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 |