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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / November 2017 Vol. 30 No. 4

The Effect of Financial Constraints on Stock Returns in Korea

Byeung-Joo Lee, Dongcheol Kim

Asian Review of Financial Research

Vol.30 No.4 pp.395-432

Keyword : Financial Constraints, Systematic Risk, Stock Returns In The Korean Stock Market, Factor Portfolios, Abnormal Returns

Can Trading Restrictions Explain the Performance of Free-Bonus Issues?

Eunyoung Cho, Cheol-Won Yang

Asian Review of Financial Research

Vol.30 No.4 pp.433-459

Keyword : Free Bonus Issues, Abnormal Return, Trading Restriction, Bonus Ratio, Market Friction

Investment Risk and Disposition Effect: Evidence from the Trading Behavior of Institutional Investors in Korea

Hyunnam Song, Jinho Jeong

Asian Review of Financial Research

Vol.30 No.4 pp.461-478

Keyword : Disposition Effect, Fund Risk, Reference Point, Holding Period, Global Financial Crisis

An Empirical Study of Cumulative Prospect Theory in the Korean Stock Market

Tae-Jin Kim, Hyun-Sik Kim, Hoon Cho

Asian Review of Financial Research

Vol.30 No.4 pp.479-517

Keyword : Cumulative Prospect Theory, Probability Weighting, Lottery Preference, Skewness Preference, Behavior-Finance

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