Asian Review of Financial Research
Impact of Price Limits on Tail Risk
Sekyung Oh, Hyukdo Kee
Asian Review of Financial Research
Vol.31 No.2 pp.259-301
Keyword : Tail Risk,Price Limit,Predictive Power,Skewness,Size Effect
Impact of Price Limits on Tail Risk
Impact of Price Limits on Tail Risk
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Investor Sentiment and Firm Characteristics: Domestic Evidence
Doojin Ryu, Doowon Ryu, Heejin Yang
Asian Review of Financial Research
Vol.31 No.1 pp.1-38
Keyword : Behavioral Finance,Firm Characteristic,Four-Factor Risk Factor,Investment Sentiment Index,Momentum Effect,Stock Return
Investor Sentiment and Firm Characteristics: Domestic Evidence
Investor Sentiment and Firm Characteristics: Domestic Evidence
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Flipping Behavior after IPOs
Seok Kim, Sang-Gyung Jun
Asian Review of Financial Research
Vol.31 No.1 pp.39-82
Keyword : IPO,Flipping,Institutional Investors,Investment Behavior,Informed Traders
Flipping Behavior after IPOs
Flipping Behavior after IPOs
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Validity of Fund Flows as a Measure of Investor Sentiment
Kyoung Lim, Sun-Joong Yoon
Asian Review of Financial Research
Vol.31 No.1 pp.83-115
Keyword : Fund Flows,Investor Sentiment,Fund Transfer Index,Asset Allocation,Market Return Prediction
Validity of Fund Flows as a Measure of Investor Sentiment
Validity of Fund Flows as a Measure of Investor Sentiment
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Rank Momentum Strategies in the Korean Stock Market
Myounghwa Sim
Asian Review of Financial Research
Vol.31 No.1 pp.117-155
Keyword : Momentum,Rank,Salience,Underreaction,Mispricing
Rank Momentum Strategies in the Korean Stock Market
Rank Momentum Strategies in the Korean Stock Market
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The Effect of Financial Constraints on Stock Returns in Korea
Byeung-Joo Lee, Dongcheol Kim
Asian Review of Financial Research
Vol.30 No.4 pp.395-432
Keyword : Financial Constraints,Systematic Risk,Stock Returns In The Korean Stock Market,Factor Portfolios,Abnormal Returns
The Effect of Financial Constraints on Stock Returns in Korea
The Effect of Financial Constraints on Stock Returns in Korea
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Can Trading Restrictions Explain the Performance of Free-Bonus Issues?
Eunyoung Cho, Cheol-Won Yang
Asian Review of Financial Research
Vol.30 No.4 pp.433-459
Keyword : Free Bonus Issues,Abnormal Return,Trading Restriction,Bonus Ratio,Market Friction
Can Trading Restrictions Explain the Performance of Free-Bonus Issues?
Can Trading Restrictions Explain the Performance of Free-Bonus Issues?
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Investment Risk and Disposition Effect: Evidence from the Trading Behavior of Institutional Investors in Korea
Hyunnam Song, Jinho Jeong
Asian Review of Financial Research
Vol.30 No.4 pp.461-478
Keyword : Disposition Effect,Fund Risk,Reference Point,Holding Period,Global Financial Crisis
Investment Risk and Disposition Effect: Evidence from the Trading Behavior of Institutional Investors in Korea
Investment Risk and Disposition Effect: Evidence from the Trading Behavior of Institutional Investors in Korea
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An Empirical Study of Cumulative Prospect Theory in the Korean Stock Market
Tae-Jin Kim, Hyun-Sik Kim, Hoon Cho
Asian Review of Financial Research
Vol.30 No.4 pp.479-517
Keyword : Cumulative Prospect Theory,Probability Weighting,Lottery Preference,Skewness Preference,Behavior-Finance
An Empirical Study of Cumulative Prospect Theory in the Korean Stock Market
An Empirical Study of Cumulative Prospect Theory in the Korean Stock Market
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The Effect of Capital Gains Taxes on KOSPI 200 Derivatives Markets
Byoung Hyun Jeon, Sun-Joong Yoon
Asian Review of Financial Research
Vol.30 No.3 pp.237-275
Keyword : Capital Gains Tax,KOSPI 200 Index Derivatives,Market Efficiency,Difference-In-Difference Method
The Effect of Capital Gains Taxes on KOSPI 200 Derivatives Markets
The Effect of Capital Gains Taxes on KOSPI 200 Derivatives Markets
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