The working papers listed here
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Chung, Y.P., Kang, J.K., and Rhee, S.G., "Index-Futures
Arbitrage in Japan" (Cover).
Kim, Y.S., Liu, C.X., and Rhee, S.G., "The
Relation of Earnings Management to Firm Size"
WP03-03, Rhee, S.G.
and Stone, G., "The
Asian Bond Bank: A Good Idea to Explore for Credit Enhancements"
Agarwal, S., Liu, C.L., and Rhee, S.G., "Investor
Demand for IPOs and Aftermarket Performance: Evidence from the Hong
Kong Stock Market"
Rhee, S.G. and Tang, N., "1997
NASDAQ Reforms and Preferenced Trading"
WP03-06, Rhee, S.G.,
"The Structure and
Characteristics of East Asian Bond Markets"
Rhee, S.G. and Shin, G.H. "Relation
Between Bank Monitoring and Firm Value Creation: A Survey"
Rhee, S.G., "A
Review of the New Issue Puzzles"
Agarwal, S., Chomsisengphet, S., Liu, C., and Rhee, S.G., "Earnings Management During Distinct Phases of
Capital Demand: Evidence from Japanese Banks"
Chang, R.P., Lee, S.H., Reid, S.F., and Rhee, S.G., "One-Way Arbitrage-Based Interest
Parity: An Application of the Fletcher-Taylor Approach in Short-Date Markets"
Huang, W., "Asset Pricing in
China: Is There A Logic?" (Full
Hanafi, M., Rhee, S.G., "The Wealth Effect of Foreign Investor Presence:
Evidence from the Indonesian Market"
Gramlich, J.D., Limpaphayom, P., and Rhee, S.G., "Taxes, Keiretsu Affiliation, and Income Shifting"
Chang, R.P., Liu, C., and Rhee, S.G, "The Competitiveness of the London Market:
A Study of Trading Behavior of Market Makers"
Chan, S.H., Kim, K.A., and Rhee, S.G., "Price Limit Performance: Evidence from Transactions Data
and the Limit Order Book"
Brown, S., Goetzmann, W.N., Hiraki, T., and Shiraishi, N., "An
Analysis of the Relative Performance of Japanese and Foreign Money
Chan, K., Karolyi, A., and Rhee, S.G., "A
Retrospective Evaluation of the Pacific-Basin Finance Journal:
Rhee, S. Ghon, "Further
reforms of the JGB market for the promotion of regional bond markets"
Rhee, S. Ghon, "A
note on Japan's role in regional and global consolidation of
Chen, Andrew H., "New perspective on the infrastructure
financial markets in Asia"
Kane, Edward J., "Dynamic inconsistency of capital
forbearance: Long-run vs. short-run effects of too-big-to-fail
Kang, Joseph., "Contrarian and momentum strategies in China
stock market: 1993-2000"
Rhee, S. Ghon., "A re-visit to the interest rate parity
theorem with transaction costs",
(co-authored with Rosita P.
Chang and Sean Reid)
Rhee, S. Ghon., "The impact of daily price limits on
information asymmetry, order imbalance, noise and informed trading:
Empirical evidence from the Kuala Lumpur Stock Exchange", (with
Soon-Huat Chan and Kenneth Kim)
Jithendrannathan, Thadavillil, T.R. Nirmalananadan, and Kishore
Tandon, "Barriers to international investing and market
segmentation: Evidence from Indian GDR market", (See
K.J. Luke Reprint Series RE00-04)
WP00-10: Rhee, S. Ghon,
Jeffrey D. Gramlich and Piman
Keiretsu Affiliation, and Income Shifting" (current version: WP02-06)
WP00-13: Rhee, S.
Ghon, "Risk management system in clearing
and settlement", Table1
& 3, Table 2, Figure
WP00-14: Rhee, S.
Ghon, "Institutional impediments to the
development of fixed-income securities markets: An Asian
Suyderhoud, Jack P., "The Malaysian economic development challenge: Can
productivity growth co-exist with income redistribution?"
Kane, Edward J., "Dynamic
inconsistency of capital forbearance: Long-run vs. short-run effects
of too-big-to-fail policymaking"
Carmichael, Jeffrey, "Financial
regulation in the twenty-first century"
Bae, Sung C., Robert J. Hendershott and Hoje Jo, "Chossing
an organizational form: Leveraged buyouts versus leveraged
Rhee, S. Ghon, "Post-crisis
capital market reforms in east Asian economies"
Chang, Rosita P., Chunlin Liu and S. Ghon Rhee, "Is
the London market competitive? A study of trading behavior of London
market makers" (current version: WP02-07)
Rhee, S. Ghon, "Regionalized
Bond Markets: Are the Region’s Markets Ready?"