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2010.10
vol39 no5		 On the Determination of Contract Price in Credit Sales Transaction: Exchange Option Approach
  Jong Yeon Choi
2010.10
vol39 no5		 Liquidity Commonality and its Causes : Evidence from the Korean Stock Market
  Hyuk Choe, Cheol-Won Yang
2010.10
vol39 no5		 Hedge Ratio Stability and Hedging Effectiveness of Time–Varying Hedge Ratios in Volatile Index Futures Markets: Evidence from the Asian Financial Crisis
  Janchung Wang, Hsinan Hsu
2010.08
vol39 no4		 Can Sanctions Reduce Insider Trading? The Experience of the USA in the 1980s
  Se-Jin Min
2010.08
vol39 no4		 Avoidance Powers and Incentives to File for Bankruptcy
  Jeong-Yoo Kim, Sang Lyong Joo
2010.08
vol39 no4		 Relative Efficiency of Price Discovery on an Established New Market and the Main Board: Evidence from Korea
  Kyong Shik Eom, Junghoon Seon, Kook-Hyun Chang
2010.08
vol39 no4		 Do Informed Traders Trade More When the Market Is Thick? Evidence from the Nikkei 225 Index Redefinition of April 2000
  Hee-Joon Ahn, Jun Cai, Jay M. Chung
2010.08
vol39 no4		 Impact of the Change in Tick Size on Transaction Costs and Liquidity : An Empirical Investigation of the Taiwan Stock Exchange
  Su-Wen Kuo, Chin-Sheng Huang, Chia-Cheng Chen
2010.06
vol39 no3		 Friend or Foe? Foreign Investors and the Liquidity of Six Asian Markets
  Diego A. Agudelo
2010.06
vol39 no3		 Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market
  Hee-Joon Ahn, Jangkoo Kang, Doojin Ryu
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