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The journal of futures markets
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Journal of Futures Markets
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Asia-Pacific journal of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Pacific-Basin finance journal
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ECONIS (ZBW)
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21
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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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26
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
Saved in:
27
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
Saved in:
28
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
Saved in:
29
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
Saved in:
30
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
Saved in:
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