stock Exchange
- Park Gyeong Seo, Lee Eun Jeong, Jang Ha Seong
- Korean J Financ Stud. 2003;32(2):209-244. Published online May 31, 2003
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