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On the Idiosyncratic Volatility and Heteroscedasticity in Stock Return Data: Woongki Lee; Korean J Financ Stud. 2018;47(6):947-975. Published online December 31, 2018; DOI: https://doi.org/10.26845/KJFS.2018.12.47.6.947; PDF

KOSPI200 Past Return, Volatility, Skewness and Mispricing of KOSPI200 Futures : Using KOSPI200 Index Implied by KOSPI200 Futures: Suhkyong Kim; Korean J Financ Stud. 2018;47(6):925-945. Published online December 31, 2018; DOI: https://doi.org/10.26845/KJFS.2018.12.47.6.925; PDF

Robustness of Idiosyncratic Volatility Puzzle in the Korean Stock Market: Youngkyung Ok, Seungcheol An, Jungmu Kim; Korean J Financ Stud. 2018;47(4):635-671. Published online August 31, 2018; DOI: https://doi.org/10.26845/KJFS.2018.08.47.4.635
Cited By 2; PDF

Cross-Sectional Mispricing and Idiosyncratic Volatility : A New Approach: Cheoljun Eom; Korean J Financ Stud. 2018;47(3):471-503. Published online June 30, 2018; DOI: https://doi.org/10.26845/KJFS.2018.06.47.3.471
Cited By 3; PDF

An Empirical Study on the Accrual and Investment Anomalies and Return Dispersion in the Korean Stock Market: Kyung-Joon Lee, Hyunsik Kim, Hoon Cho; Korean J Financ Stud. 2017;46(5):1121-1155. Published online December 31, 2017; DOI: https://doi.org/10.26845/KJFS.2017.12.46.5.112; PDF

The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market: Dowan Kim, Baeho Kim; Korean J Financ Stud. 2017;46(5):1001-1032. Published online December 31, 2017; DOI: https://doi.org/10.26845/KJFS.2017.12.46.5.100; PDF

Directors` and Officers` Liability Insurance and Corporate Risk-Taking: Byungmo Kim, Joon Ho Hwang; Korean J Financ Stud. 2016;45(5):1167-1197. Published online December 31, 2016; PDF

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; PDF

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; 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

Roll-Over Parameters and Option Pricing: Sol Kim; Korean J Financ Stud. 2015;44(4):691-727. Published online September 30, 2015; PDF

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; PDF

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; PDF

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; PDF

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; PDF

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