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- The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market
- Dowan Kim, Baeho Kim
- Korean J Financ Stud. 2017;46(5):1001-1032. Published online December 31, 2017
- The Empirical Investigation of the Term Structure of Corporate CDS Spreads
- Jungmu Kim, Doojin Ryu, Yuen Jung Park
- Korean J Financ Stud. 2016;45(2):447-475. Published online April 30, 2016
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- The Effects of Market Making on Price Discovery and Liquidity in Treasury Bond Markets
- Hak Kyum Kim, Hee Joon Ahn, Woon Wook Jang
- Korean J Financ Stud. 2015;44(1):53-91. Published online February 28, 2015
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- An Empirical Study of KRW Interest Rate Swap Market: Focused on "Mispricing" Compared to Theoretical Fair IRS Rates and Arbitrage Opportunities
- Han Bok Choi, Bon Il Ku, Young Ho Eom
- Korean J Financ Stud. 2010;39(1):59-101. Published online March 31, 2010
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- Program Trading Halts and Information Asymmetry: Evidence from the Korean Securities Market
- Jong Won Park, Woo Baik Lee, Taek Ho Kwon
- Korean J Financ Stud. 2009;38(3):325-369. Published online September 30, 2009
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- An Empirical Test on the Effectiveness of Market Timing Strategies Based on Term Premiums
- Yoo Sung Kim, Young S. Park, Jung Jin Lee
- Korean J Financ Stud. 2004;33(4):135-173. Published online December 31, 2004
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- Investor-typed Trading behaviors and Stock bid-ask spread
- Ha Sung Jang, Kyung Suh Park, Ka Youn Yi
- Korean J Financ Stud. 2004;33(3):1-47. Published online September 30, 2004
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