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Applied Economics Letters Volume 18, 2011 - Issue 5
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Original Articles

An analysis of split orders in an index options market

Joon Chae Seoul National University, Seoul, Republic of Korea
&
Eun Jung Lee Hanyang University, Sa 1 Dong, Ansan, 426791, Republic of KoreaCorrespondence[email protected]
Pages 473-477 | Published online: 03 Dec 2010

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Read on this site (3)

Hankil Kang, Jangkoo Kang & Soonhee Lee. (2016) Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market. Emerging Markets Finance and Trade 52:10, pages 2335-2347.
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Chulwoo Han, Soosung Hwang & Doojin Ryu. (2015) Market overreaction and investment strategies. Applied Economics 47:54, pages 5868-5885.
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Hyeyoen Kim & Doojin Ryu. (2012) Which trader's order-splitting strategy is effective? The case of an index options market. Applied Economics Letters 19:17, pages 1683-1692.
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Articles from other publishers (3)

Tao Chen. (2019) Trade-size clustering and price efficiency. Japan and the World Economy 49, pages 195-203.
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Heejoon Han, Ali M. Kutan & Doojin Ryu. (2015) Effects of the US Stock Market Return and Volatility on the VKOSPI. Economics 9:1.
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Yun-Yi Wang. (2014) Order Splitting Behavior by Different Types of Traders in the Taiwan Index Futures Markets Under Diverse Market Conditions. Journal of Futures Markets 34:9, pages 883-910.
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