연구동향 분석
박사

거래단위가 유동성 및 정보효율성에 미치는 영향 : 코스피200옵션 거래승수 상향조치에 따른 유동성 및 시장 간 정보이전 변화에 대한 분석

김학겸 2015년

논문상세정보
인용/피인용
' 거래단위가 유동성 및 정보효율성에 미치는 영향 : 코스피200옵션 거래승수 상향조치에 따른 유동성 및 시장 간 정보이전 변화에 대한 분석' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • eurex 글로벌 연계시장
  • 스프레드 분해
  • 유동성
  • 정보이전효과
  • 코스피200옵션
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
220 0

0.0%

' 거래단위가 유동성 및 정보효율성에 미치는 영향 : 코스피200옵션 거래승수 상향조치에 따른 유동성 및 시장 간 정보이전 변화에 대한 분석' 의 참고문헌

  • 「파생상품시장의 현황 진단과 발전방향」, 자본시장연구원 정책토론회 자료집
    남길남 이효섭 천창민 자본시장연구원 [2014]
  • 「국내 파생상품시장의 진단 및 기능제고를 위한 연구용역」
    김무성 한국파생상품학회, 자본시장연구원 [2012]
  • “우리나라 시장에서의 주가지수와 주가지수옵션가격의 선후행 관계에 관한 연구”
    김세권 윤정선 홍정훈 경영연구 24, pp.217-239 [2009]
  • “거래승수 인상이 KOSPI200 옵션시장의 가격발견기능에 미치는 효과”
    박종원 엄철준 이우백 금융안정연구 15, pp.129-159 [2014]
  • “개인투자자의 옵션매매 성과와 행태”
    김재근 정재만 선물연구 제13권 1호, pp.99-127 [2005]
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  • “KOSPI200 선물 주간시장과 야간시장간 정보이전 효과 분석”
    이우백 선물연구 20, pp.101-131 [2012]
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