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Browse "KGSF-Conference Papers(학술회의논문)" by Author Kang, Jangkoo

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Showing results 1 to 18 of 18

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

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