An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets

International Review of Financial Analysis

Volumn 15, Issue 4-5, 2006, Pages 398-414

  Nam, Seung Oh ^a   Oh, SeungYoung ^b   Kim, Hyun Kyung ^a   Kim, Byung Chun ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Samsung Advanced Institute of Technology (SAIT)   (South Korea)

Author keywords

Price discovery; Pricing bias

Indexed keywords

EID: 33748318127     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2006.02.003     Document Type: Article

References (18)

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