Jay Chung

University of Seoul

Seoul

Korea, Republic of (South Korea)

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Scholarly Papers (1)

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The Impact of Day-Trading on Volatility and Liquidity

Asia-Pacific Journal of Financial Studies, Vol. 38, No. 2, pp. 237-275, 2009
Number of pages: 43 Posted: 31 May 2011
Jay Chung, Hyuk Choe and Bong-Chan Kho
University of Seoul, Seoul National University - College of Business Administration and Seoul National University, Business School
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Abstract:

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Day-Trading, Volatility, Liquidity, VAR, Contrarian, Momentum, Impulse Response