| 1 | A Comparison of Empirical Performance : Pricing models vs pricing Kernels Kang, Jangkoo; Ryu, Doojin, 2008년 한국 파생상품학회 추계 학술연구 발표회, 한국파생상품학회, 2008-11-28 |
| 2 | An empirical investigation of option valuation and hedging methodology: Option pricing models and pricing kernels Kang, Jangkoo; Ryu, Doojin, Asia-Pacific Association of Derivatives, 2010 |
| 3 | An empirical study on the price effect of large order imbalance Kang, Jangkoo, 재무학회 정기학술대회, 재무학회, 2007-11-01 |
| 4 | Asymmetric Dynamics of Quoted Prices and Trades in the Informed Dissemination Process Kang, Jangkoo; Lee, Soonhee; Park, Hyoung-Jin, 한국증권학회 학술발표회, Korean Securities Association, 2008-02 |
| 5 | Contagion effects in the CDS markets Hwang, Keunho; Kang, Jangkoo, 2008년 한국 파생상품학회 추계 학술연구 발표회, Korea Derivatives Association, 2008-11-28 |
| 6 | Control Benefit, Ownership Structure and Firm Leverage: An Analysis of Korean Firms Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11 |
| 7 | Do Day-traders Destabilize the Market? : The Case of the KOSPI200 Futures Market Kang, Jangkoo; Kim, In Joon; Lee, Wol Goo; Moon, Haeeun, 한국증권학회 KSA(Korean Secutiyies Association) 학술발표회, pp.1 - 34, 한국증권학회, 2005 |
| 8 | Do day-traders destabilize the market? The case of the KOSPI200 futures market Kang, Jangkoo; Kim, In Joon; Lee, Wol Goo; Moon, Haeeun, Asia-Pacific Association of Derivatives, pp.1 - 34, 2005-06 |
| 9 | Does the Chen-Zhang model capture the time-varying patterns in stock returns? Kang, Jangkoo; Lee, Changjun; Kang, Hankil, 재무관련 5개 통합학회, 2010 |
| 10 | Efficient estimation of VaR Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2005-06 |
| 11 | Estimating and Testing Option Pricing Models in an Economy with Transaction Costs Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-05 |
| 12 | How Does Creditor’s Liquidation Decision Affect Debt and Equity Values? Hwang, Keunho; Kang, Jangkoo, Proceedings of Korean Finance Association., Korean Finance Association, 2008-05 |
| 13 | Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI 200 Option Market Kang, Jangkoo, 한국선물학회 추계학술대회, 한국선물학회, 2003-12 |
| 14 | Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07 |
| 15 | Indexing Catastrophe Securities Seog, S. Hun; Kang, Jangkoo, 한국선물학회 학술발표회, pp.1 - 24, Korean Association of Futures and Options, 2004-12 |
| 16 | Investor Performance and Trade Size: Which Trades Move Futures Prices? Kang, Jangkoo; Ryu, Doojin, EBES, 2009 |
| 17 | KOSPI 200 옵션가격을 이용한 옵션의 가치결정함수 추정 강장구; 한상일; 조태근, 한국증권학회 4차 정기학술발표회, v.37, pp.92 - 128, 한국증권학회, 2002-10 |
| 18 | Macroeconomic Risk and the Cross-Section of Stock Returns 김동석; 강장구; 이창준; 민병규, 재무금융관련 5개 학회 공동학술연구발표회, 2009 |
| 19 | Numeraire Portfolio Tests of International Bond Market Integration Kang, Jangkoo, American Finance Association, pp.1 - 42, 1999 |
| 20 | On Additional Credit Spreads Caused by Jump Risks of the Default Rate Ahn, Chang Mo; Kang, Jangkoo; Kim, Hwa-Sung, 한국증권학회 4차 정기학술발표회, pp.1 - 20, 한국증권학회, 2003-10 |
| 21 | On Incentives of Executive Stock Options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung, Asia-Pacific Association of Derivatives, 2010 |
| 22 | Option Pricing and Hedging with Deterministic Volatility Functions Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11 |
| 23 | Performance of a Liquidity-augmented Capital Asset Pricing Model in the Korean Stock Market 강장구; 장지원, 한국재무학회, 2010 |
| 24 | Pricing and Hedging the KTB Futures Kang, Jangkoo, Mid-West Finance Association, 2003-03 |
| 25 | Pricing Basket Options under the process with jumps 강장구; 배광일; 김화성, 2008년 한국 파생상품학회 추계 학술연구 발표회, Korea Derivatives Association, 2008-11-28 |
| 26 | Private benefits of control and dividend policy Kang, Jangkoo, 한국재무관리학회 학술발표회, 한국재무관리학회, 2005-11 |
| 27 | Private benefits of control and firm leverage: An anlysis of Korean firms Kang, Jangkoo, Eastern Finance Association, 2005-04 |
| 28 | Returns and order imbalances: Information transmission between cash and futures markets Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12 |
| 29 | The Effects of a Transparency Change in the PreopeningSession on Price discovery 강장구; 이두원, 한국증권학회KSA(Korean Secutiyies Association) 학술발표회, 한국증권학회, 2007-05-26 |
| 30 | The effects of minimum tick size on liquidity in the KOSPI200 options market Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12 |
| 31 | The Impact of Net Buying Pressure on Implied Volatility Kang, Jangkoo; Park, Hyoung-Jin, 한국증권학회 KSA(Korean Secutiyies Association) 학술발표회, 한국증권학회, 2005 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 |
| 35 | Tick size, market structure, and trading costs 정기호; 강장구; 김준석, 한국파생상품학회 KDA(Korea Derivatives Association) 학술발표회, 한국파생상품학회, 2007 |
| 36 | Who is the best contributor to recovery of market efficiency in the Korean stock market? Kang, Jangkoo; Kang, So Hyun, EBES (Eurasia Business and Economic Society), 2010 |
| 37 | 국내 신용연계채권(CLN)의 가격 결정 :Hull-White 모형의 응용 김인준; 강장구; 장경운, 한국증권학회 학술발표회, pp.1 - 41, 한국증권학회, 2003 |
| 38 | 국내기업 외화표시채권의 신용스프레드 변화의 결정요인에 대한 실증연구 김동석; 강장구; 임지영, 한국선물학회 2005 추계학술연구발표회, 한국선물학회, 2005-12-10 |
| 39 | 대규모 주문불균형의 가격효과에 대한 실증분석 강장구; 박형진; 안재율, 한국증권학회 학술발표회,, pp.1 - 35, 한국증권학회, 2007 |
| 40 | 주가연계증권의 발행가격에 대한 연구: 조기상환 주가연계증권을 중심으로 강장구, 선물학회 학술발표회, 선물학회, 2005-12 |
| 41 | 주문불균형이 KOSPI200 개별주식수익률에 미치는 영향분석 강소현; 강장구; 박호경, 재무금융관련 5개 통합학회, 2010 |
| 42 | 채권포오트폴리오 성과측정의 단위포오트폴리오 지표 강장구, 한국재무학회 학술대회, pp.1 - 38, 한국재무학회, 1997 |
