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Do the production-based factors capture the time-varying patterns in stock returns?
Kang, Hankil; Kang, Jangkoo; Lee, Changjun - In: Emerging markets review 15 (2013), pp. 122-135
Persistent link: https://www.econbiz.de/10009748614
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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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Decomposition of volatility in Asian equity markets
Hong, Ki Hoon; Kang, Jangkoo; Lee, Doowon - In: Asian capital market development and integration : …, (pp. 363-396). 2014
Persistent link: https://www.econbiz.de/10010356722
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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