Browse "School of Management Engineering(경영공학부)" by Author Kang, Hankil

Showing results 1 to 7 of 7

1
A Comparison of New Factor Models in the Korean Stock Market

Kang, Hankil; Kang, Jangkoo; Kim, Wooyeon, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.48, no.5, pp.593 - 614, 2019-10

2
Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09

3
Do the production-based factors capture the time-varying patterns in stock returns?

Kang, Hankil; Kang, Jangkoo; Lee, Changjun, EMERGING MARKETS REVIEW, v.15, pp.122 - 135, 2013-06

4
Does the Chen-Zhang model capture the time-varying patterns in stock returns?

Kang, Jangkoo; Lee, Changjun; Kang, Hankil, 재무관련 5개 통합학회, 2010

5
(The) impact of macroeconomic risk on asset prices and option market microstructure = 거시경제 위험이 자산가격에 미치는 영향과 옵션 시장 미시구조에 대한 연구link

Kang, Hankil; 강한길; et al, 한국과학기술원, 2017

6
Ultimate consumption risk and investment-based stock returns

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

7
Which Traders Contribute Most to Price Discovery? Evidence from the KOSPI 200 Options Market

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

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