Issue Information

• DOI: http://doi.org/10.1111/ajfs.12070
• Date: 01 August 2015
• Published date: 01 August 2015

Vol. 44 no. 4 2015

ISSN 2041-9945

Nonparametric Fac tor Analytic Risk Measurement in Comm on

Stocks in Fi nancial Firms: E vidence from Korea n Firms

Seungho Baek, Josep h D. Cursio, Seung Y. Cha

Does Financial Sy nergy Provide a R ationale for Conglomer ate Mergers?

Tim Mooney, Hyeongsop Sh im

Predicting Com modity-futures B asis Factor Return b y Basis Spread

Daehwan Kim

How Do Ambiguit y and Risk Aversion A ffect Price

Volatility unde r Asymmetric In formation?

Guangsug Hahn, Joon Yeop Kwon

Order Aggressiven ess, Price Impact, and I nvestment

Performa nce in a Pure Order- Driven Stock Market

Pi-Hsia Hung, A n-Sing Chen , Yun-Lin Wu

AJFS_44_4_issueinfo.indd 1AJFS_44_4_issueinfo.indd 1 8/12/2015 11:59:23 AM8/12/2015 11:59:23 AM