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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research

Environmental Management and Firm Value

Chang-Soo Kim

Asian Review of Financial Research

Vol.23 No.2 pp.121-158

Keyword : Environmental Management,Firm Value,National Environmental Management Award,Endogeneity,Difference-in-difference Test

Acquisition of Non-Fundamental Information in the Kyle Model of Speculation

Cheol Park

Asian Review of Financial Research

Vol.23 No.2 pp.159-212

Keyword : Information Acquisition,Speculation,Informed Trading,Non-Fundamental Information

The Efficiency of Intraday Price Discovery in the Seoul Won/Dollar FX Market

Junghoon Seon, Kyong Shik Eom

Asian Review of Financial Research

Vol.23 No.1 pp.1-26

Keyword : FX Market,Market Microstructure,Efficiency of Intraday Price Discovery,Intraday Pattern,Partial Price Adjustment

A New Approach for Pricing Deposit Insurance

Keehwan Park, Saekwon Kim

Asian Review of Financial Research

Vol.23 No.1 pp.27-54

Keyword : Financial Systematic Risk,Deposit Insurance Premia,General Equilibrium Model,Asset Beta Coefficient,Logit Analysis

Does Dollar-Cost-Averaging Strategy Really Outperform Lump-Sum Strategy in the Fund Investment?

Young K. Park, Sang Youp Lee

Asian Review of Financial Research

Vol.23 No.1 pp.55-88

Keyword : Fund Performance,Investment Strategy,Dollar-cost-averaging,Lump-sum,Individual Accounts

The Role of Controlling Shareholder in Corporate Management : Ownership Structure and Wage

Kyung Suh Park, Hee Sub Byun, Eun Jung Lee

Asian Review of Financial Research

Vol.22 No.4 pp.1-32

Keyword : Controlling Shareholder,Monitoring of Managers,Wage Contract,Employee Stock Option Plan,Cash Flow Rights,Control Rights

The Korean OTC Stock Market : Micro and Macrostructure Analysis

Kyong Shik Eom, Jong-Ho Park, Ji-A Yoon

Asian Review of Financial Research

Vol.22 No.4 pp.33-62

Keyword : FreeBoard,OTC Stock Market,Market Microstructure,Market Macrostructure,Market Quality

A Test of Learning CAPM with Kalman Filter

Doojin Ryu, Changjun Lee

Asian Review of Financial Research

Vol.22 No.4 pp.63-92

Keyword : Conditional CAPM,Size Effect,Value Effect,Kalman Filter

The Effect of Non-Trading Period on IPO Underpricing in Korean Stock Market

Jong-Ryong Lee, Jin-Woo Kim

Asian Review of Financial Research

Vol.22 No.3 pp.1-34

Keyword : IPO,Underpricing,Non-Trading Period Effects,Option Valuation,Market Making

The Effect of Ownership Structure on Payout Policy

Young Kyung Ko, Sung Wook Joh

Asian Review of Financial Research

Vol.22 No.3 pp.35-72

Keyword : Share Repurchase,Cash Dividends,Payout Policy,Ownership Structure

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