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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
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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
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Retail investors and the idiosyncratic volatility puzzle : evidence from the Korean stock market
Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa - In: Asia-Pacific journal of financial studies 43 (2014) 2, pp. 183-222
Persistent link: https://www.econbiz.de/10010408036
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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
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Determinants and market implications of differentiated dividends in Korea
Choi, Bo Bae; Kang, Jangkoo; Lee, Doowon - In: International journal of managerial finance : IJMF 10 (2014) 4, pp. 453-469
Persistent link: https://www.econbiz.de/10010411853
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Tick size, market structure, and market quality
Chung, Kee H.; Kang, Jangkoo; Kim, Joon-seok - In: Review of quantitative finance and accounting 36 (2011) 1, pp. 57-81
Persistent link: https://www.econbiz.de/10009271379
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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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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
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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
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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