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- 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
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- An Empirical Study on the Volatility Forecasts with Regime-Switching GARCH Model in the Korean Stock Market
- Sung Won Hwang, Hyeuk Sun Ryu
- Korean J Financ Stud. 2011;40(1):171-194. Published online February 28, 2011
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- 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
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- The Effect of the Underlying Market Momentum on KOSPI 200 Index Options Market
- Moo Sung Kim, Tae Hun Kang
- Korean J Financ Stud. 2010;39(2):225-265. Published online June 30, 2010
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- Herd Behavior, News, and Volatility in Financial Markets
- Beum Jo Park
- Korean J Financ Stud. 2010;39(1):1-29. Published online March 31, 2010
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- A Study on the Currency Safety Before and After the Sub-Prime Crisis
- Kyu Hyong Kim
- Korean J Financ Stud. 2009;38(1):107-136. Published online March 31, 2009
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- The Function of Intraday Implied Volatility in the KOSPI200 Options
- Sang Soo Kwon, Jae Ha Lee
- Korean J Financ Stud. 2008;37(5):913-948. Published online October 31, 2008
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- Optimal Dynamic Asset Allocation with Capital Gains Taxes and Stochastic Volatility
- Yuan Hung Hsuku
- Korean J Financ Stud. 2008;37(1):77-99. Published online February 28, 2008
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- The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market
- Tai Ma, Ming Hua Hsieh, Jan Hung Chen
- Korean J Financ Stud. 2007;36(6):871-896. Published online December 31, 2007
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- Study on the Dynamic Relationship between the Excess Returns of the Stock Market and Idiosyncratic Volatility and the Information Efficiency
- Sang Bin Lee, Jeong Hun Seo
- Korean J Financ Stud. 2007;36(3):387-423. Published online June 30, 2007
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- The KOSPI200 Implied Volatility Index: Evidence of Regime Switches in Volatility Expectations
- Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
- Korean J Financ Stud. 2007;36(2):163-187. Published online April 30, 2007
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- Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets
- Sang Hoon Kang, Seong Min Yoon
- Korean J Financ Stud. 2006;35(5):175-198. Published online October 31, 2006
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- Weekly Behavior of KOSPI200 Around the Expiration Day of KOSPI200 Derivatives
- Seung Hyun Oh
- Korean J Financ Stud. 2006;35(5):75-108. Published online October 31, 2006
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- On the Usefulness of Risk-Neutral Distribution Implied in the KOSPI 200 Index Option
- Moo Sung Kim, Tae Hun Kang
- Korean J Financ Stud. 2006;35(4):103-142. Published online August 31, 2006
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- The Impact of the Investors` Trading Behavior on the Return and the Volatility in the Recent Korean Stock Market
- Jae Uk Khil, Na Young Kim, Yong Se Sohn
- Korean J Financ Stud. 2006;35(3):77-106. Published online June 30, 2006
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