[PUBLICATIONS]
1. Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market (with Byung Jin Kang and Sun-Joong Yoon), 2009. Korean Journal of Futures and Options, 17 (4), 75-103.
[WORKING PAPERS]
1. Who is the Best Contributor to Recovery of Market Efficiency in the Korean Stock Market? (with Jangkoo Kang)
Presented at the Eurasia Business and Economics Society Conference, 2010
2. Does Trading Volume matter to Price Discovery? (with Jangkoo Kang and Robert I. Webb)
Presented at the Korean Finance Association Joint Conference, 2011
3. The Information Content of Treasury Auctions for Treasury Futures Prices (with Jangkoo Kang and Robert I. Webb)
4. The effect of Order imbalances on Individual Stock returns of KOSPI200 (with Hokyung Park and Jangkoo Kang)
Presented at the Korean Finance Association Joint Converence, 2010
5. ITMs versus OTMs (with Sun-joong Yoon)
Presented at the Asia-Pacific Association of Derivatives Meetings, 2010
6. Common and Local Factors in Volatility Risks: Evidence from S&P 500 and KOSPI 200 Index Options (with Sun-Joong Yoon)