한국파생상품학회

APAD CONFERENCE

APAD Conference Archive

리스트
No.	Title	Writer	Date	Hit
59	Research paper submitted for presentation at 8th annual conference-Asian academic accounting association(Dr.N.S.Malik)	관리자	2007.09.17	6050
58	The fluctuations in trading volume imbalance: Evidence from KOSPI200 index futures market(Keunho Hwang, Jangkoo Kang, Doojin Ryu)	관리자	2007.09.17	5857
57	A study on the effects of program trading on KOSPI and KOSPI200 futures market in Korea(Sang-bum Park)	관리자	2007.09.17	5949
56	Efficiency of single-stock futures: An intraday analysis(Joseph K.W.Fung, Yiuman Tse)	관리자	2007.09.17	5629
55	Information Content of Implied Volatility of Asian Equity Indices(S.Maheswaran, Nitish Ranjan)	관리자	2007.09.17	5564
54	Estimation and forecasting of stock volatility with range-based estimators(Mr.Joshy Jacob, Prof.Vipul)	관리자	2007.09.17	5417
53	Futures Exchanges: Challenges and Opportunities(Robert I. Webb)	관리자	2007.09.17	5307
52	The hedging effectiveness of stock index futures using KOSPI 200 futures(Seokchin Kim, Byung Moon Seol, Young Ho Do)	관리자	2007.09.17	5455
51	Futures vs Forward_ Focused on the Hedge Performance against Won-dollar Exchange Risk(Hong,Chung-hyo, Moon,Gyu-hyun)	관리자	2007.09.17	5388
50	Thin-Trading Bias in Beta v Estimation Error-a Note(Piet Sercu, Martina Vandebroek, Tom Vinaimont)	관리자	2007.09.17	5189
49	The Impact of Index Futures Trading on the KOSPI 200 Index Volatility- An Analysis of Asymmetric Volatility in the Korean Stock Market(Sang-hoon Kang, Joung-hee Kim, Seong-min Yoon)	관리자	2007.09.17	4932
48	The Effectiveness of Margin-Setting with Historical, Implied, or Realized Volatility(Chor-yiu SIN, Kin LAM)	관리자	2007.09.17	4944
47	Order Imbalance and the Dynamics of Index and Futures Prices(Joseph K.W. Fung, Philip Yu)	관리자	2007.09.17	4825
46	Order Imbalance and the Pricing of Index Futures(Joseph K.W. Fung)	관리자	2007.09.17	4984
45	Bid-ask spread component analysis on the KOSPI200 index options market(JangKoo Kang, Hyoung-jin Park, Doojin Ryu)	관리자	2007.09.17	5036