Korean J Financ Stud Search

CLOSE


Search

  • HOME
  • Search
An Empirical Analysis on the Trading Behavior after Increase of Multiplier for KOSPI200 Options
Woo Baik Lee
Korean J Financ Stud. 2014;43(1):237-277.   Published online February 28, 2014
PDF    
Principal-Protected ESOP for Diversifying Employees` Financial Risks
Hyoung Tae Kim, Hong Sun Song, Hyo Seob Lee
Korean J Financ Stud. 2013;42(1):263-284.   Published online February 28, 2013
PDF    
The Dynamics of Market Information, Equity Fund Returns, and Its Cash Flows: Individual Fund Level Analysis Using Structural Vector Auto-Regression
Kwang Soo Ko, Mi Youn Paek, Yeon Jeong Ha
Korean J Financ Stud. 2011;40(4):609-643.   Published online September 30, 2011
PDF    
The Relationship between Idiosyncratic Volatility and Expected Returns in the Korea Stock Markets
Tae Hyuk Kim, Young Tae Byun
Korean J Financ Stud. 2011;40(3):525-550.   Published online June 30, 2011
PDF    
Changes in Trading Activities Following Stock Splits: Evidence from the Korean Stock Market
Jin Woo Park, Kyoung Soon Kim, Jin Hwon Lee
Korean J Financ Stud. 2010;39(4):545-571.   Published online December 31, 2010
PDF    
The Causal Relationship between Stock Price and Short Sales: Evidence from the Korean Stock Market
June Suh Yi, Ki Beom Binh, Gwang Ik Jang
Korean J Financ Stud. 2010;39(3):449-489.   Published online September 30, 2010
PDF    
Intertemporal Capital Asset Pricing Model with Vasicek Variable: Theory and Evidence
Jong Ryong Lee
Korean J Financ Stud. 2009;38(2):207-229.   Published online June 30, 2009
PDF    
Model Selection for Estimating Portfolio VaR in Korean Stock Market
Sang Jin Lee, Ki Beom Binh
Korean J Financ Stud. 2008;37(5):877-912.   Published online October 31, 2008
PDF    
Comparisons of Information Asymmetry Measures in the Korean Stock Market
Hyuk Choe, Cheol Won Yang
Korean J Financ Stud. 2006;35(5):1-44.   Published online October 31, 2006
PDF    
Comparative Analysis of Portfolio Risk Measures based on EVT-Copula Approach during Financial Crises
Se Kyung Oh, Seong Ju Moon
Korean J Financ Stud. 2006;35(3):175-205.   Published online June 30, 2006
PDF    
Interaction of Momentum Returns in Stock and Bond Markets in Korea
Kho Bong Chan
Korean J Financ Stud. 2006;35(1):103-133.   Published online February 28, 2006
PDF    
Market Equilibrium in the Capital Asset Pricing Model:Heterogeneous Expectations
Won Dong Chul, Jong-Bom Chay
Korean J Financ Stud. 2006;35(1):41-68.   Published online February 28, 2006
PDF    
Optimal Bond Portfolio under the BIS Rule and Optimization of Credit Risk
Myung Jig Kim, Soon Jae Park
Korean J Financ Stud. 2005;34(2):123-152.   Published online May 31, 2005
PDF    
Can Behavioral Models Explain the Behavior of Korean Stock Prices?
Jae Uk Khil, Bong Soo Lee
Korean J Financ Stud. 2004;33(4):247-276.   Published online December 31, 2004
PDF    
Conditional Value-at-Risk Approach in the Portfolio Optimization
Kim Jin Ho, Kim Yun Jeon
Korean J Financ Stud. 2003;32(3):133-165.   Published online September 30, 2003
PDF    
  • SCImago Journal & Country Rank


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2024 by Korean Securities Association.

Developed in M2PI

Close layer
prev next