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Korean Journal of Financial Studies 2006;35(1):69-101.
Published online February 28, 2006.
Expiration-Day Effects of the KOSPI 200 Futures and Options
CHAY JONG BOM, Ryu Hyeuk-Sun
KOSPI 200 선물 및 옵션의 만기일 효과
최종범, 류혁선
Key Words: Volatility,Price reversal,KOSPI 200 Options,KOSPI 200 Futures,KOSPI 200 옵션,KOSPI 200 선물,Expiration-day effect,변동성,만기일 효과,가격회귀과정
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