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- Testing the Market Timing Theory of Capital Structure: the Effect of Controlling Shareholders
- Jaeuk Khil, Yu Kyung Lee, Eun Jung Lee
- Korean J Financ Stud. 2016;45(2):209-245. Published online April 30, 2016
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- Evaluating the Empirical Performance of Risk-based Portfolio Strategies in the Korean Stock Market
- Soonchae Park, Young Ho Eom, Jaehoon Hahn
- Korean J Financ Stud. 2016;45(2):247-284. Published online April 30, 2016
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- 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
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- A Study on the Effectiveness of Investment Strategy with Governance Rating Factors
- Kyoungwoo Sohn, Youngmin Choi
- Korean J Financ Stud. 2016;45(2):317-342. Published online April 30, 2016
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- The Performance Comparison between the Black-Litterman Mean-Variance and Copula-Opinion-Pooling Model
- Jae Jin Park
- Korean J Financ Stud. 2016;45(2):343-378. Published online April 30, 2016
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- The Announcement Effect of Seasoned Equity Offerings: A Re-examination
- Pyung Sig Yoon
- Korean J Financ Stud. 2016;45(2):379-415. Published online April 30, 2016
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- Ownership Changes and Market Reaction around Lock-up Expiration
- Seok Kim, Sang Gyung Jun
- Korean J Financ Stud. 2016;45(2):417-446. Published online April 30, 2016
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- The Empirical Investigation of the Term Structure of Corporate CDS Spreads
- Jungmu Kim, Doojin Ryu, Yuen Jung Park
- Korean J Financ Stud. 2016;45(2):447-475. Published online April 30, 2016
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