Hye-hyun Park

Southwestern University of Finance and Economics (SWUFE)

55 Guanghuacun St,

Chengdu, Sichuan 610074

China

SCHOLARLY PAPERS

2

DOWNLOADS

466

CITATIONS

0

Scholarly Papers (2)

1.

A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns

Number of pages: 46 Posted: 20 Jul 2015 Last Revised: 19 Oct 2018
Hye-hyun Park, Baeho Kim and Hyeongsop Shim
Southwestern University of Finance and Economics (SWUFE), Korea University Business School (KUBS) and Gachon University
Downloads 397 (72,978)

Abstract:

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Implied volatility, Convexity, Equity options, Stock returns, Predictability

2.

Overnight Inventory Strategy of Day-Traders: An Empirical Study from the Korea Stock Exchange

Number of pages: 49 Posted: 21 Jul 2015
Hye-hyun Park and Kyung Suh Park
Southwestern University of Finance and Economics (SWUFE) and Korea University - Department of Finance
Downloads 69 (330,079)

Abstract:

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Day-traders, Overnight position, Foreign investors, Momentum trading, Disposition effect