Woo-Baik Lee

Korea Open University

86 Daehak-ro

Jongno-gu

Seoul

Korea

SCHOLARLY PAPERS

3

DOWNLOADS

171

CITATIONS

1

Scholarly Papers (3)

1.

Scalpel or Hatchet? Program Trade Regulation

Number of pages: 47 Posted: 18 Jan 2010 Last Revised: 25 Sep 2014
Woo-Baik Lee, Jong Won Park and Steven J. Jordan
Korea Open University, University of Seoul and Econometric Solutions
Downloads 142 (201,041)

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Asymmetric information, sidecar, trading halts, Korea, KOSPI, market microstructure, options, futures

2.

개별종목의 매매거래 중단제도의 효과 분석: 한국거래소 단기과열완화장치의 사례 (A Study on the Effect of Individual Trading Halts: Case of ‘The Measures to Ease Temporary Overheat’ in KRX)

Financial Stability Studies, Vol. 17, No. 2, Korea Deposit Insurance Corporation(KDIC), 2016, pp. 73-111.
Number of pages: 39 Posted: 10 Aug 2017 Last Revised: 10 Jan 2019
Woo-Baik Lee and Jong Won Park
Korea Open University and University of Seoul
Downloads 18 (524,217)
Citation 5

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개별종목 매매거래중단, 단기과열완화장치, 불공정거래, 변동성, 시장경보, 가격발견, Individual trading halts, Measures to ease temporary overheat, Unfair trades, Volatility, Market warning, Price discovery

3.

거래승수 인상이 KOSPI 200 옵션시장의 가격발견기능에 미치는 효과 (Increase of Option Multiplier and Price Discovery in KOSPI 200 Spot and Option Markets)

Financial Stability Studies, Vol. 15, No. 2, Korea Deposit Insurance Corporation(KDIC), 2014, pp. 129-159.
Number of pages: 31 Posted: 11 Aug 2017 Last Revised: 09 Jan 2019
Woo-Baik Lee, Cheoljun Eom and Jong Won Park
Korea Open University, Pusan National University - College of Business and University of Seoul
Downloads 11 (565,295)

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거래승수, KOSPI200옵션, 가격발견, 풋-콜 패리티, 차익거래, 유동성, Option Multiplier, KOSPI 200 Option, Put-Call Parity, Price Discovery, Liquidity