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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / October 2005 Vol. 18 No. 2

The Effect of a Disparity between Cashflow Right and Voting Right on Firm Value and Performance:The Case of Korean Large Business Groups

Won Kang, Hyun-Han Shin, Jin-Ho Chang

Asian Review of Financial Research

Vol.18 No.2 pp.1-39

Keyword :

Private Property Donation of Manager and Efficiency of Business Restructuring

Sang Woo Lee

Asian Review of Financial Research

Vol.18 No.2 pp.41-65

Keyword :

The Wealth Effects of Stock Repurchases on Shareholders and Bondholders

Mookwon Jung

Asian Review of Financial Research

Vol.18 No.2 pp.67-99

Keyword :

Dependence Analysis of Stock Markets Using Extreme Value Distribution and Copula

Tae-Hyuk Kim, Hui-Jing Zhao

Asian Review of Financial Research

Vol.18 No.2 pp.101-138

Keyword : GPD, Copula

Determinants of the Performance through Spin-offs

Chi Soo Kim, Jeong Il Jo

Asian Review of Financial Research

Vol.18 No.2 pp.139-183

Keyword :

Estimating GARCH Models Using a New Multivariate Distribution Function

Pilsun Choi

Asian Review of Financial Research

Vol.18 No.2 pp.185-208

Keyword : VaR

Emerging Stock Market Liberalization and its Real Impacts on Stock Returns

Hyunchul Chung

Asian Review of Financial Research

Vol.18 No.2 pp.209-237

Keyword : 주가상승효과(Revaluation effect), 자본시장개방, 이머징마켓, 국제자본자산가격결정모형(ICAPM)

A Comparative Test for Market Efficiency between International Market Indices:using Approximate Entropy

Taehyuk Kim, Cheoljun Um, Gabjin Oh

Asian Review of Financial Research

Vol.18 No.2 pp.239-262

Keyword : Approximate Entropy

Discount Pricing of Preferred Stocks to Common Stocks:The Role of Liquidity Premiums

Jong-Bom Chay, Pan-Soo Moon

Asian Review of Financial Research

Vol.18 No.2 pp.263-287

Keyword :

Is the Liquidity Common Factor a Priced Risk in the Korean Stock Markets?

Sang-Koo Nam, Jong-Ho Park, Kyong Shik Eom

Asian Review of Financial Research

Vol.18 No.2 pp.289-319

Keyword :

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