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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / April 2015 Vol. 28 No. 2

Predicting Bond Excess Returns in the Korean Market

Jangkoo Kang, Hankil Kang, Soon Hee Lee, Eunmee Lee

Asian Review of Financial Research

Vol.28 No.2 pp.163-195

Keyword : Bond Excess Returns, Predictive Regression, Forward Rate Factor, Inflation Cycle Factor, Output Gap

The Impact of Capital Flows from Tax Havens on the Korean Stock Market

Cheol-Won Yang

Asian Review of Financial Research

Vol.28 No.2 pp.195-234

Keyword : Tax Haven, Foreign Investor, Positive Feedback Trading, Price Impact, Volatility

Alternative Investment Portfolio Analysis for the Korean National Pension Fund

Young Kyu Park, Hyunseok Kim, Hyo Keun Joo

Asian Review of Financial Research

Vol.28 No.2 pp.235-267

Keyword : National Pension Fund, Alternative Investments, Asset Allocation, Mean-Variance Model, Black-Litterman Model

Idiosyncratic Risk and Short Sales : Evidence from the Korea Exchange

Pyoung Hoon Chang, Hee-Joon Ahn

Asian Review of Financial Research

Vol.28 No.2 pp.269-307

Keyword : Idiosyncratic Risk, Short Sales, Arbitrage Cost, Investor Type, Informed Trading

How Does Good Corporate Governance Contribute to Firm Value?: Board Independence and Firm's Cash Holdings

Yun-Sik Kang, Chan-Pyo Kook, Jin-Soo Yoon

Asian Review of Financial Research

Vol.28 No.2 pp.309-350

Keyword : Agency Cost, Board Independence, Cash Holdings, Corporate Governance, Firm Value

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