Browse "School of Management Engineering(경영공학부)" by Author Kang, Jangkoo
Showing results 1 to 60 of 93
| A bias in Jensen's alpha when returns are serially correlated Kang, Jangkoo; Lee, Soonhee, Theoretical Economics Letters, v.3, no.3, pp.188 - 190, 2013 |
| A Comparison of Empirical Performance : Pricing models vs pricing Kernels Kang, Jangkoo; Ryu, Doojin, 2008년 한국 파생상품학회 추계 학술연구 발표회, 한국파생상품학회, 2008-11-28 |
| 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 |
A geometric treatment of time-varying volatilities Han, Chulwoo; Park, Frank C.; Kang, Jangkoo, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.49, no.4, pp.1121 - 1141, 2017-11 |
| Aggregate recruiting intensity and cross-sectional stock returns Bae, Jaewan; Kang, Jangkoo, FINANCE RESEARCH LETTERS, v.48, 2022-08 |
| An Analysis of the Determinants of Inflation-linked Bond Prices in Korea Kang, Jangkoo; Lee, Soonhee, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.47, no.5, pp.605 - 633, 2018-10 |
| An efficient approximation method for American exotic options Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-Sung; Kim, In Joon, JOURNAL OF FUTURES MARKETS, v.27, no.1, pp.29 - 59, 2007 |
| 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 |
| An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures, and options markets and their explanations Kang, Jangkoo; Lee, Chang Joo; Lee, Soonhee, JOURNAL OF EMERGING MARKET FINANCE, v.5, no.3, pp.235 - 261, 2006-12 |
| An extended CreditRisk+ framework for portfolio credit risk management Kang, Jangkoo; Chulwoo Han, JOURNAL OF CREDIT RISK, v.4, no.4, pp.63 - 80, 2008-12 |
| An interrelation of time preference and risk attitude: an application to the equity premium puzzle Kang, Jangkoo; Kim, Hwa-Sung, APPLIED ECONOMICS LETTERS, v.19, no.5, pp.483 - 486, 2012 |
| An intertemporal CAPM with higher-order moments Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11 |
| 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 |
| Basis-momentum strategies and ranking periods Kwon, Kyung Yoon; Kang, Jangkoo; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.43, 2021-11 |
| Betting against analyst target price Han, Chulwoo; Kang, Jangkoo; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06 |
| Bullish/bearish/neutral strategies under short sale restrictions Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee, JOURNAL OF BANKING & FINANCE, v.71, pp.227 - 239, 2016-10 |
| Call options with concave payoffs: An application to executive stock options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF FUTURES MARKETS, v.38, no.8, pp.943 - 957, 2018-08 |
| Can commodity futures risk factors predict economic growth? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.40, no.12, pp.1825 - 1860, 2020-12 |
| 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 |
| Challenges and Opportunities in Emerging Financial Markets Kang, Jangkoo; Yun, Chang-Hyun, EMERGING MARKETS FINANCE AND TRADE, v.52, no.11, pp.2451 - 2453, 2016 |
| Common deviation and regime-dependent dynamics in the index derivatives markets Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin, PACIFIC-BASIN FINANCE JOURNAL, v.33, pp.1 - 22, 2015-06 |
| Commonality and relative difference in financial assets = 금융 자산들의 공통성과 상대적 차이에 대한 연구 : 자산 가격, 거래 이익, 자산 투자를 중심으로link Lee, Jaeram; 이재람; et al, 한국과학기술원, 2016 |
| Do actively managed mutual funds exploit stock market mispricing? Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07 |
| 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 |
| 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 |
| 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 |
| Does the Chen-Zhang model capture the time-varying patterns in stock returns? Kang, Jangkoo; Lee, Changjun; Kang, Hankil, 재무관련 5개 통합학회, 2010 |
| Equity Fund Performance Persistence with Investment Style: Evidence from Korea Kang, Jangkoo; Lee, Changjun; Lee, Doowon, EMERGING MARKETS FINANCE AND TRADE, v.47, no.3, pp.111 - 135, 2011 |
| Essays on alternative investments = 대체투자에 대한 연구link Yun, Jaesun; Kang, Jangkoo; et al, 한국과학기술원, 2020 |
| Essays on credit expansion, analyst forecasts, and expected stock returns = 신용확대, 애널리스트 예측과 주식의 기대수익률에 대한 연구link Kim, Sun Yung; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Essays on firm optimal decision-making through a life-cycle and the residual momentum = 기업의 최적화 의사결정에 따른 생애주기 및 잔차모멘텀 전략에 관한 연구link Lee, Eunmee; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Essays on high frequency market microstructure = 고빈도 시장 미시구조에 관한 연구link Kim, Wooyeon; Kang, Jangkoo; et al, 한국과학기술원, 2020 |
| Essays on labor and stock returns = 인적 자본과 주식 수익률에 관한 연구link Bae, Jaewan; Kang, Jangkoo; et al, 한국과학기술원, 2023 |
| Essays on market microstructure and price adjustment processeslink Kang, Jongho; Kang, Jangkoo; et al, 2021 |
| Essays on the cultural factors and behavioral biases = 문화적 요인과 행태적 편향에 관한 연구link Ha, Yu Sung; Kang, Jangkoo; et al, 한국과학기술원, 2022 |
| Essays on the market microstructure and behavioral biases = 시장 미시구조와 행태적 편향에 관한 연구link Jeong, Giho; Kang, Jangkoo; et al, 한국과학기술원, 2019 |
| Flow toxicity of high-frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market Kang, Jangkoo; Kwon, Kyung Yoon; Kim, Wooyeon, JOURNAL OF FUTURES MARKETS, v.40, no.2, pp.164 - 191, 2020-02 |
| Foreign investors and the delay of information dissemination in the Korean stock market Kang, Jangkoo; Kwon, Kyung Yoon; Park, Hyoung-jin, PACIFIC-BASIN FINANCE JOURNAL, v.38, pp.1 - 16, 2016-06 |
| How about selling commodity futures losers? Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12 |
| How Informed Investors Take Advantage of Negative Information in Options and Stock Markets Kang, Jangkoo; Park, Hyoung-Jin, JOURNAL OF FUTURES MARKETS, v.34, no.6, pp.516 - 547, 2014-06 |
| Human capital quality and stock returns Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07 |
| Indexing Catastrophe Securities S. Hun Seog; Kang, Jangkoo, KAIST BUSINESS SCHOOL WORKING PAPER , v.2008-003, 2008 |
| Indexing Catastrophe Securities Seog, S. Hun; Kang, Jangkoo, 한국선물학회 학술발표회, pp.1 - 24, Korean Association of Futures and Options, 2004-12 |
| Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market Ahn, Hee-Joon; Kang, Jangkoo; Ryu, Doojin, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.39, no.3, pp.301 - 339, 2010-06 |
| Information of employee decisions and stock returns in the Korean stock market Bae, Jaewan; Kang, Jangkoo, INTERNATIONAL REVIEW OF FINANCE, v.23, no.1, pp.206 - 224, 2023-03 |
| INFORMED TRADING IN THE INDEX OPTION MARKET: THE CASE OF KOSPI 200 OPTIONS Ann, HJ (Ann, Hee-Joon); Kang, Jangkoo; Ryu, D (Ryu, Doojun), JOURNAL OF FUTURES MARKETS, v.28, pp.1118 - 1146, 2008-12 |
| Investment behavior and performance of sophisticated investors = 뮤추얼펀드 및 고빈도거래자의 투자 행태와 성과에 관한 연구link Jeon, Hyunglae; 전형래; et al, 한국과학기술원, 2016 |
| Investor Performance and Trade Size: Which Trades Move Futures Prices? Kang, Jangkoo; Ryu, Doojin, EBES, 2009 |
| Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices? Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08 |
| Is the zero-leverage policy value-enhancing? Jiang, Wenwen; Kang, Jangkoo; Kim, Hwa-Sung, The Quarterly Review of Economics and Finance, v.93, pp.176 - 189, 2024-02 |
| Labor Turnover, Firm Investment, and Stock Returns Bae, Jaewan; Kang, Jangkoo, Conference on Asia-Pacific Financial Markets, Korean Securities Association, 2021-12-04 |
| Liquidity Risk and Expected Stock Returns in Korea: A New Approach Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.41, no.6, pp.704 - 738, 2012-12 |
| Liquidity skewness premium Jeong, Giho; Kang, Jangkoo; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11 |
| Macroeconomic risk and the cross-section of stock returns Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu, JOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12 |
| Market versus limit orders of speculative high-frequency traders and price discovery Kang, Jongho; Kang, Jangkoo; Kwon, Kyung Yoon, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v.63, 2022-12 |
| Momentum and Earnings Information in the Korean Stock Market Ha, YuSung; Kang, Jangkoo; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06 |
| Momentum in International Commodity Futures Markets Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08 |
| New factor models in the Korean stock market = 한국 주식시장에서의 새로운 요인 모형에 관한 연구link Kim, Wooyeon; 김우연; et al, 한국과학기술원, 2016 |
| 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 |
| On Incentives of Executive Stock Options Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung, Asia-Pacific Association of Derivatives, 2010 |
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- 602 Thesis(Master)
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Open Access
Date issued
- 616 2020 - 2024
- 1,614 2010 - 2019
- 1,349 2000 - 2009
- 1,082 1990 - 1999
- 192 1980 - 1989