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RePEcDerivatives & Volatility

Framework Overview

The study analyzes the National Pension Service of Korea's trading strategies and their market impact, highlighting the differences between internal and external management and their effects on volatility and liquidity.

Featured in No. 15 on 14 Sep 2023 · on release day

Released
14 Sep 2023
First featured
No. 15 · 14 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
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15
Identifier
RePEc:wsi:wschap:9789811273827_0002

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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