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Article

December 31, 2022


Does Bitcoin Contribute to Portfolio Performance?
Byounghyo Lim, Sol Kim, Ingoo Han
Korean J Financ Stud. 2022;51(6):665-692.

This study analyzes the role of Bitcoin as an investment asset in a global multi-asset portfolio. For portfolio construction, we use a risk-based portfolio strategy that excludes estimates of future...

Article

December 31, 2022


Left-Tail Momentum of Korean Stock Markets
Cheoljun Eom, Yunsung Eom, Jong Won Park
Korean J Financ Stud. 2022;51(6):693-728.

This study examines the relationship between left-tail risk and stock return in the Korean stock markets and ascertains whether there is a left-tail momentum phenomenon in which stocks with high...

Article

December 31, 2022


Target Date Funds: Current Status and Issues
Heejin Park
Korean J Financ Stud. 2022;51(6):729-754.

Target date funds (TDFs) have their portfolios periodically adjusted according to the retirement dates of fund subscribers and are generally composed of several funds. TDFs attract attention in the recent...

Article

December 31, 2022


Utilization of Weekly Options for the Improvement of the Volatility Index
Tae Hun Kang
Korean J Financ Stud. 2022;51(6):755-785.

As the liquidity of KOSPI 200 index options is concentrated on the nearest expiration contract, the V-KOSPI 200 index, which is based on near- and next-term months options, fluctuates abnormally,...

Article

December 31, 2022


Effect of Treasury Shares on Firm Value: Evidence from Korea
Woojin Kim, Jieun Im
Korean J Financ Stud. 2022;51(6):787-819.

This study examines how treasury shares held by Korea’s publicly traded firms may affect firm value. Unlike in the U.S., where repurchased shares are immediately subtracted from market capitalization, and...

Article

December 31, 2022


Cost Sensitivity Analysis on Merchant Discount Rates
Yoonseo Jo, Kaun Y. Lee
Korean J Financ Stud. 2022;51(6):821-851.

Credit card companies provide payment services between merchants and members (i.e., cardholders) and charge merchant discount rates and annual membership fees, respectively. There is a discriminatory price structure in which...
Current Issue
Volume 51(6); Dec 2022
Effect of ESG Activities and Firm’s Financial Characteristics
Won Kang, Mookwon Jung
Korean J Financ Stud. 2020;49(5):681-707.

Article

October 31, 2020
The Announcement Effects of Convertible Bond Issuances and Refixing Conversion Prices
Pyung Sig Yoon
Korean J Financ Stud. 2020;49(2):285-312.

Article

April 30, 2020
Air Pollution, Stock Return, and Volatility: Evidence from Korean Stock Markets
Taekyung Kim, Shiyong Yoo
Korean J Financ Stud. 2020;49(3):375-413.

Article

June 30, 2020
The Impact of the Public Fund Securities Transaction Tax Exemption on Arbitrage Trading
Woo Baik Lee, Jong Won Park
Korean J Financ Stud. 2020;49(1):1-39.

Article

February 29, 2020
Formulation of Effective Regulations to Protect Financial Consumers from the Sale of High-risk Financial Products
Sehoon Kwon, Juil Ban
Korean J Financ Stud. 2022;51(1):63-95.

Article

February 23, 2022
Is There an Issuance Premium for SRI Bonds?: Evidence from the Periods Before and After the COVID-19 Outbreak
Hak-Kyum Kim, Hee-Joon Ahn
Korean J Financ Stud. 2021;50(4):369-409.

Article

August 20, 2021
A Study of the Performance of Option Strategy Benchmark Index in Global Option Markets
Byung Jin Kang, Cheoljun Eom, Woo Baik Lee, et al.
Korean J Financ Stud. 2021;50(4):439-472.

Article

August 20, 2021
Problems of Private Equity Placements in South Korea and Suggestions for Amendable Measures
Jae Hyun Gwon
Korean J Financ Stud. 2021;50(2):171-200.

Article

April 29, 2021
Korean Firms’ Share Repurchase Activities: Firm Characteristics, Financing and Investment
Jin Park, Hyunseok Kim, Jungwon Suh
Korean J Financ Stud. 2020;49(5):643-679.

Article

October 31, 2020
The Effect of Pension Fund Activism on the Stock Market and the Role of Media: Evidence from Korea
Kyung Ryang Ko, Woojin Kim
Korean J Financ Stud. 2020;49(4):489-513.

Article

August 28, 2020
Daily Winners and Losers in the Korean Stock Market
Jangkoo Kang, Jaesun Yun
Korean J Financ Stud. 2020;49(4):565-588.

Article

August 28, 2020
Investor Attention, Market Dynamics, and Momentum in the Korean Stock Market
Cheoljun Eom, Uk Chang, Byung Jin Kang, et al.
Korean J Financ Stud. 2020;49(4):589-641.

Article

August 28, 2020
Does Value Averaging Strategy Improve Investment Performance? Evidence from the Korean Fund Market
Hyuk Choe, Ju Il Ban
Korean J Financ Stud. 2020;49(3):313-340.

Article

June 30, 2020
Price Adjustments on Ex-Right Dates in Cases of Right Offerings
Pyung Sig Yoon
Korean J Financ Stud. 2020;49(3):415-445.

Article

June 30, 2020
Performance of Private Equity Funds in Korea
Kibeum Bae, Junesuh Yi
Korean J Financ Stud. 2020;49(2):163-187.

Article

April 30, 2020
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