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Asiasn review of Financial research

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Asian Review of Financial Research / November 2019 Vol. 32

A Firm-Level Analysis of the Cross-Sectional Relation between Expected Returns and Expected Idiosyncratic Volatility in the Korean Stock Market

Sangkyu Lee, Young Sik Kim

Asian Review of Financial Research

Vol.32 No.4 pp.513-561

Keyword : Idiosyncratic Volatility Anomaly,EGARCH,Conditional Out-of-Sample Expected Idiosyncratic Volatility,Conditional in-Sample Expected Idiosyncratic Volatility,Look-Ahead-Bias

Cross-Asset Holding in Fund Families

Hyun-Han Shin, Jun Kyung Auh, Byoungho Choi

Asian Review of Financial Research

Vol.32 No.4 pp.563-605

Keyword : Fund Family,Mutual Fund,Market Segmentation,Scaling Effect,Cross-Asset Holding

Reconsidering the Affirmative Obligations of Designated Market Makers in a High-Frequency Trading Environment

Tae-Hun Kang

Asian Review of Financial Research

Vol.32 No.4 pp.607-650

Keyword : Market Making Scheme,Designated Market Makers,Liquidity,High- Frequency Trading,Mini Futures Market

A Study on the Short-Term Informativeness of Transactions by the National Pension Fund

Min-Cheol Woo, Cheol-Won Yang

Asian Review of Financial Research

Vol.32 No.4 pp.651-689

Keyword : The National Pension Fund,Short-term Informativeness,Price Pressure,Portfolio,Regression

Revisiting to Acquirers' Returns on Mergers of Privately Held Targets

Bongkyun Choi, Doseong Kim, Youngjoo Lee

Asian Review of Financial Research

Vol.32 No.4 pp.691-722

Keyword : Mergers And Acquisitions,M&A Announcement Effect,Acquirers', Returns,Privately Held Targets,Backdoor Listing

Do Business Groups Help Their Affiliated Firms in Their Performance? : Evidence from the Time of High External Capital Market Frictions

Ryoonhee Kim

Asian Review of Financial Research

Vol.32 No.3 pp.351-381

Keyword : Business Groups,Chaebol,Performance,Internal Capital Market,Acquisitions

An Investigation of Dynamic Price Movements of the Cryptocurrency Coin in Korea

Geesun Lee, Denis Yongmin Joe, Jinho Jeong

Asian Review of Financial Research

Vol.32 No.3 pp.383-400

Keyword : Cryptocurrency,Bitcoin,Dynamic Price Movement,Bubble,Regulation

Patent Signaling of Startups Can Be Less Effective under Coarse Information

Guangsug Hahn, Joon Yeop Kwon

Asian Review of Financial Research

Vol.32 No.3 pp.401-417

Keyword : Startup Financing,Patent Signaling,Coarse Information,Perfect Bayesian Equilibrium,Extended Intuitive Criterion

Can CSR Alone Sufficiently Alleviate Investment Inefficiency? An Evidence from China, Korea and Japan

Abrar Maira, Kook-Hyun Chang

Asian Review of Financial Research

Vol.32 No.3 pp.419-470

Keyword : CSR,Inefficient Investment,Moderation Effect,National Culture,Mediation Effect

The Validity of Measures of Private Information (PIN, AdjPIN, and OWR) : Evidence from M&A Announcements in the KOSPI Market

Jong-Ho Park, Kyong Shik Eom

Asian Review of Financial Research

Vol.32 No.3 pp.471-511

Keyword : PIN,AdjPIN,OWR,PIN,AdjPIN,OWR,Measures of Private Information,Conditional Probability of an Information Event (CPIE)

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