Journal of Derivatives and Quantitative Studies: 선물연구: Volume 31 Issue 3 , Open Access
Subjects:
Table of contents
Network-based measures of systemic risk in Korea
Jaewon Choi, Jieun LeeThe authors estimate systemic risk in the Korean economy using the econometric measures of commonality and connectedness applied to stock returns. To assess potential systemic…
346
Comparison of the trading strategies and market impact costs of the National Pension Service's internal and external management
Yunsung Eom, Mincheol WooAs of May 2022, the National Pension Service of Korea is the world's third-largest pension fund, with assets worth KRW912tn (approximately $US800bn). Of the KRW152tn…
495
The impact of ESG rating disagreement on corporate value
Ryumi Kim, Bonha KooThe authors examine the effect of split environmental, social and governance (ESG) ratings on information asymmetry, corporate value and trading behavior. The authors test the…
3968
Do competent managers increase labor productivity? Evidence from Korea
Donghwan Ahn, Shiyong Yoo, Seungho ChoThis study investigates the effect of managerial ability on labor productivity by analyzing various methods in the firm-year panel data of listed firms in South Korea from 2002 to…
720
