Issue Information

• Published date: 01 October 2017
• Date: 01 October 2017
• DOI: http://doi.org/10.1111/ajfs.12146

Vol. 46 no. 5 2017

ISSN 2041-9945

Conference Call Tone and S tock Returns: Evidence

from the Stock E xchange of Hong Kong

Paul Br ockman, Xu Li, S. Mc Kay Price

Asym metric Correlation as an Expl anation for the

Effect of Ass et Skewness on Equity Retu rns

Y. Peter Chung, T homas S. Kim

The Volatilit y Spillover Effect betwe en Index Options and their

Underlying Marke ts: Evidence from the US, the U K, and Taiwan

Chi a-Ying Cha n, Christian de Per etti, Ming-Chun Wang, Ho ng-Min Chen

Do Foreign I nvestors Destabilize Stoc k Markets? A Reexamination of K orea in 2008

C h e o l - W o n Ya n g

Endogene ity of Return Parameter s and Portfolio

Selection: An A nalysis on Implied Covaria nces

Koohy un Park, Thomas Rhee

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