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Asiasn review of Financial research

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Asian Review of Financial Research / November 2015 Vol. 28 No. 4

Analysis of the Relation between Short Selling and Stock Return Volatility

Shiyong Yoo

Asian Review of Financial Research

Vol.28 No.4 pp.513-549

Keyword : Short Selling, Volatility, Individual Investors, Foreign Investors, Institutional Investors

The Random-End Trading Mechanism on the KRX : Characteristics, Price Stabilization, and the Relation to Spoofing Orders

Kyong Shik Eom, Jong-Ho Park

Asian Review of Financial Research

Vol.28 No.4 pp.551-588

Keyword : Random-End Trading Mechanism, Call Auction, Price Discovery, Price Stabilization, Spoofing Orders

On the Relationship between Leverage Constraints and Stock Returns : An Empirical Investigation using the “Betting against Beta” Factor in Korea

Taehyung Kim, Jaehoon Hahn

Asian Review of Financial Research

Vol.28 No.4 pp.589-624

Keyword : CAPM, Leverage Constraints, Margin Requirements, CAPM, Beta, Alpha

An Evaluation of Bankruptcy Prediction Models Using Accounting and Market Information in Korea

Inro Lee, Dongcheol Kim

Asian Review of Financial Research

Vol.28 No.4 pp.625-665

Keyword : Bankruptcy Prediction Model, Accounting-Based Model, Market-Based Model, Hazard Model, Out-of-Sample Prediction Power

Institutional and Foreign Investors' Sale of a Portion of Their Stocks As a “Kick-in-the-Pants” for Management

Kang Heum Yon, Hanna Kim

Asian Review of Financial Research

Vol.28 No.4 pp.667-696

Keyword : Institutional and Foreign Investors, Shareholder Activism, Wall Street Rule, Agency Cost, Monitoring Effect

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