 |
 |
Previous issues
- Page Path
-
- HOME
- BROWSE ARTICLES
- Previous issue
|
- A Study on the Empirical Performance of GARCH-type Models in the KOSPI 200 Options Market
- Jang Koo Kang, Doo Jin Ryu
- Korean J Financ Stud. 2009;38(2):137-176. Published online June 30, 2009
-
- International Comparison of Forecasting Reactions of Stock Prices to Contemporaneous Global Shocks
- Yun Yeong Kim
- Korean J Financ Stud. 2009;38(2):177-205. Published online June 30, 2009
-
- Intertemporal Capital Asset Pricing Model with Vasicek Variable: Theory and Evidence
- Jong Ryong Lee
- Korean J Financ Stud. 2009;38(2):207-229. Published online June 30, 2009
-
- 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
-
- Agency Costs of Related Party Transactions in the Internal Markets
- Won Heum Lee
- Korean J Financ Stud. 2009;38(2):257-288. Published online June 30, 2009
-
- 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.
