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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / August 2012 Vol. 25 No. 3

The Dynamics of Futures Trading and Stock Market Volatility Using Structural Vector Auto-Regression

Kwangsoo Ko, Taewoo Kim, Miyoun Paek, Ki Yool Ohk

Asian Review of Financial Research

Vol.25 No.3 pp.325-355

Keyword : Market Volatility, Futures Return, Futures Trading, Open Interest, Structural VAR

Convertible Bond Arbitrage and Short Sales : Evidence from the Korean Stock Market

Hyuk Choe, Cheol-Won Yang

Asian Review of Financial Research

Vol.25 No.3 pp.357-407

Keyword : Convertible Bond Arbitrage, Short Sale, Uninformed, Stock Price, Efficient Market

Style, Performance, Market Timing of Equity Mutual Funds in Korea

Shin Ik Yoo, Dongcheol Kim

Asian Review of Financial Research

Vol.25 No.3 pp.409-450

Keyword : Fund Style, Fama-French Five-Factor Model, Abnormal Returns, Persistency of Fund Performance, Smart Money Effect

The Effect of Independent Outside Directors on Firm Value

Yun Sik Kang, Chan Pyo Kook

Asian Review of Financial Research

Vol.25 No.3 pp.451-498

Keyword : Independent Outside Directors, Friendly Outside Directors, Board Independence, Firm Value, Firm Characteristics

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