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Estimation
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Kang, Jangkoo
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ECONIS (ZBW)
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1
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:
2
State-dependent variations in the expected illiquidity premium
Jang, Jeewon
;
Kang, Jangkoo
;
Lee, Changjun
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
6
,
pp. 2277-2314
Persistent link: https://www.econbiz.de/10011804715
Saved in:
3
An investigation of return-volatility relationship using high-frequency VKOSPI data
Bagchi, Debasis
;
Lee, Changjun
;
Ryu, Doojin
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
3
(
2012/13
)
3
,
pp. 256-273
Persistent link: https://www.econbiz.de/10010210130
Saved in:
4
A decomposition of Korean sovereign bond yields : joint estimation using sovereign CDS and bond data
Kim, Jungmu
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 918-947
Persistent link: https://www.econbiz.de/10010476859
Saved in:
5
Which traders contribute most to price discovery? : evidence from the KOSPI 200 options market
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Soonhee
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
10/12
,
pp. 2335-2347
Persistent link: https://www.econbiz.de/10011672513
Saved in:
6
Consumption growth predictability and asset prices
Roh, Tai-Yong
;
Lee, Changjun
;
Min, Byoung-Kyu
- In:
Journal of empirical finance
51
(
2019
),
pp. 95-118
Persistent link: https://www.econbiz.de/10012169973
Saved in:
7
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:
8
A geometric treatment of time-varying volatilities
Han, Chulwoo
;
Park, Frank C.
;
Kang, Jangkoo
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1121-1141
Persistent link: https://www.econbiz.de/10011797596
Saved in:
9
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:
10
Human capital quality and stock returns
Bae, Jaewan
;
Kang, Jangkoo
- In:
Journal of banking & finance
152
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463267
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