DOIONLINE 
DOIONLINE Publish In |
International Journal of Management and Applied Science (IJMAS)-IJMAS |
 Journal Home Volume Issue |
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Issue |
Volume-4,Issue-4 ( Apr, 2018 ) | |||||||||
Paper Title |
Option Price Adjustments and Market Regulation | |||||||||
Author Name |
Doojin Ryu, Heejin Yang | |||||||||
Affilition |
Sungkyunkwan University, | |||||||||
Pages |
48-51 | |||||||||
Abstract |
This letter examines how the recent market reform affects the price disagreement and adjustment behaviors of the KOSPI200 options market. Our analyses indicate that the efficiency and information quality of out-of-the-money options trading has been increased since the reform. Keywords - KOSPI200 option; market efficiency; market reform; price disagreement; JEL Classification: G13, G14 | |||||||||
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