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Asset pricing implications of firms' profit sharing
Bae, Jaewan; Kang, Jangkoo - In: Pacific-Basin finance journal 84 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014534529
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Information of employee decisions and stock returns in the Korean stock market
Bae, Jaewan; Kang, Jangkoo - In: International review of finance : the official journal … 23 (2023) 1, pp. 206-224
Persistent link: https://www.econbiz.de/10014251355
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The negative hiring rate premium on stock returns in the Korean stock market
Bae, Jaewan; Kang, Jangkoo - In: Pacific-Basin finance journal 73 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013388954
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Aggregate recruiting intensity and cross-sectional stock returns
Bae, Jaewan; Kang, Jangkoo - In: Finance research letters 48 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013463088
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Human capital quality and stock returns
Bae, Jaewan; Kang, Jangkoo - In: Journal of banking & finance 152 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014463267
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On the investigation of investment style allocation under the OCIO structure : evidence from the Korean stock market
Park, Jeongjoon; Bae, Jaewan; Lee, Changjun - In: Journal of derivatives and quantitative studies 29 (2021) 2, pp. 134-155
Given the importance of style allocation strategy under the outsourced chief investment officer (OCIO) structure, the authors examine the validity of style allocation strategies in the Korean stock market. The authors find that external investment agencies can improve performance by using newly...
Persistent link: https://www.econbiz.de/10012592913
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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) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10003759220
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Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
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Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
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An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations
Kang, Jangkoo; Chang, Joo Lee; Soon, Hee Lee - In: Journal of emerging market finance 5 (2006) 3, pp. 235-261
Persistent link: https://www.econbiz.de/10003439994