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Operational time of the Korea stock markets

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  • Kim, In-Moo

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  • Kim, In-Moo, 2003. "Operational time of the Korea stock markets," Economics Letters, Elsevier, vol. 78(2), pages 181-185, February.
    • Handle: RePEc:eee:ecolet:v:78:y:2003:i:2:p:181-185
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    References listed on IDEAS

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    1. Kim, In-Moo, 1997. "Detecting the number of structural breaks," Economics Letters, Elsevier, vol. 57(2), pages 145-148, December.
    2. Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-155, January.
    3. Westerfield, Randolph, 1977. "The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 743-765, December.
    4. Thierry Ané & Hélyette Geman, 2000. "Order Flow, Transaction Clock, and Normality of Asset Returns," Journal of Finance, American Finance Association, vol. 55(5), pages 2259-2284, October.
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    Cited by:

    1. Ren Zhang & Arnold Polanski, 2016. "Volatility–volume co-movements: evidence from China metal markets," Applied Economics, Taylor & Francis Journals, vol. 48(45), pages 4312-4336, September.

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