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Asiasn review of Financial research

Past Issues

HOMEPast Issues Past Issues

Asian Review of Financial Research / February 2020 Vol. 33 No. 1

Fund Runs and Market Frictions

Kyoungwon Seo

Asian Review of Financial Research

Vol.33 No.1 pp.1-14

Keyword : Fund Run, Arbitrageurs, Discount Factor, Financial Crisis, Mispricing

Ambiguity Premium and Expected Return

Yu Kyung Lee, Eun Jung Lee, Joon Chae

Asian Review of Financial Research

Vol.33 No.1 pp.15-60

Keyword : Ambiguity, Distribution uncertainty, Expected return, Kolmogorov-Smirnov statistic, Kuiper statistic

Impact of Investor Sentiment on the Cross-section of Stock Returns

Hyo-jeong Lee

Asian Review of Financial Research

Vol.33 No.1 pp.61-95

Keyword : Behavioral Finance, Investor sentiment, Sentiment beta, Sensitivity, Cross- sectional Analysis

A Re-examination of the Equity Premium Puzzle and the Risk-Free Rate Puzzle in Korea

Min-Jik Kim, Jaeho Cho

Asian Review of Financial Research

Vol.33 No.1 pp.97-144

Keyword : Equity Premium Puzzle, Risk-free Rate Puzzle, Time-additive Expected Utility Function, Non-expected Utility function, Habit Formation Utility Function

The Effect of Subordinated Debt Issuance on Commercial Bank Profitability and Insolvency Risk

Jinyoung Yu, Doojin Ryu

Asian Review of Financial Research

Vol.33 No.1 pp.145-180

Keyword : Z-score,Basel Ⅲ, Commercial banks, Panel data regression, Profitability, Subordinated debts, Z-Score

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