Narrow search
Showing 1 - 10 of 11
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Pricing counterparty default risks : applications to FRNs and vulnerable options
Kang, Jangkoo; Kim, Hwa-sung - In: International review of financial analysis 14 (2005) 3, pp. 376-392
Persistent link: https://www.econbiz.de/10002960575
Cover Image
An analysis of the determinants of inflation-linked bond prices in Korea
Kang, Jangkoo; Lee, Soonhee - In: Asia-Pacific journal of financial studies 47 (2018) 5, pp. 605-633
Persistent link: https://www.econbiz.de/10012009586
Cover Image
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
Cover Image
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