Browse "School of Management Engineering(경영공학부)" byAuthorJang, Jeewon

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1
Essays on conditional asset pricing: stock market liquidity and higher-order moments = 주식시장 유동성과 고차적률 선호를 고려한 조건부 자산가격결정link

Jang, Jeewon; 장지원; et al, 한국과학기술원, 2015

2
Liquidity Risk and Expected Stock Returns in Korea: A New Approach

Jang, Jeewon; Kang, Jangkooresearcher; Lee, Changjun, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.6, pp.704 - 738, 2012-12

3
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

4
State-Dependent Illiquidity Premium in the Korean Stock Market

Jang, Jeewon; Kang, Jang-Kooresearcher; Lee, Changjun, EMERGING MARKETS FINANCE AND TRADE, v.51, no.2, pp.400 - 417, 2015-03

5
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

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