한국 주식시장에서의 만기일기일효과: Wag the Dog?
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 박창균 | - |
dc.contributor.other | 임경묵 | - |
dc.date.accessioned | 2016-07-27T06:42:41Z | - |
dc.date.available | 2004-01-06 | - |
dc.date.available | 2016-07-27T06:42:41Z | - |
dc.date.issued | 2003-12-31 | - |
dc.identifier.other | 984 | - |
dc.identifier.uri | https://archives.kdischool.ac.kr/handle/11125/19152 | - |
dc.description.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 | - |
dc.description.tableOfContents | Ⅰ. 서 론 Ⅱ. 한국증권거래소의 시장구조 Ⅲ. 실증분석 Ⅳ. 결 론 참고문헌 | - |
dc.language | ko | - |
dc.publisher | 한국개발연구원 | - |
dc.publisher | Korea Development Institute | - |
dc.relation.isPartOf | 8557 | - |
dc.rights | CC BY-NC-ND 2.0 KR | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.0/kr/ | - |
dc.subject.classification | 일반 금융시장 | - |
dc.subject.classification | General Financial Markets | - |
dc.title | 한국 주식시장에서의 만기일기일효과: Wag the Dog? | - |
dc.title.alternative | Expiration Day Effects in Korean Stock Market: Wag the Dog? | - |
dc.type | Article | - |
dc.subject.jel | Government Policy and Regulation | - |
dc.subject.jel | Banks • Depository Institutions • Micro Finance Institutions • Mortgages | - |
dc.subject.jel | Production, Pricing, and Market Structure • Size Distribution of Firms | - |
dc.relation.startpage | 137 | - |
dc.relation.lastpage | 170 | - |
dc.relation.volume | 25 | - |
dc.relation.no | 2 | - |
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