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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research

An Empirical Study on Creditor Concentration in Multiple Banking Relationships

Soo-Young Hwang, Jung-Jin Lee

Asian Review of Financial Research

Vol.27 No.4 pp.669-708

Keyword : Creditor Concentration,Multiple Banking Relationships,Single Banking Relationship,Relationship Lender,Hold-Up Problem

An Empirical Study on Distress Risk Premiums Implicit in the Term Structure of Korean Corporate CDS Spreads

Jungmu Kim, Yuen Jung Park, Changjun Lee

Asian Review of Financial Research

Vol.27 No.4 pp.709-748

Keyword : Crank-Nicholson Finite Difference Method,Monte Carlo Simulation,Credit Default Swap,Reduced-form Model,Distress Risk Premium

The Effect of House Prices on Mortgage Prepayment in Korea : A Two-Factor Structural Approach

Young Ho Eom, Youngha Han, Jaehoon Hahn

Asian Review of Financial Research

Vol.27 No.3 pp.383-422

Keyword : Mortgage Prepayment,Default Option,Interest Rate,House Price,Structural Models

Credit Ratings and Equity Returns

Taekyu Kim, Jungsoon Shin

Asian Review of Financial Research

Vol.27 No.3 pp.423-455

Keyword : Credit Ratings,Financial Distress Risk,Anomalies,Size Effect,BM Effect

The Short- and Long-Term Performance of Venture-Backed IPO Kosdaq Firms and the Roles of Venture Capitals in Korea

Sekyung Oh, Hyung-Ho Han

Asian Review of Financial Research

Vol.27 No.3 pp.457-491

Keyword : Venture Capital,IPO Firm,Short- and Long-Term Performance,Certification Role,Management Support Role

Analysis on Dysfunction of the Backdoor Listing in Korea

Joon-Seok Kim, Youngkyu Park, Seokhoon Lee

Asian Review of Financial Research

Vol.27 No.3 pp.493-528

Keyword : Backdoor listing,Reverse Merger,IPO,Corporate Disclosure,Distress

Controlling Shareholders and the Choice of Bank Loans

Yu Kyung Lee, Eun Jung Lee, Joon Chae

Asian Review of Financial Research

Vol.27 No.3 pp.529-565

Keyword : Bank Loans,Ownership Structure,Controlling Shareholders,Agency Problems,Monitoring Avoidance Hypothesis

High Frequency Trading and Its Effect on the Korean Stock Markets : A Case of Strategic Runs

Jay M. Chung, Yong-Ho Cheon, Hyuk Choe

Asian Review of Financial Research

Vol.27 No.2 pp.177-211

Keyword : EXTURE,EXTURE,High Frequency Trading,Strategic Run,Liquidity,Volatility

Unspanned Macroeconomic Factors and Term Structure of Interest Rates in Korea

Kisik Kim, Young Ho Eom, Woon Wook Jang

Asian Review of Financial Research

Vol.27 No.2 pp.213-255

Keyword : Unspanned Macro-Finance Term Structure Models,Term Structure of Interest rates,Macroeconomic Factors,Impulse-Response,Variance Decomposition

Equity Fund Performance and Flow Persistence : Exploratory Analysis

Yeonjeong Ha, Miyoun Paek, Yaping Wang, Kwangsoo Ko

Asian Review of Financial Research

Vol.27 No.2 pp.257-296

Keyword : Fund Performance,Net Flows,Flow Persistence,Information Effect,Global Financial Crisis

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