Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Informed trading in the index...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Börsenkurs
94
Share price
93
Theorie
76
Theory
76
Anlageverhalten
71
Behavioural finance
71
Capital income
66
Kapitaleinkommen
66
Südkorea
60
South Korea
59
Volatilität
57
Volatility
56
Aktienmarkt
55
Stock market
55
Option trading
42
Optionsgeschäft
42
Estimation
33
Portfolio selection
33
Portfolio-Management
33
Schätzung
33
Derivat
31
Derivative
31
Securities trading
31
Wertpapierhandel
31
Option pricing theory
30
Optionspreistheorie
30
Index futures
29
Index-Futures
29
Welt
23
World
23
Liquidity
21
VKOSPI
21
Forecasting model
19
Liquidität
19
Market microstructure
19
Marktmikrostruktur
19
Prognoseverfahren
19
Bid-ask spread
18
Geld-Brief-Spanne
18
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
18
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
19
Author
All
Kang, Jangkoo
11
Ryu, Doojin
8
Jang, Jeewon
4
Lee, Changjun
4
Bang, Jeongseok
3
Bae, Jaewan
2
Cho, Hoon
2
Kang, Hankil
2
Jeong, Giho
1
Kang, Yeonchan
1
Kim, Hyeyoen
1
Kim, Jun Sik
1
Kim, Tong Suk
1
Kwon, Kyungyoon
1
Lee, Eunmee
1
Lee, Hangsuck
1
Lee, Soonhee
1
Min, Byoung-Kyu
1
Park, Jun
1
Seok, Sang Ik
1
Seok, Sangik
1
Sim, Myounghwa
1
Son, Jihoon
1
Webb, Robert I.
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
5
Asia-Pacific journal of financial studies
3
Finance research letters
3
Applied economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
Journal of banking & finance
1
Pacific-Basin finance journal
1
The quarterly review of economics and finance
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
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:
4
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:
5
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
Saved in:
6
Probability of Price Crashes, Rational Speculative Bubbles, and the Cross-Section of Stock Returns
Jang, Jeewon
-
2018
We estimate an ex ante probability of extreme negative returns (crashes) of individual stocks as a measure of potential overpricing and find that stocks with a high probability of crashes earn abnormally low returns. Stocks with high crash probability are overpriced regardless of the level of...
Persistent link: https://www.econbiz.de/10012931108
Saved in:
7
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
Saved in:
8
An intertemporal CAPM with higher-order moments
Jang, Jeewon
;
Kang, Jangkoo
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 314-337
Persistent link: https://www.econbiz.de/10011938131
Saved in:
9
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
Saved in:
10
Asset pricing implications of firms' profit sharing
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014534529
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
