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Precision about manager skill, mutual fund flows, and performance persistence

Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 40 (2017), pp. 222-237

Persistent link: https://www.econbiz.de/10011878820

Equity fund performance persistence with investment style : evidence from Korea

Kang, Jangkoo; Lee, Changjun; Lee, Doowon - In: Emerging markets finance & trade : a journal of the … 47 (2011) 3, pp. 111-135

Persistent link: https://www.econbiz.de/10009313722

Do actively managed mutual funds exploit stock market mispricing?

Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012632198

The performance distribution and managerial skill of passive funds : evidence from the Korean market

Lee, Jaeram; Lee, Changjun - In: Journal of derivatives and quantitative studies : … 31 (2023) 4, pp. 328-346

This study investigates the performance distribution of passive funds in the Korean market and compares it with the performance distribution of active funds. The key findings are as follows, first, the performance distribution of passive funds has a thicker tail compared to that of active funds....

Persistent link: https://www.econbiz.de/10014429318

Can fat-tail create the momentum and reversal?

Bae, Kwangil; Kang, Hankil; Kang, Jangkoo - In: Applied economics 52 (2020) 44, pp. 4850-4863

Persistent link: https://www.econbiz.de/10012306509

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