Geul Lee

Coinplug, Inc.

11F, Office H, 20, Pangyoyeok-ro 146beon-gil,

Bundang-gu

Seongnam-si, Gyeonggi-do

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Informed Trading of Out-of-the-Money Options and Market Efficiency

Number of pages: 51 Posted: 05 Jul 2016 Last Revised: 15 Mar 2021
Hanyang University - School of Business, Chung-Ang University, University of Wisconsin - Milwaukee - Department of Finance and Coinplug, Inc.
Downloads 1,282 (29,756)

Abstract:

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Options, return predictability, trading volume

2.

Effects of Macroeconomic News Announcements on Risk-Neutral Distribution: Evidence from KOSPI200 Intraday Options Data

Asia-Pacific Journal of Financial Studies, Vol. 40, Issue 3, pp. 403-432, 2011
Posted: 10 Jan 2014
Sol Kim and Geul Lee
Hankuk University of Foreign Studies and Coinplug, Inc.

Abstract:

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Macroeconomic news, KOSPI200 index options, Risk-neutral distribution, Skewness, Kurtosis