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Showing results 9 to 18 of 18

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

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