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Article

February 28, 2021


Price Movements around Short Covering Trades
Hyuk Choe, Hyo-Jeong Lee
Korean J Financ Stud. 2021;50(1):1-31.

Using reported large short position data from Korea stock market, we studied stock price movements around the short covering trades. We found a significant negative relationship between the short covering...

Article

February 28, 2021


Empirical Investigation of the Relationship between Continuing Overreaction and Stock Returns
Somyung Kim, Kiyool Ohk
Korean J Financ Stud. 2021;50(1):33-71.

This study investigates the relationship between continuing overreaction (CO) and future stock returns in the Korean stock market. Investors’ overconfidence and biased self-attribution explain the stock market’s underreaction and overreaction....

Article

February 28, 2021


Business Entertainment Expenditure and Stock Price Crashes: The Agency Problem Perspective
Yu Kyung Lee
Korean J Financ Stud. 2021;50(1):73-111.

This study examines the effects of corporate entertainment expenditure on stock price crashes. From the trust-building perspective, the formation of relationships through spending on entertainment increases information transparency, increases information...

Article

February 28, 2021


Optimal Asset Allocation of Pension Funds under a Value-at-Risk Constraint
Jiwon Chae, Bong-Gyu Jang
Korean J Financ Stud. 2021;50(1):113-134.

Pension funds must consider both liabilities and assets simultaneously from the perspective of Asset-Liability Management (ALM) to ensure financial soundness. In the context of such ALM schemes, this study presents...
Current Issue
Volume 50(1); Feb 2021
Price Movements around Short Covering Trades
Hyuk Choe, Hyo-Jeong Lee
Korean J Financ Stud. 2021;50(1):1-31.

Article

February 28, 2021
Empirical Investigation of the Relationship between Continuing Overreaction and Stock Returns
Somyung Kim, Kiyool Ohk
Korean J Financ Stud. 2021;50(1):33-71.

Article

February 28, 2021
Business Entertainment Expenditure and Stock Price Crashes: The Agency Problem Perspective
Yu Kyung Lee
Korean J Financ Stud. 2021;50(1):73-111.

Article

February 28, 2021
Optimal Asset Allocation of Pension Funds under a Value-at-Risk Constraint
Jiwon Chae, Bong-Gyu Jang
Korean J Financ Stud. 2021;50(1):113-134.

Article

February 28, 2021
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