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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / October 2008 Vol. 21 No. 2

A Study on the Existence of the Voting Right Capture Strategy

Hyuk-jin Ko, Young S. Park, Kyeongwoo Wee, Jae-Hyun Lee

Asian Review of Financial Research

Vol.21 No.2 pp.1-27

Keyword : Voting Rights, Control Conflicts, Voting Right Capture Strategy, Record Date

A Study on the Long-term Reversal in the Korean Stock Market

Byoung Joon Kim, Hojeong Jeong

Asian Review of Financial Research

Vol.21 No.2 pp.29-76

Keyword : Long-term Reversal, Contrarian Premium, Behavioral Finance, Coskewness Premium, Market Inefficiency

The Characteristics of the Illiquidity Premium, Measured via Spread

Jaesung James Park, Kyong Shik Eom

Asian Review of Financial Research

Vol.21 No.2 pp.77-114

Keyword : Liquidity, Relative Spread, Illiquidity Premium, Asset Pricing Model, Cross-Sectional Analysis, Time-Series Analysis

Liquidity Provision by Day-traders

Eunjung Lee, Joon Chae

Asian Review of Financial Research

Vol.21 No.2 pp.115-147

Keyword : Day-trading, Liquidity Provision, Order-driven Market, Limit Order, Market Quality

Model Specification Error Test by No Arbitrage Moment Bounds

Bong-Jun Kim

Asian Review of Financial Research

Vol.21 No.2 pp.149-189

Keyword : The Greatest Lower Bound of Moment, Hansen and Jagannathan Bound, Moment Stagnation, Multivariate Inequality Restrictions Test, Hansen and Jagannathan Minimum Distance Test, Generalized Method of Moment Test

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