University of Illinois Urbana-Champaign

Submit an Item
Browse
About

Title

Author(s)

Contributor(s)

Issue Date

From:

To:

Keyword(s)

Geographic Coverage

Abstract

Series/Report Name or Number

Type of Resource

Genre of Resource

Permalink

Full Text

Academic Unit

Graduate Dissertations and Theses at Illinois 395
College of Liberal Arts and Sciences 232
Research publications from UIUC 165
College of Engineering 93
Prairie Research Institute 59
College of Fine and Applied Arts 43
Dept. of English 41
College of Business 37
College of Education 37
Dept. of History 36

Collection

Graduate Dissertations and Theses at Illinois 395
Research publications from the University of Illinois at Urbana-Champaign 164
Dissertations and Theses - English 41
Dissertations and Theses - Education 36
Dissertations and Theses - History 36
Illinois Technograph 34
Faculty Working Paper - Bureau of Economic and Business Research 23
Dissertations and Theses [Graduate College] - Music 19
Dissertations and Theses - Communication 18
Undergraduate Theses at Illinois 15

Author(s)

Park, Hun Y. 16
University of Illinois at Urbana-Champaign 14
Park, Hun Young 7
Chen, Andrew H. 3
Frémont, John Charles 3
Spence, Mary Lee 3
Becker, Kent G. 2
Bera, Anil K. 2
Brown, Elmer Jay 2
Bubnys, Edward Leo 2

Keyword(s)

Theses -- UIUC 36
University of Illinois (Urbana-Champaign campus) Periodicals. 27
University of Illinois at Urbana-Champaign Periodicals. 27
College student newspapers and periodicals 23
Engineering - periodicals 21
Literature, Modern 14
Literature, General 13
Linguistics -- Periodicals. 12
Economics, Finance 11
Gas wells -- Periodicals 11

Type of Resource

text 679
Thesis 7
image 6
dataset / spreadsheet 2
Text 1
other 1
video 1

↑ ↓

Showing 1–30 of 741 items

1 (current)
2
3
4
5

Thumbnail for Causal and systematic relations among forward, futures and expected spot prices / BEBR No.927

Causal and systematic relations among forward, futures and expected spot prices / BEBR No.927

Park, Hun Y.

Thumbnail for An error-learning model of treasury bill futures and implications for the expectation hypothesis

An error-learning model of treasury bill futures and implications for the expectation hypothesis

Park, Hun Young

Thumbnail for Trading mechanisms and the price volatility : spot versus futures

Trading mechanisms and the price volatility : spot versus futures

Park, Hun Y.

Thumbnail for Hedging in the portfolio theory framework : a note

Hedging in the portfolio theory framework : a note

Park, Hun Y.

Thumbnail for Systematic relations between futures and expected prices : the issue of normal backwardation / 952

Systematic relations between futures and expected prices : the issue of normal backwardation / 952

Park, Hun Y.

Thumbnail for Trading mechanisms, speculative behavior of investors, and the volatility of prices : spot versus futures

Trading mechanisms, speculative behavior of investors, and the volatility of prices : spot versus futures

Park, Hun Y.

Thumbnail for Market depth, liquidity and the effect of dual trading in futures markets - revised

Market depth, liquidity and the effect of dual trading in futures markets - revised

Park, Hun Y.; Sarkar, Asani

Thumbnail for A comparison of a random variance model and the Black-Scholes model of pricing long-term European options

A comparison of a random variance model and the Black-Scholes model of pricing long-term European options

Park, Hun Young; Cheong, M.K.

Thumbnail for Nonlinear corporate taxes and asset pricing

Nonlinear corporate taxes and asset pricing

Doherty, Neil A.; Park, Hun Y.

Thumbnail for Does the tail wag the dog? : stock index futures

Does the tail wag the dog? : stock index futures

Finnerty, Joseph E.; Park, Hun Young

Thumbnail for Stochastic interest rates, changing volatility and the pricing of options on stock index futures

Stochastic interest rates, changing volatility and the pricing of options on stock index futures

Park, Hun Young; Sears, R. Stephen

Thumbnail for Market depth, liquidity and the effect of dual trading in futures markets / 1992:134

Market depth, liquidity and the effect of dual trading in futures markets / 1992:134

Park, Hun Y.; Sarkar, Asani

Thumbnail for Divergencies between futures and forward prices : a test on marking-to-market effects of futures contracts / BEBR No.928

Divergencies between futures and forward prices : a test on marking-to-market effects of futures contracts / BEBR No.928

Park, Hun Y.; Chen, Andrew H.

Thumbnail for Empirical evidence on stock index arbitrage : the case of program trading

Empirical evidence on stock index arbitrage : the case of program trading

Finnerty, Joseph E.; Park, Hun Y.

Thumbnail for Are options on soybean futures profitable? : a test of the straddle ratio trading strategy

Are options on soybean futures profitable? : a test of the straddle ratio trading strategy

Park, Hun Young; Meier, David; Stortzum, Kevin

Thumbnail for Volatility in stock index futures and the informational content of option prices

Volatility in stock index futures and the informational content of option prices

Park, Hun Y.; Sears, R. Stephen

Thumbnail for Heterogeneous information, market efficiency and the volatility of equilibrium stock prices

Heterogeneous information, market efficiency and the volatility of equilibrium stock prices

Kwon, Young Koan; Park, Hun Y.

Thumbnail for Intraday return and volatility patterns in the stock market : futures versus spot

Intraday return and volatility patterns in the stock market : futures versus spot

Finnerty, Joseph E.; Park, Hun Y.

Thumbnail for Value line investment survey rank changes and beta coefficients

Value line investment survey rank changes and beta coefficients

Lee, Cheng F.; Park, Hun Young

Thumbnail for The premiums of SCOREs and PRIMEs : a further investigation of transaction cost saving hypothesis

The premiums of SCOREs and PRIMEs : a further investigation of transaction cost saving hypothesis

Cheong, M.K.; Finnerty, Joseph E.; Park, Hun Y.

Thumbnail for Cross hedging performance of the U.S. currency futures market : The European monetary system currencies

Cross hedging performance of the U.S. currency futures market : The European monetary system currencies

Park, Hun Young; Lee, Angela; Lee, Hei W.

Thumbnail for The optimal capital structure decision of depository financial intermediaries : a contingent claim analysis

The optimal capital structure decision of depository financial intermediaries : a contingent claim analysis

Chen, Andrew H.; Doherty, Neil A.; Park, Hun Y.

Thumbnail for Stochastic duration and dynamic measure of risk in financial futures

Stochastic duration and dynamic measure of risk in financial futures

Chen, Andrew H.; Park, Hun Young; Wei, K. John

Thumbnail for Conditional and unconditional heteroscedasticity in the market model

Conditional and unconditional heteroscedasticity in the market model

Bera, Anil K.; Bubnys, Edward Leo; Park, Hun

Thumbnail for A note on the arch effects in hedge ratio estimation : stock index futures

A note on the arch effects in hedge ratio estimation : stock index futures

Bera, Anil K.; Park, Hun; Bubnys, Edward Leo

Thumbnail for The equilibrium APT and control portfolio decisions

The equilibrium APT and control portfolio decisions

Park, Hun Young; Wei, K. John; Lee, Cheng F.

Thumbnail for Do Brokers Misallocate Customer Trades? Evidence from Futures Markets

Do Brokers Misallocate Customer Trades? Evidence from Futures Markets

Park, Hun Y.; Sarkar, Asani; Wu, Lifan

Thumbnail for Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price

Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price

Boyle, Phelim P.; Byoun, Seokgu; Park, Hun Y.

Thumbnail for Expectations Hypothesis of the Term Structure of Implied Volatility: Re-examination

Expectations Hypothesis of the Term Structure of Implied Volatility: Re-examination

Byoun, Soku; Kwok, Chuck C.Y.; Park, Hun Y.

Thumbnail for A theoretical and empirical investigation of prime and score: An application of two-state option pricing model

A theoretical and empirical investigation of prime and score: An application of two-state option pricing model

Cheong, M.K.

1 (current)
2
3
4
5

Contact us for questions and to provide feedback.

Your Name (optional)

Your Email (optional)

Your Comment

What is 1 + 5?

© 2023 University of Illinois Board of Trustees

Log In

I don't have an Illinois NetID

Use this login method if you don't have an @illinois.edu email address. (Oops, I do have one)

IDEALS migrated to a new platform on June 23, 2022. If you created your account prior to this date, you will have to reset your password using the forgot-password link below.

Email

Password

(I forgot my password)