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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

An analysis of the determinants of inflation-linked bond prices in Korea

Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific journal of financial studies 47 (2018) 5, pp. 605-633

Persistent link: https://www.econbiz.de/10012009586

A bias in Jensen’s alpha when returns are serially correlated

Kang, Jangkoo; Lee, Soonhee - In: Theoretical economics letters 3 (2013) 3, pp. 188-190

Persistent link: https://www.econbiz.de/10010239686

Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market

Kang, Hankil; Kang, Jangkoo; Lee, Soonhee - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2335-2347

Persistent link: https://www.econbiz.de/10011672513

Bullish/bearish/neutral strategies under short sale restrictions

Bae, Kwangil; Kang, Jangkoo; Lee, Soonhee - In: Journal of banking & finance 71 (2016), pp. 227-239

Persistent link: https://www.econbiz.de/10011635429

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; Lee, Chang Joo; Lee, Soonhee - In: Journal of Emerging Market Finance 5 (2006) 3, pp. 235-261

This article empirically examines the lead-lag relations among the KOSPI200 spot market, the KOSPI200 futures market, and the KOSPI200 options market, and provides some explanations for the observed lead-lag relations. In general, the KOSPI200 futures and options markets lead the KOSPI200 spot...

Persistent link: https://www.econbiz.de/10010772788

An Analysis of the Determinants of Inflation-linked Bond Prices in Korea

Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific Journal of Financial Studies 47 (2018) 5, pp. 605-633

Persistent link: https://www.econbiz.de/10012087797