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Results 1-10 of 18 (Search time: 0.005 seconds).

NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1
The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis

Kang, Jangkooresearcher, Eastern Finance Association, 2005-04

2
Control Benefit, Ownership Structure and Firm Leverage: An Analysis of Korean Firms

Kang, Jangkooresearcher, 한국재무학회 학술발표회, 한국재무학회, 2003-11

3
Option Pricing and Hedging with Deterministic Volatility Functions

Kang, Jangkooresearcher, 한국재무학회 학술발표회, 한국재무학회, 2003-11

4
Pricing and Hedging the KTB Futures

Kang, Jangkooresearcher, Mid-West Finance Association, 2003-03

5
The Lead-Lag Relations of Returns and Volatilities among Spot, Futures, and Options Market: A Case of the KOSPI200 Index Markets

Kang, Jangkooresearcher, Asia-Pacific Association of Derivatives, 2004-07

6
Returns and order imbalances: Information transmission between cash and futures markets

Kang, Jangkooresearcher, 선물학회 학술발표회, 선물학회, 2005-12

7
Estimating and Testing Option Pricing Models in an Economy with Transaction Costs

Kang, Jangkooresearcher, 한국재무학회 학술발표회, 한국재무학회, 2003-05

8
The effects of minimum tick size on liquidity in the KOSPI200 options market

Kang, Jangkooresearcher, 선물학회 학술발표회, 선물학회, 2005-12

9
Private benefits of control and firm leverage: An anlysis of Korean firms

Kang, Jangkooresearcher, Eastern Finance Association, 2005-04

10
The impact of net buying pressure on implied volatility: The learning hypothesis versus the limits of arbitrage hypothesis

Kang, Jangkooresearcher, 재무관리학회 학술발표회, 재무관리학회, 2005-05

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