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Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market

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  • Youngsoo Choi
  • SoonChan Ok

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  • Youngsoo Choi & SoonChan Ok, 2012. "Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 360-388, April.
    • Handle: RePEc:wly:jfutmk:v:32:y:2012:i:4:p:360-388
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    Cited by:

    1. Sol Kim & In Jung Song, 2021. "The traders' rule and long‐term options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 406-436, March.
    2. Kim, Namhyoung & Lee, Jaewook, 2013. "No-arbitrage implied volatility functions: Empirical evidence from KOSPI 200 index options," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 36-53.

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