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KOSPI 200 선물∙옵션 시장의 현황과 나아갈 방향 : An Analysis of KOSPI 200 Futures and Options Markets
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 조재호 | - |
dc.date.accessioned | 2010-01-18T07:55:49Z | - |
dc.date.available | 2010-01-18T07:55:49Z | - |
dc.date.issued | 2004-12 | - |
dc.identifier.citation | 경영논집, Vol.38 No.4, pp. 49-98 | - |
dc.identifier.issn | 1229-0491 | - |
dc.identifier.uri | https://hdl.handle.net/10371/36913 | - |
dc.description.abstract | Since their inception in 1996 and 1997, respectively, KOSPI 200 futures and options
markets have shown rapid growths repeatedly and are now among the most active derivative markets in the world. This paper analyzes these markets and will attempt to find problems, if any, with fast growths in so short a period of time. The paper will cover such issues as whether the trading volume is excessive, whether the current composition of trades by type of investors is desirable, whether prices are determined properly, how trading volume affects the stock market volatility, and whether the recent increase in sales of equity linked securities has ill effects on the stock market. In addition, the paper recommends appropriate policy measures to resolve some potential problems in KOSPI 200 derivative markets. | - |
dc.language.iso | ko | - |
dc.publisher | 서울대학교 경영대학 경영연구소 | - |
dc.subject | KOSPI 200 Futures | - |
dc.subject | KOSPI 200 Options | - |
dc.subject | Trading Volume | - |
dc.subject | Policy Measures | - |
dc.title | KOSPI 200 선물∙옵션 시장의 현황과 나아갈 방향 | - |
dc.title.alternative | An Analysis of KOSPI 200 Futures and Options Markets | - |
dc.type | SNU Journal | - |
dc.contributor.AlternativeAuthor | Cho, Jaeho | - |
dc.citation.journaltitle | 경영논집 | - |
dc.citation.endpage | 98 | - |
dc.citation.number | 4 | - |
dc.citation.pages | 49-98 | - |
dc.citation.startpage | 49 | - |
dc.citation.volume | 38 | - |
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