한국증권거래소 종가의 정보효율성

참고문헌 (Reference)

1 "한국증권시장의 매매거래제도" 2000

2 "한국주식시장에서의 개장주문불균형의 가격효과" (14) : 29-57, 1997

3 "한국주식시장에서 동시호가기간중 주문행태와 가격발견기능에 관한 연구" 2002

4 "시간외시장등 매매관련제도 개선" 2002.9.

5 "단일가매매시 예정가격등 정보공개 시행" 2002.9.

6 "단일가매매 임의종료제도 도입 등 매매제도 개선" 2004.1

7 "각국의 증권거래제도 및 거래시스템 비교분석" 한국증권연구원 2001

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11 "The Trading Decision and Market Clearing under Transaction Price Uncertainty Journal of Finance 40" 21-42, 1985

12 "The Effects of Opening and Closing Procedure on the NYSE and NASDAQ" Terry College of Business, University of Georgia 2001

13 "SuperMontage, the next generation market platform from NASDAQ" 2003

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18 "Price Doscovery and Learning during the Preopening Period in the Paris Bourse" 107 : 1218-1248, 1999

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21 "Price Discovery and Trading After Hours" Simon School of Business, University of Rochester 2001

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29 "A Theory of Intraday Patterns Review of Financial Studies 1" 3-40, 1988

30 "A Closing Call's Impact on Market Quality at Euronext Paris" 2002

31 "2003년부터 달라지는 증시제도" 2002.12.