Contents

한국 주식시장에서의 만기일기일효과: Wag the Dog?

박창균

DC Field Value Language
dc.contributor.author박창균-
dc.contributor.other임경묵-
dc.date.accessioned2016-07-27T06:42:41Z-
dc.date.available2004-01-06-
dc.date.available2016-07-27T06:42:41Z-
dc.date.issued2003-12-31-
dc.identifier.other984-
dc.identifier.urihttps://archives.kdischool.ac.kr/handle/11125/19152-
dc.description.abstractDespite 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-
dc.description.tableOfContentsⅠ. 서 론  Ⅱ. 한국증권거래소의 시장구조  Ⅲ. 실증분석  Ⅳ. 결 론  참고문헌-
dc.languageko-
dc.publisher한국개발연구원-
dc.publisherKorea Development Institute-
dc.relation.isPartOf8557-
dc.rightsCC BY-NC-ND 2.0 KR-
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.0/kr/-
dc.subject.classification일반 금융시장-
dc.subject.classificationGeneral Financial Markets-
dc.title한국 주식시장에서의 만기일기일효과: Wag the Dog?-
dc.title.alternativeExpiration Day Effects in Korean Stock Market: Wag the Dog?-
dc.typeArticle-
dc.subject.jelGovernment Policy and Regulation-
dc.subject.jelBanks • Depository Institutions • Micro Finance Institutions • Mortgages-
dc.subject.jelProduction, Pricing, and Market Structure • Size Distribution of Firms-
dc.relation.startpage137-
dc.relation.lastpage170-
dc.relation.volume25-
dc.relation.no2-
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