Skip to contents Kim, Sol [Author] ; Lee, Geul [Other] Lead-Lag Relationship between Returns and Implied Moments : Evidence from KOSPI 200 Intra-Day Options Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Lee, Geul [Author] Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Lee, Geul [Author] ; Yang, Li [Other] Impact of Truncation on Model-Free Implied Moment Estimator Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: 2015 Financial Markets & Corporate Governance Conference Kang, Chang Mo [Author] ; Kim, Donghyun [Other]; Lee, Geul [Other] Informed Trading of Out-of-the-Money Options and Market Efficiency Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Chun, Bong Geul [Author] ; Lee, Dong Gyu [Other] 인터넷뱅킹, 결제성예금 및 은행 수익성과의 관계 분석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability) Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Korea WP 2014-6 Chun, Bong Geul [Author] ; Kim, Eunsuk [Other]; Lee, Joo Yong [Other] 자유무역협정(FTA)이 한국 기업의 기업내 무역에 미친 효과 (The Effects of FTAs on Intra-Firm Trade of Korean Firms) Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Bank of Korea WP 2016-7 Lee, Geul [Author]; Ryu, Doojin [Author] Asymmetry in the stock price response to macroeconomic shocks : evidence from the Korean market Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Journal of business economics and management ; 19(2018), 2, Seite 343-359 Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] The difference in the intraday return-volume relationships of spot and futures : a quantile regression approach Books View online Schließen > Access ... to E-book via DOI (Volltext ; freely accessible) ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Kiel]: [Kiel Inst. for the World Economy], 2019 Published in: Economics ; 2019,0013,26 Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2019 Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2018 Jeong, Hyung-Gon [Author]; Lee, Cheolwon [Author]; Park, Min Suk [Author]; Chun, Bong Geul [Author] 체제전환국의 FDI 유입 결정요인과 북한에 대한 시사점 (Determinants of FDI in Transition Economies and Implications for North Korea) Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020 Published in: KIEP ; No. 연구보고서 19-19 Lee, Geul Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015) Lee, Geul; Ryu, Doojin Linear extrapolation and model-free option implied moments Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: Borsa Istanbul Review (2024) Lee, Geul; Ryu, Doojin ASYMMETRY IN THE STOCK PRICE RESPONSE TO MACROECONOMIC SHOCKS: EVIDENCE FROM THE KOREAN MARKET Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Vilnius Gediminas Technical University, 2018 Published in: Journal of Business Economics and Management, 19 (2018) 2, Seite 343-359 Lee, Geul; Ryu, Doojin Asymmetry in the Stock Price Response to Macroeconomic Shocks: Evidence from a Leading Emerging Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017) Kim, Sol; Lee, Geul Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Scientific Pub Co Pte Ltd, 2017 Published in: Review of Pacific Basin Financial Markets and Policies, 20 (2017) 3, Seite 1750017 Kim, Sol; Lee, Geul Lead-Lag Relationship between Returns and Implied Moments: Evidence from KOSPI 200 Intra-Day Options Data Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015) Lee, Geul; Yang, Li Impact of Truncation on Model-Free Implied Moment Estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: SSRN Electronic Journal (2014) Kim, Sol; Lee, Geul Effects of Macroeconomic News Announcements on Risk-neutral Distribution: Evidence from KOSPI200 Intraday Options Data* : Macroeconomic News Announcements on Risk-neutral Distribution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2011 Published in: Asia-Pacific Journal of Financial Studies, 40 (2011) 3, Seite 403-432 Kim, Sol; Lee, Geul Information Contents in the Volatility Spread of Index Options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Emerald, 2011 Published in: Journal of Derivatives and Quantitative Studies, 19 (2011) 1, Seite 59-90
Kim, Sol [Author] ; Lee, Geul [Other] Lead-Lag Relationship between Returns and Implied Moments : Evidence from KOSPI 200 Intra-Day Options Data Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Lee, Geul [Author] Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Lee, Geul [Author] ; Yang, Li [Other] Impact of Truncation on Model-Free Implied Moment Estimator Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: 2015 Financial Markets & Corporate Governance Conference
Kang, Chang Mo [Author] ; Kim, Donghyun [Other]; Lee, Geul [Other] Informed Trading of Out-of-the-Money Options and Market Efficiency Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Chun, Bong Geul [Author] ; Lee, Dong Gyu [Other] 인터넷뱅킹, 결제성예금 및 은행 수익성과의 관계 분석 (The Research on the Impact of Internet Banking on Demand Deposit and Bank Profitability) Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Published in: Bank of Korea WP 2014-6
Chun, Bong Geul [Author] ; Kim, Eunsuk [Other]; Lee, Joo Yong [Other] 자유무역협정(FTA)이 한국 기업의 기업내 무역에 미친 효과 (The Effects of FTAs on Intra-Firm Trade of Korean Firms) Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Published in: Bank of Korea WP 2016-7
Lee, Geul [Author]; Ryu, Doojin [Author] Asymmetry in the stock price response to macroeconomic shocks : evidence from the Korean market Articles View online Schließen > Access ... to article via DOI (freely accessible) ... to article (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2018 Published in: Journal of business economics and management ; 19(2018), 2, Seite 343-359
Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] The difference in the intraday return-volume relationships of spot and futures : a quantile regression approach Books View online Schließen > Access ... to E-book via DOI (Volltext ; freely accessible) ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Kiel]: [Kiel Inst. for the World Economy], 2019 Published in: Economics ; 2019,0013,26
> Access ... to E-book via DOI (Volltext ; freely accessible) ... to E-book (Volltext ; freely accessible)
Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach Articles View online Schließen > Links ... to article Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2019
Lee, Jaeram [Author]; Lee, Geul [Author]; Ryu, Doojin [Author] Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Kiel: Kiel Institute for the World Economy (IfW), 2018
Jeong, Hyung-Gon [Author]; Lee, Cheolwon [Author]; Park, Min Suk [Author]; Chun, Bong Geul [Author] 체제전환국의 FDI 유입 결정요인과 북한에 대한 시사점 (Determinants of FDI in Transition Economies and Implications for North Korea) Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2020 Published in: KIEP ; No. 연구보고서 19-19
Lee, Geul Effectiveness of Linear Extrapolation in Model-Free Implied Moment Estimation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015)
Lee, Geul; Ryu, Doojin Linear extrapolation and model-free option implied moments Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2024 Published in: Borsa Istanbul Review (2024)
Lee, Geul; Ryu, Doojin ASYMMETRY IN THE STOCK PRICE RESPONSE TO MACROECONOMIC SHOCKS: EVIDENCE FROM THE KOREAN MARKET Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Vilnius Gediminas Technical University, 2018 Published in: Journal of Business Economics and Management, 19 (2018) 2, Seite 343-359
Lee, Geul; Ryu, Doojin Asymmetry in the Stock Price Response to Macroeconomic Shocks: Evidence from a Leading Emerging Market Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: SSRN Electronic Journal (2017)
Kim, Sol; Lee, Geul Lead–Lag Relationship Between Returns and Implied Moments: Evidence from KOSPI 200 Intraday Options Data Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Scientific Pub Co Pte Ltd, 2017 Published in: Review of Pacific Basin Financial Markets and Policies, 20 (2017) 3, Seite 1750017
Kim, Sol; Lee, Geul Lead-Lag Relationship between Returns and Implied Moments: Evidence from KOSPI 200 Intra-Day Options Data Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: SSRN Electronic Journal (2015)
Lee, Geul; Yang, Li Impact of Truncation on Model-Free Implied Moment Estimators Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2014 Published in: SSRN Electronic Journal (2014)
Kim, Sol; Lee, Geul Effects of Macroeconomic News Announcements on Risk-neutral Distribution: Evidence from KOSPI200 Intraday Options Data* : Macroeconomic News Announcements on Risk-neutral Distribution Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2011 Published in: Asia-Pacific Journal of Financial Studies, 40 (2011) 3, Seite 403-432
Kim, Sol; Lee, Geul Information Contents in the Volatility Spread of Index Options Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Emerald, 2011 Published in: Journal of Derivatives and Quantitative Studies, 19 (2011) 1, Seite 59-90
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