Printed from https://ideas.repec.org/s/eme/jdqspp.html
Content
October 2024, Volume 32, Issue 4
- 286-322 Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
by Constantin Siggelkow - 323-343 Does the disclosure of ESG information by private equity firms impact the success of their fundraising efforts?
by Jung-Hee Noh & Heejin Park - 344-370 The Fisher’s hedge hypothesis: what about homogeneity and stability properties?
by Malika Neifar & Amira Harzallah
November 2024, Volume 32, Issue 4
- 266-285 Predicting zombie firms after the COVID-19 pandemic using explainable artificial intelligence
by Dongwook Seo & Hyeong Joon Kim & Seongjae Mun
July 2024, Volume 32, Issue 3
- 223-237 The impact of ESG ratings on corporate value during COVID-19 pandemic: evidence from China and South Korea
by Donghoon Kim & Sun-Joong Yoon
May 2024, Volume 32, Issue 3
- 182-199 Renegotiable debt, liquidity injections and financial instability
by Hyun Soo Doh & Guanhao Feng - 200-222 Word-of-mouth effects in individual investors’ trading: evidence from Korea
by Sujung Choi - 238-263 Informational role of investment and liquidation values
by Hyun Soo Doh & Yiyao Wang
February 2024, Volume 32, Issue 2
- 145-158 Does information environment affect information spillover between the CDS and stock markets in Korea?
by Heewoo Park & Yuen Jung Park
March 2024, Volume 32, Issue 2
- 116-144 The relationship between changes in corporate payout policy and capital structure
by Songhee Kim & Jaeuk Khil & Yu Kyung Lee
April 2024, Volume 32, Issue 2
- 86-115 American put options with regime-switching volatility
by Bong-Gyu Jang & Hyeng Keun Koo - 159-180 The role of arbitrage risk in the MAX effect: evidence from the Korean stock market
by Jihoon Goh & Donghoon Kim
February 2024, Volume 32, Issue 1
- 58-81 Whose option ratios contain information about future stock prices?
by Bonha Koo & Ryumi Kim
January 2024, Volume 32, Issue 1
- 36-57 Network of public equity funds and investment performance in South Korea
by Yongwon Kim & Inwook Song & Young Kyu Park
December 2023, Volume 32, Issue 1
- 2-22 Changes in repo markets and the necessity for CCPs in Korea
by Sun-Joong Yoon
November 2023, Volume 32, Issue 1
- 23-35 Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?
by JunHyeong Jin & JiHoon Jung & Kyojik Song
September 2023, Volume 31, Issue 4
- 278-308 National cultures and the asset growth effect
by Robin K. Chou & Kuan-Cheng Ko & S. Ghon Rhee - 309-327 Retail investors and overpricing of left-tail risk: evidence from the Korean stock market
by Jungmu Kim & Yuen Jung Park & Thuy Thi Thu Truong
October 2023, Volume 31, Issue 4
- 328-346 The performance distribution and managerial skill of passive funds: evidence from the Korean market
by Jaeram Lee & Changjun Lee
July 2023, Volume 31, Issue 4
- 262-277 Effectiveness of debt modification system in Korea
by Kye moon Lee & Junesuh Yi
May 2023, Volume 31, Issue 3
- 219-241 The impact of ESG rating disagreement on corporate value
by Ryumi Kim & Bonha Koo
June 2023, Volume 31, Issue 3
- 174-196 Network-based measures of systemic risk in Korea
by Jaewon Choi & Jieun Lee
July 2023, Volume 31, Issue 3
- 197-218 Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management
by Yunsung Eom & Mincheol Woo - 242-260 Do competent managers increase labor productivity? Evidence from Korea
by Donghwan Ahn & Shiyong Yoo & Seungho Cho
March 2023, Volume 31, Issue 2
- 98-120 Investment strategy via analyst report text mining
by Cheol-Won Yang - 121-138 Time-varying preferences for ESG investments: evidence from an emerging market
by Eunyoung Cho
May 2023, Volume 31, Issue 2
- 139-161 Is OCIO superior in asset allocation performance?
by Myungjoo Kang & Inwook Song & Seiwan Kim
February 2023, Volume 31, Issue 2
- 162-171 Small-sized asset owners’ OCIO selections and evaluations
by Deahyeon Park & Doo Jin Ryu