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Commonality in Tail Risk Premia around the World: Kuan-Hui Lee, Shu-Feng Wang; Korean J Financ Stud. 2023;52(6):979-100. Published online December 31, 2023; DOI: https://doi.org/10.26845/KJFS.2023.12.52.6.979; PDF

Is the Overheated Short-selling Stock Designation Regulation Properly Designed? Based on the Clustering Analysis of Overheated Short-selling Stocks: Heeseok Ryou, Taeyeon Kim; Korean J Financ Stud. 2023;52(6):911-945. Published online December 31, 2023; DOI: https://doi.org/10.26845/KJFS.2023.12.52.6.911
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Market Reaction to the Introduction of K-IFRS 1116: Jong-Seo Choi, Jeong-Mo Kim; Korean J Financ Stud. 2022;51(5):571-610. Published online October 31, 2022; DOI: https://doi.org/10.26845/KJFS.2022.10.51.5.571
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The Effects of Investor Sentiment and Limits-to-Arbitrage on the Idiosyncratic Volatility Puzzle: Hoyoung Ryu, Taehyuk Kim, Daesung Jung; Korean J Financ Stud. 2020;49(6):871-911. Published online December 31, 2020; DOI: https://doi.org/10.26845/KJFS.2020.12.49.6.871
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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

Idiosyncratic Kurtosis and the Cross-Section of Stock Returns: Jeewon Jang; Korean J Financ Stud. 2016;45(5):1001-1034. Published online December 31, 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

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

A Study on Price Discounts of H Shares Relative to A Shares in the Chinese Stock Market: Kyung Won Kim, Joon Hwan Choi; Korean J Financ Stud. 2009;38(2):231-255. Published online June 30, 2009; PDF

Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-share Discounts in the Chinese Stock Market: Bong Soo Lee, Oliver Rul, Wen Feng Wu; Korean J Financ Stud. 2008;37(1):1-40. Published online February 28, 2008; PDF

The Effects of Market Liberalizations on Return, Risk, and Co-movement of China`s A- and B-Share Stock Markets: Dar Hsin Chen, Chung Ying Lu; Korean J Financ Stud. 2007;36(5):695-730. Published online October 31, 2007; PDF

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; PDF

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; PDF

Corporate Dividend Policy in Emerging Stock Market Countries: Bop Sik Kang; Korean J Financ Stud. 2004;33(3):189-216. Published online September 30, 2004; PDF

Trading Volume and Lead-Lag Effect in Korean Stock Market: Park Yeong Gyu, Jang Sun Yeong; Korean J Financ Stud. 2003;32(2):105-139. Published online May 31, 2003; PDF

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