Research in Finance

Baer, H., France, V. , Moser, J. 2004. Opportunity cost and prudentiality: An analysis of collateral decisions in bilateral and multilateral settings. Research in Finance SSRN Abstract

Park, H., Boyle, P., Byoun, S. 2002. The Lead-Lag Relation Between Stock and Option Markets and Implied Volatility in Option Prices. Research in Finance, 19: 269-284

Park, H., Sarkar, A. 1999. The Effect of Dual Trading on Market Depth in the S&P 500 Futures Contract. Research in Finance, 17: 219-231