Journal of Derivatives and Quantitative Studies: 선물연구: Volume 29 Issue 4 , Open Access

Thirty years of the Journal of Derivatives and Quantitative Studies: a bibliometric analysis

Jun Sik Kim, Sol Kim

This paper investigates a retrospective on the Journal of Derivatives and Quantitative Studies (JDQS) on its 30th anniversary based on bibliometric. JDQSs yearly publications…

Option volume and stock returns: evidence from single stock options on the Korea Exchange

Mincheol Woo, Meong Ae Kim

Informed traders may prefer the options market to the stock market for reasons including the leverage effect, transaction costs, restrictions on short sale. Many studies try to…

Economic policy uncertainty and overinvestment: evidence from Korea

Wenwen Jiang, Hwa-Sung Kim

The authors show that there is a negative relationship between economic policy uncertainty (EPU) and firm overinvestment using Korean data from 2007 to 2016. Since Jensen (1986…

Monetary policy effects on equity returns: application of SVAR identified with high-frequency external instrument

Woon Wook Jang

The purpose of this study is to examine the effects of monetary policy on equity returns by applying an alternative econometric approach. Campbell and Ammer (1993) decomposed…