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Kang, Jangkoo (강장구)
교수, School of Management Engineering(경영공학부)
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Who and what drives informed options trading after the market opens?

    Kang, Jongho; Kang, Jangkooresearcher; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.42, no.3, pp.338 - 364, 2022-03

    2
    The reference dependency of short-term reversal

    Goh, Jihoon; Jeong, Giho; Kang, Jangkooresearcher, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03

    3
    Basis-momentum strategies and ranking periods

    Kwon, Kyung Yoon; Kang, Jangkooresearcher; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.43, 2021-11

    4
    US Economic Uncertainty and the Korean Stock Market Reaction

    Yun, Jaesun; Kang, Jangkooresearcher; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08

    5
    Momentum and Earnings Information in the Korean Stock Market

    Ha, YuSung; Kang, Jangkooresearcher; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06

    6
    Volatility-managed commodity futures portfolios

    Kang, Jangkooresearcher; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.41, no.2, pp.159 - 178, 2021-02

    7
    The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

    Min, Byoung-Kyu; Kang, Jangkooresearcher; Lee, Changjun; et al, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12

    8
    Can commodity futures risk factors predict economic growth?

    Kang, Jangkooresearcher; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.40, no.12, pp.1825 - 1860, 2020-12

    9
    Can fat-tail create the momentum and reversal?

    Bae, Kwangil; Kang, Hankil; Kang, Jangkooresearcher, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09

    10
    한국 주식시장의 일간 승자/패자 효과

    윤재선; 강장구researcher, 한국증권학회지, v.49, no.4, pp.565 - 588, 2020-08

    11
    Weekly momentum in the commodity futures market

    Kwon, Kyung Yoon; Kang, Jangkooresearcher; Yun, Jaesun, Finance Research Letters, v.35, pp.101306, 2020-07

    12
    Do actively managed mutual funds exploit stock market mispricing?

    Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkooresearcher; et al, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07

    13
    Flow toxicity of high-frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market

    Kang, Jangkooresearcher; Kwon, Kyung Yoon; Kim, Wooyeon, JOURNAL OF FUTURES MARKETS, v.40, no.2, pp.164 - 191, 2020-02

    14
    How about selling commodity futures losers?

    Kang, Jangkooresearcher; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12

    15
    A Comparison of New Factor Models in the Korean Stock Market

    Kang, Hankil; Kang, Jangkooresearcher; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10

    16
    Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

    Jang, Jeewon; Kang, Jangkooresearcher, JOURNAL OF FINANCIAL ECONOMICS, v.132, no.1, pp.222 - 247, 2019-04

    17
    Liquidity skewness premium

    Jeong, Giho; Kang, Jangkooresearcher; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11

    18
    An Analysis of the Determinants of Inflation-linked Bond Prices in Korea

    Kang, Jangkooresearcher; Lee, Soonhee, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.5, pp.605 - 633, 2018-10

    19
    한국 주식시장에서의 실적 발표 기간의 단기 반전 효과

    강장구researcher; 정기호, 재무관리연구, v.35, no.3, pp.245 - 280, 2018-09

    20
    Call options with concave payoffs: An application to executive stock options

    Bae, Kwangil; Kang, Jangkooresearcher; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08
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