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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / May 2024 Vol. 37 No. 2

A Study on the Low-Risk Anomaly Pattern in the Korean Stock Market and Its Application to Portfolio Management

Dongmin Hwang, Chan Park, Kisung Yang

Asian Review of Financial Research

Vol.37 No.2 pp.1-40

Keyword : Idiosyncratic Risk,Low-Risk Anomaly,Low-Risk ETF,Korean Stock Market,Systematic Risk

Is Volatility Targeting an Effective Strategy? Evidence from Selected Asian Equity Markets

Zouari Hammadi

Asian Review of Financial Research

Vol.37 No.2 pp.41-77

Keyword : Volatility targeting,Realized volatility,Block-bootstrap simulation,Downside risk,Performance evaluation

A Study on Cross-border Price Deviations of Virtual Assets

Hyo-jeong Lee

Asian Review of Financial Research

Vol.37 No.2 pp.79-111

Keyword : Virtual assets,Price deviation,Investor sentiment,Regulations,Arbitrage

Price Limit Expansion, Volatility Reversal, and Magnet Effect : A Theoretical Approach

Jin Yoo, Jeong Hwan Lee

Asian Review of Financial Research

Vol.37 No.2 pp.113-139

Keyword : Price limit expansion,Stock volatility,Magnet effect,Correction effect,Volatility reversal

재무연구 편집위원회 운영내규 외

한국재무학회

Asian Review of Financial Research

Vol.37 No.2 pp.140-149

Keyword :

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