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

Showing results 37 to 93 of 93

37
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

38
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

39
How about selling commodity futures losers?

Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.39, no.12, pp.1489 - 1514, 2019-12

40
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

41
Human capital quality and stock returns

Bae, Jaewan; Kang, Jangkoo, JOURNAL OF BANKING & FINANCE, v.152, 2023-07

42
Indexing Catastrophe Securities

S. Hun Seog; Kang, Jangkoo, KAIST BUSINESS SCHOOL WORKING PAPER , v.2008-003, 2008

43
Indexing Catastrophe Securities

Seog, S. Hun; Kang, Jangkoo, 한국선물학회 학술발표회, pp.1 - 24, Korean Association of Futures and Options, 2004-12

44
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

45
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

46
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

47
Investment behavior and performance of sophisticated investors = 뮤추얼펀드 및 고빈도거래자의 투자 행태와 성과에 관한 연구link

Jeon, Hyunglae; 전형래; et al, 한국과학기술원, 2016

48
Investor Performance and Trade Size: Which Trades Move Futures Prices?

Kang, Jangkoo; Ryu, Doojin, EBES, 2009

49
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

50
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

51
Labor Turnover, Firm Investment, and Stock Returns

Bae, Jaewan; Kang, Jangkoo, Conference on Asia-Pacific Financial Markets, Korean Securities Association, 2021-12-04

52
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

53
Liquidity skewness premium

Jeong, Giho; Kang, Jangkoo; Kwon, Kyung Yoon, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.46, pp.130 - 150, 2018-11

54
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

55
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

56
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

57
Momentum in International Commodity Futures Markets

Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.37, no.8, pp.803 - 835, 2017-08

58
New factor models in the Korean stock market = 한국 주식시장에서의 새로운 요인 모형에 관한 연구link

Kim, Wooyeon; 김우연; et al, 한국과학기술원, 2016

59
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

60
On Incentives of Executive Stock Options

Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung, Asia-Pacific Association of Derivatives, 2010

61
Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market

Hwang K.; Kang, Jangkoo; Ryu D., INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.19, no.1, pp.35 - 46, 2010-02

62
Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.40, pp.222 - 237, 2017-04

63
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

64
Pricing counterparty default risks: Applications to FRNs and vulnerable options

Kang, Jangkoo; Kim H.-S., INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.14, no.3, pp.376 - 392, 2005

65
Pricing credit spread options under a Markov chain model with Stochastic default rate

Kang, Jangkoo; Kim, HS, JOURNAL OF FUTURES MARKETS, v.24, pp.631 - 648, 2004-07

66
Private benefits of control and firm leverage: An analysis of Korean firms

Kang, Jangkoo; Kim J.-S., REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.27, no.4, pp.439 - 463, 2006-12

67
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

68
Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market

Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.43, no.2, pp.183 - 222, 2014-04

69
Seasonality in the Korean stock market = 한국 주식 시장에서의 계절성link

Lee, Jongyoung; Kang, Jangkoo; et al, 한국과학기술원, 2021

70
State-Dependent Variations in the Expected Illiquidity Premium

Jang, Jeewon; Kang, Jangkoo; Lee, Changjun, REVIEW OF FINANCE, v.21, no.6, pp.2277 - 2314, 2017-10

71
Tests of alternate models for the pricing of Korean Treasury bond futures contracts

Kang, Jangkoo; Park H.-J., PACIFIC BASIN FINANCE JOURNAL, v.14, no.4, pp.410 - 425, 2006-09

72
The dynamics of trades and quote revisions across stock, futures, and option markets

Kang, Jangkoo; Park H.-J., REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES, v.11, no.2, pp.227 - 254, 2008-06

73
The effects of jump risks associated with the default rate on credit spreads

Ahn, Chang Mo; Kang, Jangkoo; Kim, Hwa-Sung, JOURNAL OF RISK, v.7, no.3, pp.95 - 110, 2005-04

74
The Impact of Net Buying Pressure on Implied Volatility

Kang, Jangkoo; Park, Hyoung-Jin, 한국증권학회 KSA(Korean Secutiyies Association) 학술발표회, 한국증권학회, 2005

75
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

76
The Momentum Strategies and Salience: Evidence from the Korean Stock Market

Sim, Myounghwa; Kang, Jangkoo; Kim, Hee-Eun; Lee, Eunmee, EMERGING MARKETS FINANCE AND TRADE, v.58, no.11, pp.3177 - 3190, 2022-09

77
The negative hiring rate premium on stock returns in the Korean stock market

Bae, Jaewan; Kang, Jangkoo, PACIFIC-BASIN FINANCE JOURNAL, v.73, 2022-06

78
The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

Min, Byoung-Kyu; Kang, Jangkoo; Lee, Changjun; Roh, Tai-Yong, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12

79
The reference dependency of short-term reversal

Goh, Jihoon; Jeong, Giho; Kang, Jangkoo, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03

80
The role of labor in cash holdings: Evidence from the supply-side impact of COVID-19

Bae, Jaewan; Kang, Jangkoo, ECONOMICS LETTERS, v.224, 2023-03

81
(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

82
Tick size, market structure, and market quality

Chung, K.H.; Kang, Jangkoo; Kim, J.-S., REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, v.36, no.1, pp.57 - 81, 2011

83
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

84
US Economic Uncertainty and the Korean Stock Market Reaction

Yun, Jaesun; Kang, Jangkoo; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08

85
Volatility-managed commodity futures portfolios

Kang, Jangkoo; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.41, no.2, pp.159 - 178, 2021-02

86
Weekly momentum in the commodity futures market

Kwon, Kyung Yoon; Kang, Jangkoo; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.35, 2020-07

87
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

88
Which Trades Move Asset Prices? An Analysis of Futures Trading Data

Kang, Jangkoo; Ryu, Doojin, EMERGING MARKETS FINANCE AND TRADE, v.46, no.46, pp.7 - 22, 2010-06

89
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

90
Who has an edge in trading index derivatives?

Jang, Jeewon; Kang, Jangkoo; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.43, no.3, pp.325 - 348, 2023-03

91
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

92
Why does the high volume return premium exist? = 거래량 충격에 따른 프리미엄 발생 원인에 대한 연구link

Eo, Ji-Won; Kang, Jangkoo; et al, 한국과학기술원, 2019

93
한국시장에서 뉴스 사진에 담긴 부정적 심리와 주식 수익률 간의 관계에 관한 연구 = Negative sentiment in news photos and stock returns in the Korean marketlink

손승우; 강장구; et al, 한국과학기술원, 2023

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