Asian Review of Financial Research
Performance and Ability of the National Pension Service(NPS)'s Fund : An Analysis of Korean Stock Holding
Min-Cheol Woo, Cheol-Won Yang
Asian Review of Financial Research
Vol.38 No.2 pp.1-29
Keyword : The National Pension Service(NPS),Performance,Characteristic Selectivity(CS),Characteristic Timing(CT),Average Style(AS)
Performance and Ability of the National Pension Service(NPS)'s Fund : An Analysis of Korean Stock Holding
Performance and Ability of the National Pension Service(NPS)'s Fund : An Analysis of Korean Stock Holding
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Predicting the Korean Won-U.S. Dollar Exchange Rate Using Cross-currency and Interest Rate Swap Rates
Jinyong Kim, Yongsik Kim
Asian Review of Financial Research
Vol.38 No.2 pp.31-58
Keyword : Swap Basis,Cross-currency swap,Interest rate swap,Foreign exchange,Unrestricted model
Predicting the Korean Won-U.S. Dollar Exchange Rate Using Cross-currency and Interest Rate Swap Rates
Predicting the Korean Won-U.S. Dollar Exchange Rate Using Cross-currency and Interest Rate Swap Rates
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Momentum Strategies in Transition : An Empirical Analysis of the Japanese Stock Market
Jiho Lee
Asian Review of Financial Research
Vol.38 No.2 pp.59-99
Keyword : Asset Pricing,Market Anomalies,Momentum Strategy,International Financial Market,Market Efficiency
Momentum Strategies in Transition : An Empirical Analysis of the Japanese Stock Market
Momentum Strategies in Transition : An Empirical Analysis of the Japanese Stock Market
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Can Estate Tax Cuts Raise Share Prices?
Woochan Kim, Jinhyeok Ra
Asian Review of Financial Research
Vol.38 No.2 pp.101-131
Keyword : Estate tax,Korea discount,Death of group chairman,Assessment of bequeathed share value,Stock price reaction
Can Estate Tax Cuts Raise Share Prices?
Can Estate Tax Cuts Raise Share Prices?
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재무연구 편집위원회 운영내규 외
한국재무학회
Asian Review of Financial Research
Vol.38 No.2 pp.132-141
Keyword :
재무연구 편집위원회 운영내규 외
재무연구 편집위원회 운영내규 외
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Corporate Divestiture Methods and Announcement Effects : Equity Spin-offs vs. Captive Spin-offs
Hyung Cheol Kang, Sangwon Lee
Asian Review of Financial Research
Vol.38 No.1 pp.1-36
Keyword : Equity Spin-off,Captive Spin-off,Divestiture,Signaling Effect,Information Asymmetry
Corporate Divestiture Methods and Announcement Effects : Equity Spin-offs vs. Captive Spin-offs
Corporate Divestiture Methods and Announcement Effects : Equity Spin-offs vs. Captive Spin-offs
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The Risk-Return Trade-off of Real Estate as an Asset Class in Korea : Evidence from the Last Half Century
Dojoon Park, Jaehoon Hahn, Yong Ho Eom
Asian Review of Financial Research
Vol.38 No.1 pp.37-87
Keyword : Real Estates,Long Span Data,Nominal Return,Real Return,Risk Premium
The Risk-Return Trade-off of Real Estate as an Asset Class in Korea : Evidence from the Last Half Century
The Risk-Return Trade-off of Real Estate as an Asset Class in Korea : Evidence from the Last Half Century
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The Impact of Pandemics and Wars on the Integration of Capital Markets : The Case of South Korea and the United States
Jinho Jeong, Kyunghyun Kim, Geesun Lee
Asian Review of Financial Research
Vol.38 No.1 pp.89-119
Keyword : Pandemic,War,Geopolitical Risk,Macroeconomic Crisis,Capital Market Integration
The Impact of Pandemics and Wars on the Integration of Capital Markets : The Case of South Korea and the United States
The Impact of Pandemics and Wars on the Integration of Capital Markets : The Case of South Korea and the United States
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The Best Option Pricing Model for Mini KOSPI 200 Options
Sol Kim
Asian Review of Financial Research
Vol.38 No.1 pp.121-151
Keyword : Ad Hoc Black-Scholes,Mini Options,Options Pricing Model,Ad Hoc Black-Scholes,Stochastic Volatility,Jumps
The Best Option Pricing Model for Mini KOSPI 200 Options
The Best Option Pricing Model for Mini KOSPI 200 Options
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재무연구 편집위원회 운영내규 외
한국재무학회
Asian Review of Financial Research
Vol.38 No.1 pp.152-161
Keyword :
재무연구 편집위원회 운영내규 외
재무연구 편집위원회 운영내규 외
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