연구동향 분석

야간 선물거래의 도입과 시장마찰의 변동: KOSPI 200 선물을 중심으로

선정훈 주상룡 2019년

논문상세정보
인용/피인용
' 야간 선물거래의 도입과 시장마찰의 변동: KOSPI 200 선물을 중심으로' 의 주제별 논문영향력
논문영향력 선정 방법
논문영향력 요약
주제
  • Overnight Trading
  • Stock Index Futures
  • informationalfriction
  • marketfriction
  • real friction
  • 시장마찰
  • 실질 마찰
  • 야간거래
  • 정보 마찰
  • 주가지수선물
동일주제 총논문수 논문피인용 총횟수 주제별 논문영향력의 평균
51 0

0.0%

' 야간 선물거래의 도입과 시장마찰의 변동: KOSPI 200 선물을 중심으로' 의 참고문헌

  • 주식 대량보유의 마찰효과
    선정훈 [2015]
  • 가격제한폭 확대와 시장유동성의 변동
    선정훈 [2016]
  • Transaction Data Study of Weekly and Intraday Patterns in Stock Returns
  • Trading and Returns under Periodic Market Closures
    Hong, H. [2000]
  • Trading Halts and Market Activity: an Analysis of Volume at the Open and the Close
    Gerety, M [1992]
  • Time and the Process of Security Price Adjustment
    Easlay, D. [1992]
  • The intraday effect and the extension of trading hours for Taiwanese securities
    Fan, Y. [2006]
  • The Supply of Dealer Services in Securities Markets
  • The Dynamics of Dealer Markets under Competition
    Ho, T. [1983]
  • The Dependence between Hourly Prices and Trading Volume
    Jain, P. [1988]
  • Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks
  • Overnight Trading and Price Discovery over the Course of a Trading Day: Evidence from Stock Index Futures in Korea
    선정훈 [2016]
  • Order Imbalance, Liquidity and Market Returns
    Chordia, T. [2002]
  • Measuring the information content of stock trades
  • Is the Extension of Trading Hours Always Beneficial? An Artificial Agent-based Analysis
    Miwa, K. [2017]
  • Inferring Trade Direction from Intraday Data
  • Friction
  • Continuous Auctions and Insider Trading
    Kyle, A. S. [1985]
  • Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders
    Glosten, L. [1985]
  • An Investigation of Transaction Data for NYSE Stocks
    Wood, R. [1985]
  • A Theory of the Dynamics of Security Returns around Market Closures
    Slezak, S. [1994]
  • A Theory of Intraday Variation in Volume, Variance, and Trading Costs in Securities Markets
  • A Theory of Intraday Patterns: Volume and price variability
    Admati, A. [1988]