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발행기관 : 한국파생상품학회(구 한국선물학회) 총 413 개 논문이 검색 되었습니다.
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The effect of uncertainty on the information content of term spread and its components
- ( Jun Sik Kim ) 한국파생상품학회(구 한국선물학회), JDQS [2021] 제29권 제1호, 2~28페이지(총27페이지)
- TAG Term structure of interest rate, Economic policy uncertainty, Monetary and interest rate policies, Stock market, Economic activity
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Extreme returns and idiosyncratic risks: evidence from an emerging market
- ( Eunyoung Cho ) 한국파생상품학회(구 한국선물학회), JDQS [2021] 제29권 제1호, 29~48페이지(총20페이지)
- TAG Extreme returns, Idiosyncratic risk, Lottery-type stocks, Idiosyncratic volatility, Idiosyncratic skewness
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Illiquidity, duration and momentum profits: evidence from the Korean stock market
- ( Jaewan Bae ) , ( Changjun Lee ) 한국파생상품학회(구 한국선물학회), JDQS [2021] 제29권 제1호, 49~72페이지(총24페이지)
- TAG Duration, Market liquidity, Momentum effect, Duration factor, Illiquidity factor
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Dividend reputation, dividend yield and stock returns in Korea
- ( Ryumi Kim ) 한국파생상품학회(구 한국선물학회), JDQS [2021] 제29권 제1호, 73~99페이지(총27페이지)
- TAG Dividend, Reputation, Dividend yield, Stock returns, Growth opportunity, Dividend
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Green bonds: a survey
- ( Chiyoung Cheong ) , ( Jaewon Choi ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제4호, 175~189페이지(총15페이지)
- TAG Corporate social responsibility, CSR, Green premium, ESG, Sustainable finance, Green bonds, Socially responsible investing, SRI
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The impacts of day trading activity on market quality: evidence from the policy change on the Taiwan stock market
- ( Tun-ya Yang ) , ( Si-yuan Huang ) , ( Wei-che Tsai ) , ( Pei-shih Weng ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제4호, 191~207페이지(총17페이지)
- TAG Day trading, Bid-ask spread, Price depth, Volatility
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CAPM verification using overnight and daytime returns
- ( Dae Jin Kang ) , ( Soo-hyun Kim ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제4호, 209~227페이지(총19페이지)
- TAG CAPM, Beta, Systematic risk, Daytime return, Overnight return
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Contagion between Liquid and Illiquid Assets during the Financial Crisis: Evidence from the US Credit Derivative Market
- ( Jungmu Kim ) , ( Yuen Jung Park ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제3호, 297~319페이지(총23페이지)
- TAG Credit Default Swap, Contagion, Dynamic Conditional Correlation, Flight-to-Liquidity, Granger Causality
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Information Asymmetry, Time until Deal Completion and Post-M&A Performance
- ( Ephraim Kwashie Thompson ) , ( Changki Kim ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제3호, 321~346페이지(총26페이지)
- TAG M, A Performance, Time Until Deal Completion, Due Diligence Hypothesis, Overdue Hypothesis, Information Asymmetry
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An Option Embedded Novel Military Service System based on Cognitive Bias Theories
- ( Hyoung-goo Kang ) , ( Byungsuk Han ) 한국파생상품학회(구 한국선물학회), JDQS [2020] 제28권 제3호, 347~358페이지(총12페이지)
- TAG Option, Military Service, Conscription, Irrational Behavior, Cognitive Bias
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