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Volume 38(2); 2009
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
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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
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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
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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
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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
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