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Asiasn review of Financial research

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Asian Review of Financial Research / August 2017 Vol. 30 No. 3

The Effect of Capital Gains Taxes on KOSPI 200 Derivatives Markets

Byoung Hyun Jeon, Sun-Joong Yoon

Asian Review of Financial Research

Vol.30 No.3 pp.237-275

Keyword : Capital Gains Tax, KOSPI 200 Index Derivatives, Market Efficiency, Difference-In-Difference Method

The Effects of an Increase in the KOSPI200 Options Multiplier on Efficiency in Information Transfers between the Korea Exchange and the Eurex Exchange

Hak Kyum Kim, Hee-Joon Ahn

Asian Review of Financial Research

Vol.30 No.3 pp.277-315

Keyword : KOSPI 200 Options, Option Multiplier, Korea Exchange, Eurex Global Market, Different Investor Types, Information Transfer

Price Momentum Anomaly Revisited : Evidence in the Korean Stock Market

Jeewon Jang

Asian Review of Financial Research

Vol.30 No.3 pp.317-359

Keyword : Momentum, Intermediate Horizon Past Returns, Anomaly, Cross-Section Of Stock Returns, Korean Stock Market

Dynamic Style Allocation Under the Regime Shifts : Value vs Growth

Joon-Haeng Lee, Ryumi Kim

Asian Review of Financial Research

Vol.30 No.3 pp.361-393

Keyword : Regime Switching Model, Style Allocation, Smoothed Probability, Recursive Filtered Probability, Value Premium

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