Browse "College of Business(경영대학)" by Author Kang, Jangkoo
Showing results 1 to 60 of 178
| A bias in Jensen's alpha when returns are serially correlated Kang, Jangkoo; Lee, Soonhee, Theoretical Economics Letters, v.3, no.3, pp.188 - 190, 2013 |
| A Comparison of Empirical Performance : Pricing models vs pricing Kernels Kang, Jangkoo; Ryu, Doojin, 2008년 한국 파생상품학회 추계 학술연구 발표회, 한국파생상품학회, 2008-11-28 |
| 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 |
A geometric treatment of time-varying volatilities Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 |
| Aggregate recruiting intensity and cross-sectional stock returns Bae, Jaewan; Kang, Jangkoo, FINANCE RESEARCH LETTERS, v.48, 2022-08 |
| An Analysis of the Determinants of Inflation-linked Bond Prices in Korea Kang, Jangkoo; Lee, Soonhee, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.5, pp.605 - 633, 2018-10 |
| An efficient approximation method for American exotic options Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon, JOURNAL OF FUTURES MARKETS, v.27, no.1, pp.29 - 59, 2007 |
| An empirical investigation of option valuation and hedging methodology: Option pricing models and pricing kernels Kang, Jangkoo; Ryu, Doojin, Asia-Pacific Association of Derivatives, 2010 |
| An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures, and options markets and their explanations Kang, Jangkoo; Lee, Chang Joo; Lee, Soonhee, JOURNAL OF EMERGING MARKET FINANCE, v.5, no.3, pp.235 - 261, 2006-12 |
| An empirical study on the price effect of large order imbalance Kang, Jangkoo, 재무학회 정기학술대회, 재무학회, 2007-11-01 |
| An extended CreditRisk+ framework for portfolio credit risk management Kang, Jangkoo; Chulwoo Han, JOURNAL OF CREDIT RISK, v.4, no.4, pp.63 - 80, 2008-12 |
| An interrelation of time preference and risk attitude: an application to the equity premium puzzle Kang, Jangkoo; Kim, Hwa-Sung, APPLIED ECONOMICS LETTERS, v.19, no.5, pp.483 - 486, 2012 |
| 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 |
| Asset pricing implications of firms' profit sharing Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.84, 2024-04 |
| Asymmetric Dynamics of Quoted Prices and Trades in the Informed Dissemination Process Kang, Jangkoo; Lee, Soonhee; Park, Hyoung-Jin, 한국증권학회 학술발표회, Korean Securities Association, 2008-02 |
| Basis-momentum strategies and ranking periods Kwon, Kyung Yoon; Kang, Jangkoo; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.43, 2021-11 |
| Betting against analyst target price Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06 |
| Bullish/bearish/neutral strategies under short sale restrictions Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee, JOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10 |
| Call options with concave payoffs: An application to executive stock options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08 |
| Can commodity futures risk factors predict economic growth? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.40, no.12, pp.1825 - 1860, 2020-12 |
| Can fat-tail create the momentum and reversal? Bae, Kwangil; Kang, Hankil; Kang, Jangkoo, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09 |
| CDS 스프레드 기간구조를 이용한 주식 수익률 예측성 분석 = (The) term structure of credit spreads and expected stock returns in Asialink 조아라; 강장구; et al, 한국과학기술원, 2018 |
| Challenges and Opportunities in Emerging Financial Markets Kang, Jangkoo; Yun, Chang-Hyun, EMERGING MARKETS FINANCE AND TRADE, v.52, no.11, pp.2451 - 2453, 2016 |
| Click or call, 국내 장외와 장내 채권 시장의 유동성 및 비용 차이 분석 = Click or call ? the difference between auction and search in the over-the-counter market in Korean bond tradinglink 허준홍; 강장구; et al, 한국과학기술원, 2018 |
| Common deviation and regime-dependent dynamics in the index derivatives markets Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06 |
| Commonality and relative difference in financial assets = 금융 자산들의 공통성과 상대적 차이에 대한 연구 : 자산 가격, 거래 이익, 자산 투자를 중심으로link Lee, Jaeram; 이재람; et al, 한국과학기술원, 2016 |
| Comprehensive Asset Pricing Tests in the Korean Stock Market Bae, Jaewan; Kang, Jangkoo; Park, Jun, Asia-Pacific Journal of Financial Studies, v.53, pp.436 - 466, 2024-08 |
| Contagion effects in the CDS markets Hwang, Keunho; Kang, Jangkoo, 2008년 한국 파생상품학회 추계 학술연구 발표회, Korea Derivatives Association, 2008-11-28 |
| Control Benefit, Ownership Structure and Firm Leverage: An Analysis of Korean Firms Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11 |
| 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 |
| Do Day-traders Destabilize the Market? : The Case of the KOSPI200 Futures Market Kang, Jangkoo; Kim, In Joon; Lee, Wol Goo; Moon, Haeeun, 한국증권학회 KSA(Korean Secutiyies Association) 학술발표회, pp.1 - 34, 한국증권학회, 2005 |
| Do day-traders destabilize the market? The case of the KOSPI200 futures market Kang, Jangkoo; Kim, In Joon; Lee, Wol Goo; Moon, Haeeun, Asia-Pacific Association of Derivatives, pp.1 - 34, 2005-06 |
| Do the production-based factors capture the time-varying patterns in stock returns? Kang, Hankil; Kang, Jangkoo; Lee, Changjun, EMERGING MARKETS REVIEW, v.15, pp.122 - 135, 2013-06 |
| Does the Chen-Zhang model capture the time-varying patterns in stock returns? Kang, Jangkoo; Lee, Changjun; Kang, Hankil, 재무관련 5개 통합학회, 2010 |
| Efficient estimation of VaR Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2005-06 |
| Equity Fund Performance Persistence with Investment Style: Evidence from Korea Kang, Jangkoo; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011 |
| Essays on alternative investments = 대체투자에 대한 연구link Yun, Jaesun; Kang, Jangkoo; et al, 한국과학기술원, 2020 |
| Essays on credit expansion, analyst forecasts, and expected stock returns = 신용확대, 애널리스트 예측과 주식의 기대수익률에 대한 연구link Kim, Sun Yung; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Essays on firm optimal decision-making through a life-cycle and the residual momentum = 기업의 최적화 의사결정에 따른 생애주기 및 잔차모멘텀 전략에 관한 연구link Lee, Eunmee; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Essays on high frequency market microstructure = 고빈도 시장 미시구조에 관한 연구link Kim, Wooyeon; Kang, Jangkoo; et al, 한국과학기술원, 2020 |
| Essays on labor and stock returns = 인적 자본과 주식 수익률에 관한 연구link Bae, Jaewan; Kang, Jangkoo; et al, 한국과학기술원, 2023 |
| Essays on market microstructure and price adjustment processeslink Kang, Jongho; Kang, Jangkoo; et al, 2021 |
| Essays on the cultural factors and behavioral biases = 문화적 요인과 행태적 편향에 관한 연구link Ha, Yu Sung; Kang, Jangkoo; et al, 한국과학기술원, 2022 |
| Essays on the market microstructure and behavioral biases = 시장 미시구조와 행태적 편향에 관한 연구link Jeong, Giho; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Estimating and Testing Option Pricing Models in an Economy with Transaction Costs Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-05 |
| Flow toxicity of high-frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market Kang, Jangkoo; Kwon, Kyung Yoon; Kim, Wooyeon, JOURNAL OF FUTURES MARKETS, v.40, no.2, pp.164 - 191, 2020-02 |
| Foreign investors and the delay of information dissemination in the Korean stock market Kang, Jangkoo; Kwon, Kyung Yoon; Park, Hyoung-jin, PACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06 |
| Household portfolio efficiency in korea = 한국 가계 포트폴리오의 효율성에 대한 연구link Ryoo, Young Woo; Kang, Jangkoo; et al, 한국과학기술원, 2017 |
| How about selling commodity futures losers? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12 |
| How Does Creditor’s Liquidation Decision Affect Debt and Equity Values? Hwang, Keunho; Kang, Jangkoo, Proceedings of Korean Finance Association., Korean Finance Association, 2008-05 |
| 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 |
| Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07 |
| Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI 200 Option Market Kang, Jangkoo, 한국선물학회 추계학술대회, 한국선물학회, 2003-12 |
| Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07 |
| Indexing Catastrophe Securities S. Hun Seog; Kang, Jangkoo, KAIST BUSINESS SCHOOL WORKING PAPER , v.2008-003, 2008 |
| Indexing Catastrophe Securities Seog, S. Hun; Kang, Jangkoo, 한국선물학회 학술발표회, pp.1 - 24, Korean Association of Futures and Options, 2004-12 |
| Indexing Catastrophe Securities Seog, S. Hun; Kang, Jangkoo, IST Business School Working Paper Series KBS-WP-2008-003, 2008-01 |
| Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market Ahn, Hee-Joon; Kang, Jangkoo; Ryu, Doojin, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.39, no.3, pp.301 - 339, 2010-06 |
| Information of employee decisions and stock returns in the Korean stock market Bae, Jaewan; Kang, Jangkoo, INTERNATIONAL REVIEW OF FINANCE, v.23, no.1, pp.206 - 224, 2023-03 |
| INFORMED TRADING IN THE INDEX OPTION MARKET: THE CASE OF KOSPI 200 OPTIONS Ann, HJ (Ann, Hee-Joon); Kang, Jangkoo; Ryu, D (Ryu, Doojun), JOURNAL OF FUTURES MARKETS, v.28, pp.1118 - 1146, 2008-12 |
Discover
Open Access
Date issued
- 1,341 2020 - 2024
- 3,302 2010 - 2019
- 3,726 2000 - 2009
- 2,415 1990 - 1999
- 576 1980 - 1989