Showing results 1 to 4 of 4
A Comparison of New Factor Models in the Korean Stock Market Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10 |
An intertemporal CAPM with higher-order moments Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11 |
Do actively managed mutual funds exploit stock market mispricing? Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07 |
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns Jang, Jeewon; Kang, Jangkoo, JOURNAL OF FINANCIAL ECONOMICS, v.132, no.1, pp.222 - 247, 2019-04 |
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