Browse "College of Business(경영대학)" by Author Kwon, Kyung Yoon

Showing results 1 to 13 of 13

1
Basis-momentum strategies and ranking periods

Kwon, Kyung Yoon; Kang, Jangkoo; Yun, Jaesun, FINANCE RESEARCH LETTERS, v.43, 2021-11

2
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

3
Essays on market microstructure and market integration = 시장 미시구조 및 시장 통합에 관한 연구link

Kwon, Kyung Yoon; 권경윤; et al, 한국과학기술원, 2017

4
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

5
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

6
How about selling commodity futures losers?

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

7
Liquidity skewness premium

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

8
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

9
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

10
Momentum in International Commodity Futures Markets

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

11
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

12
Volatility-managed commodity futures portfolios

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

13
Weekly momentum in the commodity futures market

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

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