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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

Momentum and foreign investors : evidence from the Korean stock market

Kang, Jangkoo; Kwon, Kyungyoon; Park, Hyoung-jin - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 131-147

Persistent link: https://www.econbiz.de/10010485785

Tests of alternate models for the pricing of Korean treasury bond futures contracts

Kang, Jangkoo; Park, Hyoung-Jin - In: Pacific-Basin finance journal 14 (2006) 4, pp. 410-425

Persistent link: https://www.econbiz.de/10003365509

Foreign investors and the delay of information dissemination in the Korean stock market

Kang, Jangkoo; Kwon, Kyungyoon; Park, Hyoung-jin - In: Pacific-Basin finance journal 38 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011669045

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

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

Phase-transition behavior in the emerging market : evidence from the KOSPI200 futures market

Hwang, Keunho; Kang, Jangkoo; Ryu, Doojin - In: International review of financial analysis 19 (2010) 1, pp. 35-46

Persistent link: https://www.econbiz.de/10008668729

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

Equity fund performance persistence with investment style : evidence from Korea

Kang, Jangkoo; Lee, Changjun; Lee, Doowon - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 111-135

Persistent link: https://www.econbiz.de/10009313722

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