Inro Lee

The Bank of Korea

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

71

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

Financial Distress, Short Sale Constraints, and Mispricing

Pacific-Basin Finance Journal, Vol. 53, No. 1, 2019
Number of pages: 46 Posted: 18 Nov 2018
Dongcheol Kim, Inro Lee and Haejung Na
Korea University Business School, The Bank of Korea and California State University, Los Angeles
Downloads 25 (519,564)

Abstract:

Loading...

Financial distress puzzle, Short sale constraints, Degree of mispricing, Asymmetric pricing effect, Benchmark-adjusted returns

Financial Distress, Short Sale Constraints, and Mispricing

Pacific-Basin Finance Journal, Vol. 53, No. 1, 2019
Number of pages: 46 Posted: 25 Jan 2019
Dongcheol Kim, Inro Lee and Haejung Na
Korea University Business School, The Bank of Korea and California State University, Los Angeles
Downloads 10 (620,410)

Abstract:

Loading...

Financial Distress Puzzle, Short Sale Constraints, Degree of Mispricing, Asymmetric Pricing Effect, Benchmark-Adjusted Returns

2.

The Financial Distress Pricing Puzzle in Banking Firms

Forthcoming in Accounting & Finance
Number of pages: 44 Posted: 30 Jan 2019
Dongcheol Kim and Inro Lee
Korea University Business School and The Bank of Korea
Downloads 19 (539,304)

Abstract:

Loading...

Distress Pricing Puzzle, Financial Firms, Bank Stock Returns, Short Sale Constraints, Abnormal Returns

3.

다(多)시장 정보를 활용한 금융시장 불안정성 지수 개발에 관한 연구-CISS 방법론을 중심으로- (A Proposal for a Systemic Stress Index in Korea-A CISS Approach)

Financial Stability Studies, Vol. 18, No. 2, Korea Deposit Insurance Corporation(KDIC), 2017, pp. 1-28.
Number of pages: 28 Posted: 30 May 2018 Last Revised: 09 Jan 2019
Myeong Hyeon Kim and Inro Lee
Seoul National University of Science and Technology and The Bank of Korea
Downloads 17 (551,282)

Abstract:

Loading...

금융시장 불안정성 지수, 리스크 측도, 포트폴리오 이론, 주성분분석, 조기경보, Financial Stability Index, Risk Measures, Portfolio Theory, Principal Component Analysis, Early warning,