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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

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

Kang, Jangkoo - 2009

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/10013155460

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

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

Which trades move asset prices? : an analysis of futures trading data

Kang, Jangkoo; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 46 (2010), pp. 7-22

Persistent link: https://www.econbiz.de/10008903656

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

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

Who has an edge in trading index derivatives?

Jang, Jeewon; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 43 (2023) 3, pp. 325-348

Persistent link: https://www.econbiz.de/10014293070