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Showing results 11 to 20 of 20

11
Option-Implied Preference with Model Uncertainty

Kang, Byung Jin; Kim, Tong Suk; Lee, Hyo Seob, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.498 - 515, 2014-06

12
PRICING BASKET AND ASIAN OPTIONS UNDER THE JUMP-DIFFUSION PROCESS

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.31, no.9, pp.830 - 854, 2011-09

13
Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

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

14
Risk Changes and External Financing Activities: Tests of the Dynamic Trade-off Theory of Capital Structure

Dierker, Martin J.; Lee, Inmoo; Seo, Sung Won, JOURNAL OF EMPIRICAL FINANCE, v.52, pp.178 - 200, 2019-06

15
Risk, ambiguity, and equity premium: International evidence

Kim, Eung-Bin; Byun, Suk-Joon, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.76, pp.321 - 335, 2021-11

16
Scheduled macroeconomic news announcements and intraday market sentiment

Seok, Sangik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.62, 2022-11

17
The information content of net buying pressure: Evidence from the KOSPI 200 index option market

Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FINANCIAL MARKETS, v.11, no.1, pp.36 - 56, 2008-02

18
Two approaches for stochastic interest rate option model

Hyun, Jung-Soon; Kim, YH, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, v.43, pp.845 - 858, 2006-07

19
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyu; Wang, Yazhen, JOURNAL OF ECONOMETRICS, v.194, no.2, pp.220 - 230, 2016-10

20
Who and what drives informed options trading after the market opens?

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

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