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Liquidity skewness premium
Jeong, Giho; Kang, Jangkoo; Kwon, Kyungyoon - In: The North American journal of economics and finance : a … 46 (2018), pp. 130-150
Persistent link: https://www.econbiz.de/10012036613
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Precision about manager skill, mutual fund flows, and performance persistence
Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 40 (2017), pp. 222-237
Persistent link: https://www.econbiz.de/10011878820
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An intertemporal CAPM with higher-order moments
Jang, Jeewon; Kang, Jangkoo - In: The North American journal of economics and finance : a … 42 (2017), pp. 314-337
Persistent link: https://www.econbiz.de/10011938131
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Ultimate consumption risk and investment-based stock returns
Kang, Hankil; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 42 (2017), pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
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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
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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Information in mispricing factors for future investment opportunities
Kang, Hankil; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 657-668
Persistent link: https://www.econbiz.de/10012120149
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Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 48 (2019), pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
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Firm-specific investor sentiment and daily stock returns
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012204504
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The information content of funds from operations and net income in real estate investment trusts
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012659559