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- Performance of Long-Term KOSPI200 Returns Volatility Forecast Using Markov Switching Multifractal Model
- Sang-heon Lee, Myung-jig Kim
- Korean J Financ Stud. 2016;45(4):773-810. Published online September 30, 2016
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- An Empirical Study on Predictability of Return Dispersion
- Hyunsik Kim, Hyeongjun Kim, Hoon Cho
- Korean J Financ Stud. 2016;45(2):285-316. Published online April 30, 2016
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- 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
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- Roll-Over Parameters and Option Pricing
- Sol Kim
- Korean J Financ Stud. 2015;44(4):691-727. Published online September 30, 2015
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- Does the Difference of Implied Volatility over Historical Volatility Affect ELW Returns? A Korean Evidence
- Jangkoo Kang, Jongho Kang, Soonhee Lee
- Korean J Financ Stud. 2015;44(4):615-636. Published online September 30, 2015
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- Structural Changes in Investors` Trading Behaviors and Impact of Program Trading after the Tax Policy Change: Empirical Evidence from the KOSPI Market
- Yong Jun Yang, Yeon Sik Jang
- Korean J Financ Stud. 2015;44(2):413-444. Published online April 30, 2015
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- A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets
- Cheol Jun Eom, Woo Baik Lee, Rae Soo Park, Uk Chang, Jong Won Park
- Korean J Financ Stud. 2014;43(4):753-784. Published online September 30, 2014
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- Low Volatility Anomaly and Its Profitability in Korean Stock Markets
- Bong Chan Kho, Jin Woo Kim
- Korean J Financ Stud. 2014;43(3):573-603. Published online June 30, 2014
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- The Volatility Transmission between the Korean and US Financial Markets
- Myeong Hoon Yeom, Jae Seung Baek, Doo Jin Ryu
- Korean J Financ Stud. 2014;43(1):213-236. Published online February 28, 2014
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- The Impact of Systematic Risk on the Price Structure of Individual Equity Options in the Korean Market
- Yuen Jung Park
- Korean J Financ Stud. 2012;41(4):589-615. Published online September 30, 2012
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- A Study on Asymmetric Herding and Volatility in Stock Markets
- Beum Jo Park
- Korean J Financ Stud. 2012;41(3):373-391. Published online June 30, 2012
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- On the Efficacy of Model Specifications in the Term Structure of Interest Rates
- Jeong Min Park, Tae Hyung Kim, Jae Ho Cho
- Korean J Financ Stud. 2012;41(2):263-308. Published online April 30, 2012
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- Forecasting the Jumps of Stock Index Using Volatility Skew
- Sol Kim, Hye Hyun Park
- Korean J Financ Stud. 2012;41(2):189-231. Published online April 30, 2012
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- Utilization of Volatility for ELW LP Evaluation System
- Young Soo Choi, Sang Lyong Joo, Won Chang Lee
- Korean J Financ Stud. 2012;41(1):125-151. Published online February 28, 2012
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- A Study on the Determinants of Individual Stock Liquidity in the Liquidity Dry-up Period: The Case of the Korean Stock Market
- Cheol Won Yang
- Korean J Financ Stud. 2011;40(4):673-712. Published online September 30, 2011
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