Korean Journal of Financial Studies

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8 Articles

News Decomposition using Log-Linear Structural VAR Approach - Evidence from Pan-Chinese Stock Markets -: Ming Wu, Ki Yool Ohk, Kwangsoo Ko; Korean J Financ Stud. 2019;48(1):29-50. Published online February 28, 2019; DOI: https://doi.org/10.26845/KJFS.2019.02.48.1.29; PDF

A Reexamination of Bad Beta and Good Beta: Ming Wu, Ki Yool Ohk, Kwangsoo Ko; Korean J Financ Stud. 2017;46(2):275-303. Published online March 31, 2017; DOI: https://doi.org/10.26845/KJFS.2017.03.46.2.275; PDF

Market Anomalies and Multifactor Models:Comparison between the FF Model and the CNZ Model: Minkyu Lee, Ki Yool Ohk; Korean J Financ Stud. 2015;44(5):855-885. Published online December 31, 2015; PDF

Futures Market Information and Trading Behavior: Taewoo Daniel Kim, Ki Yool Ohk; Korean J Financ Stud. 2014;43(2):385-414. Published online April 30, 2014; PDF

Effects of Futures Trading Activities on Spot Market Volatilities: Using Smooth Transition Regression: Ki Yool Ohk, Taewoo Daniel Kim, Kwang Soo Ko; Korean J Financ Stud. 2012;41(4):617-646. Published online September 30, 2012; PDF

Types of Investors` Trading Activities and Stock Market Volatility: Byong Ho Kang, Ki Yool Ohk; Korean J Financ Stud. 2006;35(5):137-174. Published online October 31, 2006; PDF

Measures on unfair trading practices in spot - linked futures trading: Ki Yool Ohk; Korean J Financ Stud. 2001;28(1):419-448. Published online February 28, 2001; PDF

An Empirical Study on the Asymmetric Effect of News on Volatility: Ki Yool Ohk; Korean J Financ Stud. 1997;21(1):295-324. Published online September 30, 1997; PDF

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