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사진

Kang, Jangkoo (강장구) C-1591-2011

Department
School of Management Engineering(경영공학부)
Co-author
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Research Area

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1

Liquidity skewness premium

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

2

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

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

3

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

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

4

한국 주식시장에서의 Amihud 측도의 주식 수익률 예측과 거래량

강장구researcher; 정기호한국증권학회한국증권학회지, v.47, no.4, pp.543 - 577, 2018

5

A geometric treatment of time-varying volatilities

Han, Chulwoo; Park, Frank C.; Kang, JangkooresearcherSPRINGERREVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 View PDF (543kb)

6

Ultimate consumption risk and investment-based stock returns

Kang, Hankil; Kang, Jangkooresearcher; Lee, ChangjunELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.473 - 486, 2017-11

7

An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, JangkooresearcherELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

8

State-Dependent Variations in the Expected Illiquidity Premium

Jang, Jeewon; Kang, Jangkooresearcher; Lee, ChangjunOXFORD UNIV PRESSREVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10

9

Momentum in International Commodity Futures Markets

Kang, Jangkooresearcher; Kwon, Kyung YoonWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08

10

Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkooresearcher; Lee, ChangjunELSEVIER SCIENCE INCNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.40, pp.222 - 237, 2017-04

11

Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkooresearcher; Lee, SoonheeELSEVIER SCIENCE BVJOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10

12

Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?

Kang, Jangkooresearcher; Lee, SoonheeWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08

13

Foreign investors and the delay of information dissemination in the Korean stock market

Kang, Jangkooresearcher; Kwon, Kyung Yoon; Park, Hyoung-jinELSEVIER SCIENCE BVPACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06

14

Challenges and Opportunities in Emerging Financial Markets

Kang, Jangkooresearcher; Yun, Chang-HyunROUTLEDGE JOURNALSEMERGING MARKETS FINANCE AND TRADE, v.52, no.11, pp.2451 - 2453, 2016

15

Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market

Kang, Hankil; Kang, Jangkooresearcher; Lee, SoonheeROUTLEDGE JOURNALSEMERGING MARKETS FINANCE AND TRADE, v.52, no.10, pp.2335 - 2347, 2016

16

내재변동성과 역사적 변동성 차이가 국내 ELW 수익률에 미치는 영향 분석

이순희; 강장구researcher; 강종호한국증권학회한국증권학회지, v.44, no.4, pp.615 - 636, 2015-09

17

Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkooresearcher; Ryu, DoojinELSEVIER SCIENCE BVPACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06

18

한국 채권 초과수익률 예측요인에 관한 연구

강장구researcher; 강한길; 이순희; 이은미한국재무학회재무연구, v.28, no.2, pp.163 - 194, 2015-05

19

State-Dependent Illiquidity Premium in the Korean Stock Market

Jang, Jeewon; Kang, Jang-Kooresearcher; Lee, ChangjunROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTDEMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03

20

IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION

Ryu, Doojin; Kang, Jang-Kooresearcher; Suh, SangwonWILEY-BLACKWELLJOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02

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