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

5

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1,375

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0

CROSSREF CITATIONS

3

Scholarly Papers (5)

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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
Chang Mo Kang, Donghyun Kim, Junyong Kim and Geul Lee
Hanyang University - School of Business, Chung-Ang University, University of Wisconsin - Milwaukee - Department of Finance and Coinplug, Inc.
Downloads 1,127 (29,920)

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Options, return predictability, trading volume

2.

Lead-Lag Relationship between Returns and Implied Moments: Evidence from KOSPI 200 Intra-Day Options Data

Number of pages: 25 Posted: 25 Sep 2015 Last Revised: 11 Jan 2016
Sol Kim and Geul Lee
Hankuk University of Foreign Studies and Coinplug, Inc.
Downloads 97 (410,544)

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Lead-lag relationship, implied risk-neutral density, skewness, kurtosis

3.

Impact of Truncation on Model-Free Implied Moment Estimator

2015 Financial Markets & Corporate Governance Conference, Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 45 Posted: 25 Aug 2014 Last Revised: 01 Sep 2015
Geul Lee and Li Yang
Coinplug, Inc. and UNSW Australia Business School, School of Banking and Finance
Downloads 90 (430,812)
Citation 1

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Truncation error; Model-free implied moment estimators; Domain stabilization

4.

Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation

Number of pages: 33 Posted: 06 Apr 2015 Last Revised: 28 Jan 2016
Geul Lee
Coinplug, Inc.
Downloads 61 (534,517)
Citation 2

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Linear extrapolation, truncation error, model-free implied moment estimators, skewness, kurtosis

5.

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

Asia-Paciļ¬c 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.

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