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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) Altmetrics
    1
    Article
    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

    2
    Article
    Liquidity skewness premium

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

    3
    Article
    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

    4
    Article
    한국 주식시장에서의 실적 발표 기간의 단기 반전 효과

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

    5
    Article
    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

    6
    Article
    한국 주식시장에서의 Amihud 측도의 주식 수익률 예측과 거래량

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

    7
    Article
    Ultimate consumption risk and investment-based stock returns

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

    8
    Article
    A geometric treatment of time-varying volatilities

    Han, Chulwoo; Park, Frank C.; Kang, Jangkooresearcher, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11

    9
    Article
    An intertemporal CAPM with higher-order moments

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

    10
    Article
    State-Dependent Variations in the Expected Illiquidity Premium

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

    11
    Article
    Momentum in International Commodity Futures Markets

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

    12
    Article
    Precision about manager skill, mutual fund flows, and performance persistence

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

    13
    Article
    Bullish/bearish/neutral strategies under short sale restrictions

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

    14
    Article
    Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices?

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

    15
    Article
    Foreign investors and the delay of information dissemination in the Korean stock market

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

    16
    Article
    Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market

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

    17
    Article
    Challenges and Opportunities in Emerging Financial Markets

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

    18
    Article
    내재변동성과 역사적 변동성 차이가 국내 ELW 수익률에 미치는 영향 분석

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

    19
    Article
    Common deviation and regime-dependent dynamics in the index derivatives markets

    Lee, Jaeram; Kang, Jangkooresearcher; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06

    20
    Article
    한국 채권 초과수익률 예측요인에 관한 연구

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

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