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Kang, Jangkoo (강장구)
교수, (경영공학부)
Research Area
Finance, Financial Engineering, Financial Economics
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Who has an edge in trading index derivatives?

    Jang, Jeewon; Kang, Jangkooresearcher; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.43, no.3, pp.325 - 348, 2023-03

    2
    Information of employee decisions and stock returns in the Korean stock market

    Bae, Jaewan; Kang, Jangkooresearcher, INTERNATIONAL REVIEW OF FINANCE, v.23, no.1, pp.206 - 224, 2023-03

    3
    The role of labor in cash holdings: Evidence from the supply-side impact of COVID-19

    Bae, Jaewan; Kang, Jangkooresearcher, ECONOMICS LETTERS, v.224, 2023-03

    4
    Market versus limit orders of speculative high-frequency traders and price discovery

    Kang, Jongho; Kang, Jangkooresearcher; Kwon, Kyung Yoon, RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, v.63, 2022-12

    5
    The Momentum Strategies and Salience: Evidence from the Korean Stock Market

    Sim, Myounghwa; Kang, Jangkooresearcher; Kim, Hee-Eun; et al, EMERGING MARKETS FINANCE AND TRADE, v.58, no.11, pp.3177 - 3190, 2022-09

    6
    Aggregate recruiting intensity and cross-sectional stock returns

    Bae, Jaewan; Kang, Jangkooresearcher, FINANCE RESEARCH LETTERS, v.48, 2022-08

    7
    The negative hiring rate premium on stock returns in the Korean stock market

    Bae, Jaewan; Kang, Jangkooresearcher, PACIFIC-BASIN FINANCE JOURNAL, v.73, 2022-06

    8
    Betting against analyst target price

    Han, Chulwoo; Kang, Jangkooresearcher; Kim, Sun Yung, JOURNAL OF FINANCIAL MARKETS, v.59, 2022-06

    9
    Who and what drives informed options trading after the market opens?

    Kang, Jongho; Kang, Jangkooresearcher; Lee, Jaeram, JOURNAL OF FUTURES MARKETS, v.42, no.3, pp.338 - 364, 2022-03

    10
    The reference dependency of short-term reversal

    Goh, Jihoon; Jeong, Giho; Kang, Jangkooresearcher, INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, v.78, pp.195 - 211, 2022-03

    11
    Basis-momentum strategies and ranking periods

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

    12
    US Economic Uncertainty and the Korean Stock Market Reaction

    Yun, Jaesun; Kang, Jangkooresearcher; Kwon, Kyung Yoon, EMERGING MARKETS FINANCE AND TRADE, v.57, no.10, pp.2946 - 2976, 2021-08

    13
    Momentum and Earnings Information in the Korean Stock Market

    Ha, YuSung; Kang, Jangkooresearcher; Kim, SunYung, ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, v.50, no.3, pp.334 - 359, 2021-06

    14
    Volatility-managed commodity futures portfolios

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

    15
    The q-Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides*

    Min, Byoung-Kyu; Kang, Jangkooresearcher; Lee, Changjun; et al, INTERNATIONAL REVIEW OF FINANCE, v.20, no.4, pp.897 - 921, 2020-12

    16
    Can commodity futures risk factors predict economic growth?

    Kang, Jangkooresearcher; Kwon, Kyung Yoon, JOURNAL OF FUTURES MARKETS, v.40, no.12, pp.1825 - 1860, 2020-12

    17
    Can fat-tail create the momentum and reversal?

    Bae, Kwangil; Kang, Hankil; Kang, Jangkooresearcher, APPLIED ECONOMICS, v.52, no.44, pp.4850 - 4863, 2020-09

    18
    한국 주식시장의 일간 승자/패자 효과

    윤재선; 강장구researcher, 한국증권학회지, v.49, no.4, pp.565 - 588, 2020-08

    19
    Weekly momentum in the commodity futures market

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

    20
    Do actively managed mutual funds exploit stock market mispricing?

    Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkooresearcher; et al, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.53, 2020-07
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