Market Efficiency in KOSDAQ: A Volatility Comparison between Main Boards and New Markets Using a Permanent and Transitory Component Model

Korean Journal of Financial Studies 2007;36(4):533-566.
Published online August 31, 2007.

KOSDAQ의 시장 효율성

박종호, 남상구, 엄경식

Key Words: 변동성 요소 분해 모형,시장거시구조,신시장,연구적 요소 및 일시적 요소,주시장,Main board,Market efficiency,Market macrostructure,New market,Permanent and transitory component model

TOOLS

METRICS

Related articles in Korean J Financ Stud

Editorial Office: 6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615 Fax: +82-2-783-6539 E-mail: office@e-kjfs.org