Korean J Financ Stud Search

CLOSE


Search

  • HOME
  • Search
Accrual Anomaly and Arbitrage Trading Opportunity
Bong Chan Kho, Jin Woo Kim
Korean J Financ Stud. 2009;38(1):77-105.   Published online March 31, 2009
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    
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    
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    
  • 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 © 2025 by Korean Securities Association.

Developed in M2PI

Close layer
prev next