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State-dependent illiquidity premium in the Korean stock market
Jang, Jeewon; Kang, Jangkoo; Lee, Changjun - In: Emerging markets finance & trade : a journal of the … 51 (2015) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10011391814
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Liquidity risk and expected stock returns in Korea : a new approach
Jang, Jeewon; Kang, Jangkoo; Lee, Changjun - In: Asia-Pacific journal of financial studies 41 (2012) 6, pp. 704-738
Persistent link: https://www.econbiz.de/10009705219
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Macroeconomic risk and the cross-section of stock returns
Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu - In: Journal of banking & finance 35 (2011) 12, pp. 3158-3173
Persistent link: https://www.econbiz.de/10009383527
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Pricing counterparty default risks : applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-sung - In: International review of financial analysis 14 (2005) 3, pp. 376-392
Persistent link: https://www.econbiz.de/10002960575
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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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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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State-dependent variations in the expected illiquidity premium
Jang, Jeewon; Kang, Jangkoo; Lee, Changjun - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2277-2314
Persistent link: https://www.econbiz.de/10011804715
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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