KGSF-Conference Papers(학술회의논문)

Recent Items

Collection's Items (Sorted by Submit Date in Descending order): 21 to 40 of 195

21
Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put

Byun, Suk Joon, Bachelier Finance Society 4th World Congress, Bachelier Finance Society, 2006-11

22
주가연계증권의 발행가격에 대한 연구: 조기상환 주가연계증권을 중심으로

강장구, 선물학회 학술발표회, 선물학회, 2005-12

23
The Strategic use of stock repurchases around stock offerings:Evidence from Korean stock markets

Jung, Kooyul, Asian FA Conference 2005, 2005-07

24
The effects of minimum tick size on liquidity in the KOSPI200 options market

Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12

25
Returns and order imbalances: Information transmission between cash and futures markets

Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12

26
Private benefits of control and firm leverage: An anlysis of Korean firms

Kang, Jangkoo, Eastern Finance Association, 2005-04

27
The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market: A Case of the KOSPI200 Index Markets

Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07

28
Estimating and Testing Option Pricing Models in an Economy with Transaction Costs

Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-05

29
Option Pricing and Hedging with Deterministic Volatility Functions

Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11

30
Control Benefit, Ownership Structure and Firm Leverage: An Analysis of Korean Firms

Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11

31
Pricing and Hedging the KTB Futures

Kang, Jangkoo, Mid-West Finance Association, 2003-03

32
Private benefits of control and dividend policy

Kang, Jangkoo, 한국재무관리학회 학술발표회, 한국재무관리학회, 2005-11

33
Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI 200 Option Market

Kang, Jangkoo, 한국선물학회 추계학술대회, 한국선물학회, 2003-12

34
Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market

Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07

35
The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis

Kang, Jangkoo, Eastern Finance Association, 2005-04

36
The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis

Kang, Jangkoo, 재무관리학회 학술발표회, 재무관리학회, 2005-05

37
Efficient estimation of VaR

Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2005-06

38
Closed-form Upper Bounds for the Optimal Exercise Boundary of American Put

Byun, Suk Joon, Asian Finance Association conference, 2006

39
Do Firms Knowingly Repurchase Undervalued Shares?

Chan, Konan; Ikenberry, D.; Lee, Inmoo, European Finance Association, pp.133 - 133, European Finance Association, 1999

40
Numeraire Portfolio Tests of International Bond Market Integration

Kang, Jangkoo, American Finance Association, pp.1 - 42, 1999

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