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Foreign investors and the delay of information dissemination in the Korean stock market

Kang, Jangkoo; Kwon, Kyungyoon; Park, Hyoung-jin - In: Pacific-Basin finance journal 38 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011669045

Tests of alternate models for the pricing of Korean Treasury bond futures contracts

Kang, Jangkoo; Park, Hyoung-Jin - In: Pacific-Basin Finance Journal 14 (2006) 4, pp. 410-425

Persistent link: https://www.econbiz.de/10005372369

The Dynamics of Trades and Quote Revisions Across Stock, Futures, and Option Markets

Kang, Jangkoo; Park, Hyoung-Jin - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 02, pp. 227-254

This paper examines the dynamics of returns and order imbalances across the KOSPI 200 cash, futures and option markets. The information effect is more dominant than the liquidity effect in these markets. In addition, returns have more predictability power for the future movements of prices than...

Persistent link: https://www.econbiz.de/10005080730

Information uncertainty and implied volatilities

Hong, Jong-Woon; Park, Hyoung-Jin - In: Journal of international trade & commerce 15 (2019) 2, pp. 31-43

Persistent link: https://www.econbiz.de/10012545214

Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011474037

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

Kang, Jongho; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 42 (2022) 3, pp. 338-364

Persistent link: https://www.econbiz.de/10012817917

Do actively managed mutual funds exploit stock market mispricing?

Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012632198

US economic uncertainty and the Korean stock market reaction

Yun, Jaesun; Kang, Jangkoo; Kwon, Kyungyoon - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2946-2976

Persistent link: https://www.econbiz.de/10012607442

Weekly momentum in the commodity futures market

Kwon, Kyungyoon; Kang, Jangkoo; Yun, Jaesun - In: Finance research letters 35 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012438709

Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863

Persistent link: https://www.econbiz.de/10012306509