Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Is the information on the higher moments of underlying returns correctly reflected in option prices?
Kang, Jangkoo; Lee, Soonhee - In: The journal of futures markets 36 (2016) 8, pp. 722-744
Persistent link: https://www.econbiz.de/10011568552
Cover Image
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
Cover Image
Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10009230522
Cover Image
Pricing basket and Asian options under the jump-diffusion process
Bae, Kwangil; Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 31 (2011) 9, pp. 830-854
Persistent link: https://www.econbiz.de/10009355795
Cover Image
How informed investors take advantage of negative information in options and stock markets
Kang, Jangkoo; Park, Hyoung-jin - In: The journal of futures markets 34 (2014) 6, pp. 516-547
Persistent link: https://www.econbiz.de/10010371414
Cover Image
The information content of net buying pressure : evidence from the KOSPI 200 index option market
Kang, Jangkoo; Park, Hyoung-Jin - In: Journal of financial markets 11 (2008) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10003710468
Cover Image
An efficient approximation method for American exotic options
Chang, Geunhyuk; Kang, Jangkoo; Kim, Hwa-sung; Kim, In-joon - In: The journal of futures markets 27 (2007) 1, pp. 29-59
Persistent link: https://www.econbiz.de/10003492996
Cover Image
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
Cover Image
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