Browse "MT-Journal Papers(저널논문)" by Author Kang, Jang-Koo

Showing results 1 to 6 of 6

1
Comment on "A new simple square root option pricing model"

Kim, Hwa-Sung; Kang, Jang-Koo; Shin, Jeong-Woo, JOURNAL OF FUTURES MARKETS, v.32, no.2, pp.191 - 198, 2012

2
Determinants and market implications of differentiated dividends in Korea

Choi, Bo Bae; Kang, Jang-Koo; Lee, Doowon, INTERNATIONAL JOURNAL OF MANAGERIAL FINANCE, v.10, no.4, pp.453 - 469, 2014-08

3
Efficient value-at-risk estimation for mortgage-backed securities

Han, Chulwoo; Park, Frank C.; Kang, Jang-Koo, JOURNAL OF RISK, v.9, no.3, pp.37 - 61, 2007-03

4
IMPLIED PRICING KERNELS: AN ALTERNATIVE APPROACH FOR OPTION VALUATION

Ryu, Doojin; Kang, Jang-Koo; Suh, Sangwon, JOURNAL OF FUTURES MARKETS, v.35, no.2, pp.127 - 147, 2015-02

5
Momentum and Foreign Investors: Evidence from the Korean Stock Market

Kang, Jang-Koo; Kwon, Kyung Yoon; Park, Hyoung-jin, EMERGING MARKETS FINANCE AND TRADE, v.50, pp.131 - 147, 2014-09

6
State-Dependent Illiquidity Premium in the Korean Stock Market

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

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