The Impact of the Public Fund Securities Transaction Tax Exemption on Arbitrage Trading
Woo Baik Lee, Jong Won Park
Korean J Financ Stud. 2020;49(1):1-39.   Published online 2020 Feb 29     DOI: https://doi.org/10.26845/KJFS.2020.02.49.1.1
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Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market
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