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한국 주식시장에서의 만기일기일효과: Wag the Dog?

Expiration Day Effects in Korean Stock Market: Wag the Dog?

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Abstract

Despite the great success of the derivatives market, several concerns were expressed regarding the additional volatilitystemming from program trading during the expiration of derivatives. This paper examines the impact of the expiration of the KOSPI 200 i

Issue Date
2003-12-31
Publisher
한국개발연구원
Korea Development Institute
Language
ko
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