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Showing results 1 to 12 of 12

1
Asymmetric Mispricing and Regime-dependent Dynamics in Futures and Options Markets

Lee, Jaeram; Ryu, Doojin, ASIAN ECONOMIC JOURNAL, v.30, no.1, pp.47 - 65, 2016-03

2
Bond Variance Risk Premiums

Choi, Hoyong; Mueller, Philippe; Vedolin, Andrea, REVIEW OF FINANCE, v.21, no.3, pp.987 - 1022, 2017-05

3
Deep-learning- and reinforcement-learning-based profitable strategy of a grid-level energy storage system for the smart grid

Han, Gwangwoo; Lee, Sanghun; Lee, Jaemyung; Lee, Kangyong; Bae, Joongmyeon, JOURNAL OF ENERGY STORAGE, v.41, 2021-09

4
Dependence structure of the commodity and stock markets, and relevant multi-spread strategy

Kim, Min Jae; Kim, Sehyun; Jo, Yong Hwan; Kim, Soo Yong, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.390, no.21-22, pp.3842 - 3854, 2011-10

5
Do supply curves for stocks slope up?

Bui, Elisabeth A.; Jordan, Steven J., SOUTH AFRICAN JOURNAL OF BUSINESS MANAGEMENT, v.3, no.9, pp.405 - 409, 2009-09

6
Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach

Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06

7
Gambling preference and individual equity option returns

Byun, Suk Joon; Kim, Da-Hea, JOURNAL OF FINANCIAL ECONOMICS, v.122, no.1, pp.155 - 174, 2016-10

8
Hedge fund market runs during financial crises

Sung, Sangwook; Chun, Dohyun; Cho, Hoon; Ryu, Doojin, ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, v.34, no.1, pp.266 - 291, 2021-01

9
How Informed Investors Take Advantage of Negative Information in Options and Stock Markets

Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06

10
Large Volatility Matrix Estimation with Factor-Based Diffusion Model for High-Frequency Financial data

Kim, Donggyu; Liu, Yi; Wang, Yazhen, BERNOULLI, v.24, no.4B, pp.3657 - 3682, 2018-11

11
Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market

Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04

12
The information content of net buying pressure: Evidence from the KOSPI 200 index option market

Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02

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