Paper Title :Option Price Adjustments and Market Regulation
Author :Doojin Ryu, Heejin Yang
Article Citation :Doojin Ryu ,Heejin Yang ,
(2018 ) " Option Price Adjustments and Market Regulation " ,
International Journal of Management and Applied Science (IJMAS) ,
pp. 48-51,
Volume-4,Issue-4
Abstract : This letter examines how the recent market reform affects the price disagreement and adjustment behaviors of the
KOSPI200 options market. Our analyses indicate that the efficiency and information quality of out-of-the-money options
trading has been increased since the reform.
Keywords - KOSPI200 option; market efficiency; market reform; price disagreement;
JEL Classification: G13, G14
Type : Research paper
Published : Volume-4,Issue-4
DOIONLINE NO - IJMAS-IRAJ-DOIONLINE-11851
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Copyright: © Institute of Research and Journals
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Published on 2018-06-22 |
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