Korean J Financ Stud Search

CLOSE


Search

  • HOME
  • Search
Study on the Dynamic Relationship between the Excess Returns of the Stock Market and Idiosyncratic Volatility and the Information Efficiency
Sang Bin Lee, Jeong Hun Seo
Korean J Financ Stud. 2007;36(3):387-423.   Published online June 30, 2007
PDF    
Weekly Behavior of KOSPI200 Around the Expiration Day of KOSPI200 Derivatives
Seung Hyun Oh
Korean J Financ Stud. 2006;35(5):75-108.   Published online October 31, 2006
PDF    
On the Usefulness of Risk-Neutral Distribution Implied in the KOSPI 200 Index Option
Moo Sung Kim, Tae Hun Kang
Korean J Financ Stud. 2006;35(4):103-142.   Published online August 31, 2006
PDF    
The Impact of the Investors` Trading Behavior on the Return and the Volatility in the Recent Korean Stock Market
Jae Uk Khil, Na Young Kim, Yong Se Sohn
Korean J Financ Stud. 2006;35(3):77-106.   Published online June 30, 2006
PDF    
Derivation and Analysis of Volatility Index in the KOSPI200 Options Market
Jae Ha Lee, Je Ryun Chung
Korean J Financ Stud. 2006;35(2):109-138.   Published online April 30, 2006
PDF    
Expiration-Day Effects of the KOSPI 200 Futures and Options
CHAY JONG BOM, Ryu Hyeuk-Sun
Korean J Financ Stud. 2006;35(1):69-101.   Published online February 28, 2006
PDF    
Studies on the Impact of Block Tradings and Information Leakage on Market Performance
Jae Uk Khil, Young S. Park, Jhin Young Shin, Jae Hyun Lee
Korean J Financ Stud. 2005;34(3):139-182.   Published online September 30, 2005
PDF    
Realized Volatility Estimation and Analysis of the KOSPI 200 Index Options Prices
In Hyung Lee, Hyung Sik Oh, Young Rae Song, Yong Jun Yang
Korean J Financ Stud. 2005;34(2):181-208.   Published online May 31, 2005
PDF    
A Comparative Study on KOSPI 200 Index State Price Density
In Hyung Lee, Joon Haeng Lee
Korean J Financ Stud. 2005;34(2):153-180.   Published online May 31, 2005
PDF    
The Impact of Public News on the Korean Stock Market
Jae Uk Khil, Kwi Ja Chung
Korean J Financ Stud. 2005;34(1):1-33.   Published online February 28, 2005
PDF    
An Empirical Study on Credit Risk of Corporate Bond Using Structural Model
Jae Kwon Byun, Young Min Jang
Korean J Financ Stud. 2004;33(4):175-212.   Published online December 31, 2004
PDF    
On the Early Stages of Bond markets in Korea -Focused on the Geongook-Gookchae (GG) markets-
Hee Joon Jeong
Korean J Financ Stud. 2004;33(3):241-274.   Published online September 30, 2004
PDF    
The Relationship between Stock and Option Markets: An Empirical Analysis Using Implied Stock Prices
Suh Kyong Kim, Chung Hun Hong
Korean J Financ Stud. 2004;33(3):95-122.   Published online September 30, 2004
PDF    
Day Trading and Price Volatility: Observation of the Korea Stock Exchange
Song Chi Seung
Korean J Financ Stud. 2003;32(3):45-84.   Published online September 30, 2003
PDF    
Information and Volatility: Evidence found in the Korean Stock Market
Park Jin U, Kim Min Hyeog
Korean J Financ Stud. 2003;32(2):141-163.   Published online May 31, 2003
PDF    
  • SCImago Journal & Country Rank


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
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 © 2024 by Korean Securities Association.

Developed in M2PI

Close layer
prev next