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There are 26426 results for: content related to: Risk Premium and Convexity Premium in the Stock Return

  1. The Role of Credit Spreads and Structural Breaks in Forecasting the Term Structure of Korean Government Bond Yields

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 3, June 2015, Pages: 353–386, Chang Hoon Lee and Kyu Ho Kang

    Version of Record online : 15 JUN 2015, DOI: 10.1111/ajfs.12093

  2. Liquidity in Up and Down Markets for Asset Pricing: Evidence from the Taiwan Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 5, October 2016, Pages: 729–754, Yi-Cheng Shih and Xuan-Qi Su

    Version of Record online : 7 NOV 2016, DOI: 10.1111/ajfs.12150

  3. Forecasting the Term Structure of Korean Government Bond Yields Using the Dynamic Nelson-Siegel Class Models

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 6, December 2012, Pages: 765–787, Kyu Ho Kang

    Version of Record online : 18 DEC 2012, DOI: 10.1111/ajfs.12000

  4. The Effects of Risky Debt on Investment Under Uncertainty

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 1, February 2013, Pages: 39–55, Seung Dong You

    Version of Record online : 26 FEB 2013, DOI: 10.1111/ajfs.12008

  5. Valuation of Guaranteed Contracts Set Relative to Cross-currency Stochastic Rates of Return

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 589–619, Tsung-Yu Hsieh, Chi-Hsun Chou and Son-Nan Chen

    Version of Record online : 25 AUG 2014, DOI: 10.1111/ajfs.12059

  6. Who Overreacts to Overnight News?: Empirical Evidence from the Korean Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 2, April 2015, Pages: 298–321, Enjung Kwon, Young Ho Eom, Woon Wook Jang and Jaehoon Hahn

    Version of Record online : 7 MAY 2015, DOI: 10.1111/ajfs.12090

  7. Derivation of Corporate Debt Pricing Model and Its Empirical Implications

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 3, June 2016, Pages: 439–462, Won Kang and Jungsoon Shin

    Version of Record online : 2 JUL 2016, DOI: 10.1111/ajfs.12135

  8. How Do Ambiguity and Risk Aversion Affect Price Volatility under Asymmetric Information?

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 4, August 2015, Pages: 616–634, Guangsug Hahn and Joon Yeop Kwon

    Version of Record online : 19 AUG 2015, DOI: 10.1111/ajfs.12101

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    Startup Financing with Patent Signaling under Ambiguity

    Asia-Pacific Journal of Financial Studies

    Volume 46, Issue 1, February 2017, Pages: 32–63, Guangsug Hahn, Kwanho Kim and Joon Yeop Kwon

    Version of Record online : 9 FEB 2017, DOI: 10.1111/ajfs.12162

  10. Average Price Futures Contracts: Pricing, Characteristics, and Implications

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 6, December 2015, Pages: 849–876, Jin Yoo

    Version of Record online : 25 JAN 2016, DOI: 10.1111/ajfs.12115

  11. Entry of FinTech Firms and Competition in the Retail Payments Market

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 2, April 2016, Pages: 159–184, Jooyong Jun and Eunjung Yeo

    Version of Record online : 9 MAY 2016, DOI: 10.1111/ajfs.12126

  12. Does Financial Synergy Provide a Rationale for Conglomerate Mergers?

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 4, August 2015, Pages: 537–586, Tim Mooney and Hyeongsop Shim

    Version of Record online : 19 AUG 2015, DOI: 10.1111/ajfs.12099

  13. Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 432–464, Woon Wook Jang, Young Ho Eom and Don H. Kim

    Version of Record online : 29 JUN 2014, DOI: 10.1111/ajfs.12054

  14. Dynamic Analyses for Transmission between Asset Bubble Trends of Accumulated Co-integration Errors

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 4, August 2016, Pages: 574–605, Yun-Yeong Kim

    Version of Record online : 12 SEP 2016, DOI: 10.1111/ajfs.12139

  15. Chinese Stock Market Return Predictability: Adaptive Complete Subset Regressions

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 5, October 2016, Pages: 779–804, Keqi Chen, Rui Chen, Xueyong Zhang and Min Zhu

    Version of Record online : 24 OCT 2016, DOI: 10.1111/ajfs.12152

  16. Downside Risk Control in Continuous Time Portfolio Management

    Asia-Pacific Journal of Financial Studies

    Volume 42, Issue 6, December 2013, Pages: 913–938, Ya-Wen Hwang, Shih-Chieh Bill Chang and Han-Cong Cai

    Version of Record online : 23 DEC 2013, DOI: 10.1111/ajfs.12035

  17. Inference for Stochastic Bubble Trend in Stock Price Under the Error Correction Model

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 3, June 2014, Pages: 384–406, Yun-Yeong Kim

    Version of Record online : 29 JUN 2014, DOI: 10.1111/ajfs.12052

  18. Foreign Direct Investment: Rule of Law and Corruption

    Asia-Pacific Journal of Financial Studies

    Volume 44, Issue 2, April 2015, Pages: 281–297, Norbert Pierre

    Version of Record online : 7 MAY 2015, DOI: 10.1111/ajfs.12089

  19. Overnight Trading and Price Discovery over the Course of a Trading Day: Evidence from Stock Index Futures in Korea

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 3, June 2016, Pages: 463–491, Sang Lyong Joo, Junghoon Seon and Ji Soo Lee

    Version of Record online : 2 JUL 2016, DOI: 10.1111/ajfs.12136

  20. Does Fear Spill Over?

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 4, August 2014, Pages: 465–491, Cathy Yi-Hsuan Chen

    Version of Record online : 25 AUG 2014, DOI: 10.1111/ajfs.12055