Researcher Page

사진

Kang, Jangkoo (강장구) C-1591-2011

Department
School of Management Engineering(경영공학부)
Co-author
Collaboration Network Collaboration Network
Website
 
Research Area

Keyword Cloud

Reload 더보기
1

An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, JangkooresearcherELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

2

A geometric treatment of time-varying volatilities

Han, Chulwoo; Park, Frank C.; Kang, JangkooresearcherSPRINGERREVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 View PDF (543kb)

3

Ultimate consumption risk and investment-based stock returns

Kang, Hankil; Kang, Jangkooresearcher; Lee, ChangjunELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11

4

State-Dependent Variations in the Expected Illiquidity Premium

Jang, Jeewon; Kang, Jangkooresearcher; Lee, ChangjunOXFORD UNIV PRESSREVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10

5

Momentum in International Commodity Futures Markets

Kang, Jangkooresearcher; Kwon, Kyung YoonWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08

6

Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkooresearcher; Lee, ChangjunELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.40, pp.222 - 237, 2017-04

7

Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkooresearcher; Lee, SoonheeELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10

8

Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?

Kang, Jangkooresearcher; Lee, SoonheeWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08

9

Foreign investors and the delay of information dissemination in the Korean stock market

Kang, Jangkooresearcher; Kwon, Kyung Yoon; Park, Hyoung-jinELSEVIER SCIENCE BVPACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06

10

Challenges and Opportunities in Emerging Financial Markets

Kang, Jangkooresearcher; Yun, Chang-HyunROUTLEDGE JOURNALSEMERGING MARKETS FINANCE AND TRADE, v.52, no.11, pp.2451 - 2453, 2016

11

Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market

Kang, Hankil; Kang, Jangkooresearcher; Lee, SoonheeROUTLEDGE JOURNALSEMERGING MARKETS FINANCE AND TRADE, v.52, no.10, pp.2335 - 2347, 2016

12

내재변동성과 역사적 변동성 차이가 국내 ELW 수익률에 미치는 영향 분석

이순희; 강장구researcher; 강종호한국증권학회한국증권학회지, v.44, no.4, pp.615 - 636, 2015-09

13

Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkooresearcher; Ryu, DoojinELSEVIER SCIENCE BVPACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06

14

한국 채권 초과수익률 예측요인에 관한 연구

강장구researcher; 강한길; 이순희; 이은미한국재무학회재무연구, v.28, no.2, pp.163 - 194, 2015-05

15

State-Dependent Illiquidity Premium in the Korean Stock Market

Jang, Jeewon; Kang, Jang-Kooresearcher; Lee, ChangjunROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTDEMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03

16

IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION

Ryu, Doojin; Kang, Jang-Kooresearcher; Suh, SangwonWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02

17

주식시장 유동성의 실물경기변동 예측력에 관한 연구

강장구researcher; 장지원한국재무학회재무연구, v.28, no.1, pp.71 - 108, 2015-02

18

Momentum and Foreign Investors: Evidence from the Korean Stock Market

Kang, Jang-Kooresearcher; Kwon, Kyung Yoon; Park, Hyoung-jinM E SHARPE INCEMERGING MARKETS FINANCE AND TRADE, v.50, pp.131 - 147, 2014-09

19

Determinants and market implications of differentiated dividends in Korea

Choi, Bo Bae; Kang, Jang-Kooresearcher; Lee, DoowonEmerald Group Publishing Ltd.INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, v.10, no.4, pp.453 - 469, 2014-08

20

How Informed Investors Take Advantage of Negative Information in Options and Stock Markets

Kang, Jangkooresearcher; Park, Hyoung-JinWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06

Load more items
Loading...

rss_1.0 rss_2.0 atom_1.0