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Asiasn review of Financial research

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Asian Review of Financial Research / August 2024 Vol. 37

The Likelihood of Credit Rating Changes and Corporate Financial Policies

Taeyeon Kim, Hyun-Dong Kim

Asian Review of Financial Research

Vol.37 No.3 pp.1-27

Keyword : Credit rating,The possibility of credit rating changes,Credit evaluation,Corporate financial policy,The cost of capital

Does the Enlargement Policy of Securities Companies Increase Their Insolvency Risk? : Implications to the Deregulation Policy of Capital Market in Korea

Hyunjae Jung, Jinho Lee, Young S. Park

Asian Review of Financial Research

Vol.37 No.3 pp.29-51

Keyword : Enlargement of securities companies,Insolvency risk,Financial supervision,Capital market,Deregulation

Anti-manipulation Effects of Average Futures : A Generalized Framework

Jin Yoo

Asian Review of Financial Research

Vol.37 No.3 pp.53-81

Keyword : Average futures,Expiration day effect,Manipulation,Price momentum,Reference dates

Does the Defined Benefit Pension Deficit Affect a Firm's Investment Activities?

GinHyeuk Park, Heejin Park

Asian Review of Financial Research

Vol.37 No.3 pp.83-119

Keyword : Defined benefit retirement pension plan,Investment decision,R&D,OverInvestment,Financial constraint

재무연구 편집위원회 운영내규 외

한국재무학회

Asian Review of Financial Research

Vol.37 No.3 pp.120-129

Keyword :

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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