1 | An empirical study on the price effect of large order imbalance Kang, Jangkoo, 재무학회 정기학술대회, 재무학회, 2007-11-01 |
2 | Contagion effects in the CDS markets Hwang, Keunho; Kang, Jangkoo, 2008년 한국 파생상품학회 추계 학술연구 발표회, Korea Derivatives Association, 2008-11-28 |
3 | Control Benefit, Ownership Structure and Firm Leverage: An Analysis of Korean Firms Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11 |
4 | Efficient estimation of VaR Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2005-06 |
5 | Estimating and Testing Option Pricing Models in an Economy with Transaction Costs Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-05 |
6 | How Does Creditor’s Liquidation Decision Affect Debt and Equity Values? Hwang, Keunho; Kang, Jangkoo, Proceedings of Korean Finance Association., Korean Finance Association, 2008-05 |
7 | Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI 200 Option Market Kang, Jangkoo, 한국선물학회 추계학술대회, 한국선물학회, 2003-12 |
8 | Implied Volatility with Transaction Costs and the Market Efficiency of the KOSPI200 Option Market Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07 |
9 | Numeraire Portfolio Tests of International Bond Market Integration Kang, Jangkoo, American Finance Association, pp.1 - 42, 1999 |
10 | Option Pricing and Hedging with Deterministic Volatility Functions Kang, Jangkoo, 한국재무학회 학술발표회, 한국재무학회, 2003-11 |
11 | Pricing and Hedging the KTB Futures Kang, Jangkoo, Mid-West Finance Association, 2003-03 |
12 | Private benefits of control and dividend policy Kang, Jangkoo, 한국재무관리학회 학술발표회, 한국재무관리학회, 2005-11 |
13 | Private benefits of control and firm leverage: An anlysis of Korean firms Kang, Jangkoo, Eastern Finance Association, 2005-04 |
14 | Returns and order imbalances: Information transmission between cash and futures markets Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12 |
15 | The effects of minimum tick size on liquidity in the KOSPI200 options market Kang, Jangkoo, 선물학회 학술발표회, 선물학회, 2005-12 |
16 | The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis Kang, Jangkoo, Eastern Finance Association, 2005-04 |
17 | The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis Kang, Jangkoo, 재무관리학회 학술발표회, 재무관리학회, 2005-05 |
18 | The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market: A Case of the KOSPI200 Index Markets Kang, Jangkoo, Asia-Pacific Association of Derivatives, 2004-07 |
19 | 주가연계증권의 발행가격에 대한 연구: 조기상환 주가연계증권을 중심으로 강장구, 선물학회 학술발표회, 선물학회, 2005-12 |
20 | 채권포오트폴리오 성과측정의 단위포오트폴리오 지표 강장구, 한국재무학회 학술대회, pp.1 - 38, 한국재무학회, 1997 |