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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / August 2011 Vol. 24 No. 3

Structural Breaks or Long Memory for Stock Market Volatility and Volatility Forecasting

Hojin Lee

Asian Review of Financial Research

Vol.24 No.3 pp.725-756

Keyword : Conditional Variance, Long Memory, FIGARCH, Structural Break, Out-of-Sample Forecast

Managerial Incentives and Risk-Taking Behaviors of Fund Managers

Seungyeon Won, Jae Joon Han, Shin Dong Jeung

Asian Review of Financial Research

Vol.24 No.3 pp.757-788

Keyword : Asymmetrical Information, Fund Manager, Fund Performance, Managerial Incentive, Risk-taking Behavior

A Study on the Effects of Domestic and Foreign Outside Blockholders on Firm's Investment Policy

Young Hwan Kim, Sung-Chang Jung

Asian Review of Financial Research

Vol.24 No.3 pp.789-817

Keyword : Domestic Outside Blockholder, Foreign Outside Blockholder, Asymmetric Information, Corporate Investment, Investment-cash flow Sensitivity

Measuring Systemic Risk in the Banking Sector Using the Conditional Probability of Default

Seung Hwan Lee

Asian Review of Financial Research

Vol.24 No.3 pp.819-847

Keyword : Systemic Risk, Conditional Probability of Default, Joint Probability Distribution, Tail Dependence, Banking System

Empirical Studies in Exchange Rates and Foreign Exchange Markets : A Survey

Daekeun Park

Asian Review of Financial Research

Vol.24 No.3 pp.851-908

Keyword : Exchange Rate, Foreign Exchange Market, Survey, Empirical Studies

A Survey of the Korean Literature on Corporate Governance

Chae-Yeol Yang

Asian Review of Financial Research

Vol.24 No.3 pp.909-951

Keyword : Corporate Governance, Agency Cost, Market Discipline, Internal Market, Tunneling

Studies on Korean Capital Markets from the Perspective of Behavioral Finance

Keunsoo Kim, Jinho Byun

Asian Review of Financial Research

Vol.24 No.3 pp.953-1020

Keyword : Behavioral Finance, Limits of Arbitrage, Psychological Bias, Long-term Performance, Irrational Investors, Korean Capital Markets

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