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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / May 2017 Vol. 30 No. 2

Static-Price-Range Volatility Interruptions on the KRX : Characteristics, Price Stabilization, and Price Discovery

Ilchan Ahn, Sung Chae La, Jong-Ho Park, Kyong Shik Eom

Asian Review of Financial Research

Vol.30 No.2 pp.103-142

Keyword : Static Volatility Interruption (VI), Dynamic VI, Price Limit, Price Stabilization, Price Discovery

Bi-directional Analysis of Short Selling Activities before Analyst Recommendation Changes

Tae-Jun Park, Pyoung-Hoon Chang

Asian Review of Financial Research

Vol.30 No.2 pp.143-180

Keyword : Short Selling, Informed Front-Running Hypothesis, Informed Trading, Analyst Downgrades, Analyst Upgrades

External Shocks and the Heterogeneous Autoregressive Model of Realized Volatility

Cheoljun Eom, Uk Chang, Jong Won Park

Asian Review of Financial Research

Vol.30 No.2 pp.181-216

Keyword : External shocks, Realized Volatility, Heterogenous Autoregressive Model of Realized Volatility, Principal Component Analysis, In-Sample and Out-of-Sample

Discretionary Consumption and the Equity Premium : Evidence from Korea

Jaehoon Hahn, Yong Joo Kang, Yuna Sohn

Asian Review of Financial Research

Vol.30 No.2 pp.217-236

Keyword : Coefficient of Relative Risk Aversion, Equity Premium Puzzle, Discretionary Consumption, Luxury Goods, Method of Moments

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