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Which trades move asset prices? : an analysis of futures trading data
Kang, Jangkoo; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 46 (2010), pp. 7-22
Persistent link: https://www.econbiz.de/10008903656
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Sensitivity of Chinese stock markets to individual investor sentiment : an analysis of Sina Weibo mood related to COVID-19
Li, Jiaqi; Ahn, Hee-joon - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014526440
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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
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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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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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An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations
Kang, Jangkoo; Chang, Joo Lee; Soon, Hee Lee - In: Journal of emerging market finance 5 (2006) 3, pp. 235-261
Persistent link: https://www.econbiz.de/10003439994
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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
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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
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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