Effects of Trading Volume and Transaction Freqency on the Intraday Volatility of the Korean Bond Futures Market (Snag Hoon Kang, Seong-Min Yoon)
Warrants and Their Underlying Stocks: Microstructure Evidence from an Emerging Market (Nuttawat Visaltanachoti, Charlie Charoenwong, David K. Ding)
Measuring and Explaining the Asymmetry of Liquidity (Rajat Tayal, Susan Thomas)