K. J. Luke Working Paper Series

 

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2003

 

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WP03-01, Chung, Y.P., Kang, J.K., and Rhee, S.G., "Index-Futures Arbitrage in Japan" (Cover). (Paper). (Tables).

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WP03-02, Kim, Y.S., Liu, C.X., and Rhee, S.G., "The Relation of Earnings Management to Firm Size"

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WP03-03, Rhee, S.G. and Stone, G., "The Asian Bond Bank: A Good Idea to Explore for Credit Enhancements"

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WP03-04, Agarwal, S., Liu, C.L., and Rhee, S.G., "Investor Demand for IPOs and Aftermarket Performance: Evidence from the Hong Kong Stock Market"

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WP03-05, Rhee, S.G. and Tang, N., "1997 NASDAQ Reforms and Preferenced Trading"

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WP03-06, Rhee, S.G., "The Structure and Characteristics of East Asian Bond Markets"

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WP03-07, Rhee, S.G. and Shin, G.H.  "Relation Between Bank Monitoring and Firm Value Creation: A Survey"

 

 

2002

 

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WP02-01, Rhee, S.G., "A Review of the New Issue Puzzles"

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WP02-02, Agarwal, S., Chomsisengphet, S., Liu, C., and Rhee, S.G., "Earnings Management During Distinct Phases of Capital Demand: Evidence from Japanese Banks"

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WP02-03, 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"

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WP02-04, Huang, W.,  "Asset Pricing in China: Is There A Logic?" (Full Text). (Tables only).

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WP02-05, Hanafi, M., Rhee, S.G., "The Wealth Effect of Foreign Investor Presence: Evidence from the Indonesian Market"

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WP02-06, Gramlich, J.D., Limpaphayom, P., and Rhee, S.G., "Taxes, Keiretsu Affiliation, and Income Shifting"

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WP02-07, Chang, R.P., Liu, C., and Rhee, S.G, "The Competitiveness of the London Market: A Study of Trading Behavior of Market Makers"

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WP02-08, Chan, S.H., Kim, K.A., and Rhee, S.G., "Price Limit Performance: Evidence from Transactions Data and the Limit Order Book"

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WP02-09, Brown, S., Goetzmann, W.N., Hiraki, T., and Shiraishi, N., "An Analysis of the Relative Performance of Japanese and Foreign Money Management"

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WP02-10, Chan, K., Karolyi, A., and Rhee, S.G., "A Retrospective Evaluation of the Pacific-Basin Finance Journal: 1993-2002"

 

 

2001

 

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WP01-01, Rhee, S. Ghon, "Further reforms of the JGB market for the promotion of regional bond markets"

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WP01-02, Rhee, S. Ghon, "A note on Japan's role in regional and global consolidation of financial markets"

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WP01-03, Chen, Andrew H., "New perspective on the infrastructure financial markets in Asia"

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WP01-04, Kane, Edward J., "Dynamic inconsistency of capital forbearance: Long-run vs. short-run effects of too-big-to-fail policymaking"

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WP01-05, Kang, Joseph., "Contrarian and momentum strategies in China stock market: 1993-2000"

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WP01-06, Rhee, S. Ghon., "A re-visit to the interest rate parity theorem with transaction costs", 
(co-authored with Rosita P. Chang and Sean Reid)

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WP01-07, 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)

 

2000

 
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WP00-01: Miller, Merton, "Reflections of a retiring keynote speaker", (See K.J. Luke Reprint Series RE00-01)

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WP00-02: Kane, Edward J., "The dialectical role of information and disinformation in regulation-induced banking crises", (See K.J. Luke Reprint Series RE00-02)

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WP00-03: How, Janice C.Y. and Julian J.L. Yeo, "The pricing of underwriting services in the Australian capital market", (See K.J. Luke Reprint Series RE00-03)

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WP00-04: 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)

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WP00-05: Gaunt, Clive, "Overreaction in the Australian equity market: 1974-1997", (see K.J. Luke Reprint Series RE00-05)

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WP00-06: Rhee, S. Ghon, "Further reforms after the 'Big Bang': The Japanese government bond market" (see K.J. Luke Reprint Series RE00-05)

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WP00-07: Rhee, S. Ghon, Soon Huat Chan, and Kenneth A. Kim, "Information asymmetry, informed trading, and order imbalance around daily limit-hits: Evidence from transactions data and the limit order book of the Kuala Lumpur Stock Exchange"

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WP00-08: Chang, Rosita P., S. Ghon Rhee, and Masahiro Yoshikawa, "The effects of conversion from American- to European-style options on price discovery process of Nikkei 225 index"

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WP00-09: Rhee, S. Ghon, "It's about time to adopt disclosure-based regulation for the Korean capital market", forthcoming in Securities Journal

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WP00-10: Rhee, S. Ghon, Jeffrey D. Gramlich and Piman Limpaphayom, "Taxes, Keiretsu Affiliation, and Income Shifting" (current version: WP02-06)

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WP00-11: Chang, Rosita P., Mamduh Hanafi, and S. Ghon Rhee, "Price discovery process on regular trade and cross trade markets: Empirical evidence from the Jakarta Stock Exchange"

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WP00-12: Kim, Kenneth A. and S. Ghon Rhee, "Shareholder oversight and the regulatory environment"

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WP00-13: Rhee, S. Ghon, "Risk management system in clearing and settlement", Table1 & 3, Table 2, Figure 1

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WP00-14: Rhee, S. Ghon, "Institutional impediments to the development of fixed-income securities markets: An Asian Perspective"

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WP00-15, Suyderhoud, Jack P., "The Malaysian economic development challenge: Can productivity growth co-exist with income redistribution?"

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WP00-16, Kane, Edward J., "Dynamic inconsistency of capital forbearance: Long-run vs. short-run effects of too-big-to-fail policymaking"

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WP00-17, Carmichael, Jeffrey, "Financial regulation in the twenty-first century"

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WP00-18, Bae, Sung C., Robert J. Hendershott and Hoje Jo, "Chossing an organizational form: Leveraged buyouts versus leveraged recapitalizations"

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WP00-19, Rhee, S. Ghon, "Post-crisis capital market reforms in east Asian economies"

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WP00-20, 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)

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WP00-21, Rhee, S. Ghon, "Regionalized Bond Markets: Are the Region’s Markets Ready?"

 

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