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Asiasn review of Financial research

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Asian Review of Financial Research

Stop-Loss Strategies and National Pension Fund Active-Risk Management in Korean Stocks

Daeil Kang, Jong-Ho Park, Kyong Shik Eom

Asian Review of Financial Research

Vol.31 No.4 pp.477-519

Keyword : block bootstrapping,Stop-Loss Strategy,Buy-Hold Strategy,Active Risk Management of The National Pension Service,Block Bootstrapping,Simulation Analysis

Pay Multiple and Firm Performance: Korean Evidence

Jeongdae Yim, Seokchin Kim

Asian Review of Financial Research

Vol.31 No.4 pp.521-555

Keyword : Pay Multiple,Firm Performance,Managerial Ability,Relative Deprivation Theory,Non-linearity

Asset Allocation and Determinants of Households with Debts

Wonnho Choi

Asian Review of Financial Research

Vol.31 No.4 pp.557-594

Keyword : Household debts,Real assets,Financial Assets,Net worth,Disposable Income

Underwriter-Investor Relationships and IPO Holding Periods in Korea

Jaiwoong Chung, Joonghyuk Kim

Asian Review of Financial Research

Vol.31 No.3 pp.303-350

Keyword : IPO,IPO,IPO Allocation,Underwriter,Institutional Investor,Holding-Period

Implied Cost of Capital and Corporate Investment Decisions : An Empirical Study of the Internal Capital Market Effect

Jooyoung Yoon, Hyun-Han Shin

Asian Review of Financial Research

Vol.31 No.3 pp.351-398

Keyword : CAPM,Investment Decision,Weighted Average Cost of Capital,CAPM,Implied Cost of Equity Capital,Internal Capital Market

The Accrual Anomaly in the Corporate Bond Market : Korean Evidence

Young Jun Kim, Hyoung-Goo Kang, Sewon Kwon

Asian Review of Financial Research

Vol.31 No.3 pp.399-414

Keyword : Accruals,Accrual Anomaly,Corporate Bonds,Earnings Fixations Hypothesis

Factor-based Strategic Asset Allocation for Pension Funds

Joon-Haeng Lee, Kinam Park

Asian Review of Financial Research

Vol.31 No.3 pp.415-448

Keyword : Asset Allocation,Alternative Investment,Risk Factor,Factor Exposure,Risk Management

Customer-Supplier Relationships and Firm's Cash Holdings

So Yeon Kim

Asian Review of Financial Research

Vol.31 No.2 pp.157-185

Keyword : Supplier,Cash Holdings,Sales Dependence,Bargaining Power,Relationship-Specific Investment

Market Risk and Equity Fund Flows

Yeonjeong Ha

Asian Review of Financial Research

Vol.31 No.2 pp.187-220

Keyword : Market Risk Premium,Fund',s Market Risk,Fund Raw Returns,Fund Flows,Fund Flow-Performance Sensitivity

The Influence of the Korean National Pension Fund on Stock Markets

Min-Cheol Woo, Jee-Hyun Kim

Asian Review of Financial Research

Vol.31 No.2 pp.221-258

Keyword : National Pension Fund,NIF (Net Investment Flow) Index,Contrarian Strategy,Massive Investment,Institutional Investors

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