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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / February 2017 Vol. 30 No. 1

Systematic Volatility, Idiosyncratic Volatility, and Liquidity : Evidence from the Korean Stock Market

Hee-Joon Ahn, Hyung Chul Lee

Asian Review of Financial Research

Vol.30 No.1 pp.1-32

Keyword : Idiosyncratic Volatility, Systematic Volatility, Return Synchronicity, Liquidity, Adverse Selection Risks

Tax Expense Momentum : Anomaly or Risk?

Young Jun Kim, Hyoung-Goo Kang, Sewon Kwon

Asian Review of Financial Research

Vol.30 No.1 pp.33-45

Keyword : Tax Expense Momentum, Tax Expense Surprise, Risk, Anomaly

When Does Insider Sales Predict a Crash?

Eunyoung Cho, Jongoh Kim, Woojin Kim

Asian Review of Financial Research

Vol.30 No.1 pp.47-68

Keyword : Insider Trading, Litigation Risk, Crash, Capital Market Act, Korea

A Comparison of the Performance Attribution for Active/Passive Management : An Empirical Study of Four Countries from an Asset Allocation Perspective

Kwangnam Kim, Taeyong Kim, Jiyeon Lee, Chaerin Kim

Asian Review of Financial Research

Vol.30 No.1 pp.69-102

Keyword : Asset Allocation, Performance, Passive Management, Active Management, Attribution Analysis

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