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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / November 2007 Vol. 20 No. 3

Information Asymmetry and Added Value of Analyst Recommendations

Sang Koo Kang, Joonghyuk Kim, Chan-Woo Lim

Asian Review of Financial Research

Vol.20 No.3 pp.1-34

Keyword : Analysts, Stock Recommendations, Information Asymmetry, Momentum Strategy, Contrarian Strategy

Can Trading Volume Explain Persistence and Asymmetry of Return Volatility?

Sang Hoon Kang, Seong-Min Yoon

Asian Review of Financial Research

Vol.20 No.3 pp.35-56

Keyword : Volume Effect, Volatility Persistence, Asymmetric Volatility, Mixture of Distribution Hypothesis, Korean Stock Market

Infroduction and Expiration Impacts of Equity Linked Warrant(ELW) on Underlying Assets

Junesuh Yi

Asian Review of Financial Research

Vol.20 No.3 pp.57-96

Keyword : Equity Lined Warrants (ELW), Underlying Assets, Delta Hedge Effect, Signaling Effect, Introduction and Expiration Effects

Volatility Spread on KOSPI 200 Index Options and Risk Aversion

Suk Joon Byun, Sun-Joong Yoon, Byung Jin Kang

Asian Review of Financial Research

Vol.20 No.3 pp.97-126

Keyword : Volatility Spread, Skewness, Kurtosis, Risk Aversion, KOSPI 200, KOSPI 200 option, Generalized Method of Moment(GMM), Likelihood Ratio Test(LR test), KOSPI 200

Conflicts of Interest Among Securities Firms Running Asset Management Businesses

Rae Soo Park, Bo Sung Shin

Asian Review of Financial Research

Vol.20 No.3 pp.127-153

Keyword : Conflicts of Interest, Underwriting, Asset Management, IPO, Underpricing

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