Korean Journal of Financial Studies

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Article

June 30, 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.

This study analyzes whether a value averaging (VA) strategy, which adjusts the amount of investment each period to achieve the target amount of investment in risk assets, as a modified...

Article

June 30, 2020

What is Wrong with Convertible Bonds that Provide Call Options to Third Parties?

Pyung Sig Yoon

Korean J Financ Stud. 2020;49(3):341-374.

Callable convertible bonds (CBs) that provide call options to third parties but are not used in major economies have been issued since issuances of detachable privately placed bonds with warrants...

Article

June 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.

This study analyzes the direct and indirect effects of air pollution on the return and volatility of the KOSPI index through the trading ratio by investor type. The main results...

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.

Using a sample of 618 right offerings made between 2004 and 2016, this study analyzes price adjustments on ex-right dates. The major results are as follows. First, as the ratio...

Article

June 30, 2020

Financial Conglomerate Affiliation, Insurance Companies’ Performance, and Risk

Minhyuk Kim

Korean J Financ Stud. 2020;49(3):447-488.

This study analyzes the relationship between financial conglomerate affiliation, insurance companies’ performance, and risk. For verification, a univariate analysis was conducted using a propensity score matching technique and an ordinary...

Current Issue: Volume 49(3); Jun 2020

An Empirical Study on Resale and Retirement of Treasury Shares: Evidence from Korea Woojin Kim, Jieun Lim Korean J Financ Stud. 2017;46(1):35-60. February 28, 2017 Cited By 2 PDF	Motivation of Short-Selling in KOSPI and KOSDAQ Market Min Cheol Woo, Meong Ae Kim Korean J Financ Stud. 2017;46(1):159-186. February 28, 2017 Cited By 2 PDF
Investors Already Know what Controlling Shareholders will do this Summer - A Study on the Conflicts of Interests between Controlling Shareholders and Minority Shareholders in Affiliated Mergers - Kung Suh Park, Chan Shik Jung, Sun Min Kim Korean J Financ Stud. 2018;47(5):741-777. October 31, 2018 Cited By 1 PDF	Liquidity Provider and Pricing Error in KOSPI200 ETF Dowan Kim Korean J Financ Stud. 2018;47(4):579-605. August 31, 2018 Cited By 1 PDF
Robustness of Idiosyncratic Volatility Puzzle in the Korean Stock Market Youngkyung Ok, Seungcheol An, Jungmu Kim Korean J Financ Stud. 2018;47(4):635-671. August 31, 2018 Cited By 1 PDF	The Effect of Portfolio Composition on the Pricing Efficiency of Exchange Traded Funds Soojung Kim, Hyung-Suk Choi Korean J Financ Stud. 2018;47(1):1-25. February 28, 2018 Cited By 1 PDF
Pricing a Defaultable Convertible Bond by Simulation Keehwan Park, Mookwon Jung, Sangki Lee Korean J Financ Stud. 2017;46(4):947-965. September 30, 2017 Cited By 1 PDF	Dark Side of Venture Capital Investment in IPOs Seok Kim, Sang-Gyung Jun Korean J Financ Stud. 2017;46(3):559-589. June 30, 2017 Cited By 1 PDF
The Effect of Securities Transaction Tax on Arbitrage Markets: Evidences from the Korean Securities Markets Woo-baik Lee, Min-cheol Woo, Jong Won Park Korean J Financ Stud. 2017;46(2):459-496. March 31, 2017 Cited By 1 PDF	Fund manager`s Characteristics and Investment Behavior: The Effect of Individual Characteristics on the Performance Persistency, Investment Style and Risk Hwan Young Yeo, Young Kyu Park, Hyo Keun Joo Korean J Financ Stud. 2017;46(2):497-522. March 31, 2017 Cited By 1 PDF
Performance Analyses of Private Funds: From an Alternative Investment Perspective Junesuh Yi Korean J Financ Stud. 2017;46(1):187-216. February 28, 2017 Cited By 1 PDF	Household Debt and Consumption: Empirical Analyses and Financial Policy Implications Hyein Shim, Doojin Ryu Korean J Financ Stud. 2017;46(1):249-273. February 28, 2017 Cited By 1 PDF

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