Korean Journal of Financial Studies

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6 Articles

Dynamic-Price-Range Volatility Interruptions on the KRX: Characteristics, Price Stabilization, and Price Discovery: Kyong Shik Eom, Sung Chae Ra, Jong Ho Park, Ilchan Ahn; Korean J Financ Stud. 2015;44(5):1065-1090. Published online December 31, 2015; PDF

The Policy Effectiveness of Back-Door Listing from a Market Viewpoint: A Case of the Regulatory Change in KOSDAQ in 2006: Kyong Shik Eom, Jong Ho Park, Jin Ho Lee; Korean J Financ Stud. 2011;40(1):141-170. Published online February 28, 2011; PDF

The Usefulness of PIN as a Measurement for Private-Information Risk in Korean Stock Markets: Jong Ho Park, Kyong Shik Eom; Korean J Financ Stud. 2008;37(3):501-536. Published online June 30, 2008; PDF

Market Efficiency in KOSDAQ: A Volatility Comparison between Main Boards and New Markets Using a Permanent and Transitory Component Model: Jong Ho Park, Sang Koo Nam, Kyong Shik Eom; Korean J Financ Stud. 2007;36(4):533-566. Published online August 31, 2007; PDF

Positive Autocorrelation of Portfolio Returns in the Korean Stock Markets: Nonsynchronous Trading Effect vs. Partial Price Adjustment: Jong Ho Park, Kyong Shik Eom; Korean J Financ Stud. 2005;34(2):33-77. Published online May 31, 2005; PDF

Is the Credit Balance in Margin Account a Predictor of the Stock Price Index?: Sang Koo Nam, Jong Ho Park; Korean J Financ Stud. 1996;19(1):27-51. Published online September 30, 1996; PDF

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