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

Showing results 74 to 96 of 96

74
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

75
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

76
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

77
The Impact of Net Buying Pressure on Implied Volatility

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

78
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

79
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

80
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

81
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

82
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

83
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

84
(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

85
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

86
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

87
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

88
Volatility-managed commodity futures portfolios

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

89
Weekly momentum in the commodity futures market

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

90
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

91
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

92
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

93
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

94
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

95
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

96
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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