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Listing of Preemptive Right Certificates and Arbitrage Opportunities
Pyung Sig Yoon
Korean J Financ Stud. 2019;48(3):343-370.   Published online June 30, 2019
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Effects of Limits-to-Arbitrage on Post Earnings Announcement Drift
Byeung-Joo Lee, Dongcheol Kim, Kyung Jin Choi
Korean J Financ Stud. 2018;47(4):673-707.   Published online August 31, 2018
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The Effect of Securities Transaction Tax on Arbitrage Markets: Evidences from the Korean Securities Markets
Woo-baik Lee, Min-cheol Woo, Jong Won Park
Korean J Financ Stud. 2017;46(2):459-496.   Published online March 31, 2017
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The Information Convergence Processes between KOSPI 200 Index Call and Put Options
Tae Hun Kang
Korean J Financ Stud. 2016;45(3):603-629.   Published online June 30, 2016
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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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Corporate Governance and Depositary Receipts: Evidence from Korean Stock Listings
Joung Hwa Choi, Moon Sub Choi
Korean J Financ Stud. 2015;44(2):343-371.   Published online April 30, 2015
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Market Integration Diagnosis and Market Spanning Test by No Arbitrage Principle
Bong Joon Kim
Korean J Financ Stud. 2014;43(5):937-970.   Published online December 31, 2014
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The Behavior and Performance of Individual High Frequency Traders on the Korea Stock Market
Min Cheol Woo, Woo Baik Lee
Korean J Financ Stud. 2014;43(5):847-878.   Published online December 31, 2014
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A Study on the Arbitrage Transaction Profitability Using Exchange Traded Fund
Seok Kyu Kang
Korean J Financ Stud. 2013;42(3):619-637.   Published online June 30, 2013
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A Performance Evaluation of Stock Mutual Funds by No Arbitrage and No Good Deal Bounds
Bong Joon Kim, Hank Yung Lee
Korean J Financ Stud. 2013;42(2):421-460.   Published online April 30, 2013
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Analysis of Day Trading Strategy on the ETF Market
Min Cheol Woo, Hyuk Choe
Korean J Financ Stud. 2012;41(5):677-704.   Published online December 31, 2012
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Analysis of Arbitrage Anomaly in the Won/Dollar Exchange Market: An Empirical Investigation and Policy Implications
Sang Dai Ryoo
Korean J Financ Stud. 2011;40(1):195-218.   Published online February 28, 2011
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An Empirical Study of KRW Interest Rate Swap Market: Focused on "Mispricing" Compared to Theoretical Fair IRS Rates and Arbitrage Opportunities
Han Bok Choi, Bon Il Ku, Young Ho Eom
Korean J Financ Stud. 2010;39(1):59-101.   Published online March 31, 2010
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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
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Arbitrage in the Korean EFT Markets: ETF versus NAV
Jae Ha Lee, Jang Pyo Hong
Korean J Financ Stud. 2004;33(3):49-93.   Published online September 30, 2004
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