Kyoung-hun Bae

Ulsan National Institute of Science and Technology

Assistant Professor

gil 50

Ulsan, 689-798

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

596

SSRN CITATIONS

0

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Large Trade Anticipation

Number of pages: 56 Posted: 25 Apr 2016 Last Revised: 13 Apr 2019
Kyoung-hun Bae, Peter Dixon and Eun Jung Lee
Ulsan National Institute of Science and Technology, U.S. Securities and Exchange Commission and Hanyang University
Downloads 263 (175,470)

Abstract:

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High Frequency Trading, Large Trade Execution, Order Anticipation, Information Leakage

2.

Invariance of Buy-Sell Switching Points

Robert H. Smith School Research Paper No. RHS 2730770
Number of pages: 27 Posted: 11 Feb 2016 Last Revised: 30 Oct 2016
Ulsan National Institute of Science and Technology, University of Maryland, Hanyang University and New Economic School (NES)
Downloads 198 (230,855)
Citation 6

Abstract:

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finance, market microstructure, invariance, trading volume, volatility, liquidity, price impact, market depth

3.

Do Investors Use Options and Futures to Trade on Different Types of Information? Evidence from an Aggregate Stock Index

Journal of Futures Markets
Number of pages: 53 Posted: 21 Apr 2016 Last Revised: 29 Aug 2017
Kyoung-hun Bae and Peter Dixon
Ulsan National Institute of Science and Technology and U.S. Securities and Exchange Commission
Downloads 135 (316,875)

Abstract:

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Options, Futures, Institutional Investors, Retail Investors, Aggregate Stock Returns, Volatility, Information