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10 Articles

A Korean Private Capital Market : An Exploratory Study from a Market Macrostructure Perspective: Hyung Cheol Kang, Kyong Shik Eom, Ji Hye Lee, Jinho Lee; Korean J Financ Stud. 2017;46(3):649-685. Published online June 30, 2017; DOI: https://doi.org/10.26845/KJFS.2017.06.46.3.649; PDF

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

Can a "Limitedly-Induced" Analyst Report Make a Contribution to Reduction in the Market`s Asymmetric Information Evidence from the KRX Research Project: Kyung Yoon Kwon, Yujin Yang, Kyong Shik Eom; Korean J Financ Stud. 2015;44(3):485-515. Published online June 30, 2015; PDF

Return Distributions of KOSPI200 Index ETFs and Investors' Limited Attention: Kyong Shik Eom, Jongho Park; Korean J Financ Stud. 2014;43(3):633-656. Published online June 30, 2014; 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

Trading Intensity and Informational Effect of Trades in the Won/Dollar FX Market: Event Uncertainty Hypothesis vs. Hot Potato Hypothesis: Jung Hoon Seon, Kyong Shik Eom; Korean J Financ Stud. 2006;35(6):77-102. Published online December 31, 2006; 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

Liquidity Commonality on the Korea Stock Exchange: Jung Hoon Seon, Kyong Shik Eom, Sang Buhm Hahn; Korean J Financ Stud. 2005;34(1):129-163. Published online February 28, 2005; PDF

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