9 citations · 14 across the 4 of their papers we have counts for
Showing q-fin.TRShow all
2 papers · 1 filter
q-fin.TR2019★ 9 cited
The Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns
Wonse Kim, Junseok Lee, Kyungwon Kang
This paper investigates the effects of the launch of Bitcoin futures on the intraday volatility of Bitcoin. Based on one-minute price data collected from four cryptocurrency exchan…
q-fin.TR2018★ 1 cited
Effects of a Price limit Change on Market Stability at the Intraday Horizon in the Korean Stock Market
Wonse Kim, Sungjae Jun
This paper investigates the effects of a price limit change on the volatility of the Korean stock market's (KRX) intraday stock price process. Based on the most recent transaction…