Soonhee Lee

Soonhee Lee

Kyungpook National University - Daegu / South Korea
Business & Management / Business Administration
AD Scientific Index ID: 4741767
경북대학교
person_outline Soonhee Lee's MOST POPULAR ARTICLES
1-) An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanationsJ Kang, CJ Lee, S LeeJournal of Emerging Market Finance 5 (3), 235-261, 2006582006
2-) Realized higher-order comomentsK Bae, S LeeQuantitative Finance 21 (3), 421-429, 202152021
3-) Which traders contribute most to price discovery? Evidence from the KOSPI 200 options marketH Kang, J Kang, S LeeEmerging Markets Finance and Trade 52 (10), 2335-2347, 201642016
4-) A bias in Jensen\'s alpha when returns are serially correlatedJ Kang, S LeeTheoretical Economics Letters 3 (03), 188, 2013
5-) Is the information on the higher moments of underlying returns correctly reflected in option prices?J Kang, S LeeJournal of Futures Markets 36 (8), 722-744, 201622016