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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

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

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

Research on the mutual relations between ISP and ASP efficiency changes for the sustainable growth of the Internet industry

Na, Ho Seoung; Lee, Daeho; Hwang, Junseok; Lee, Changjun - In: Applied economics 50 (2018) 11, pp. 1238-1253

Persistent link: https://www.econbiz.de/10011848351

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

Consumption Growth Predictability and Asset Prices

Roh, Tai-Yong - 2019

We derive and test a consumption-based intertemporal asset pricing model in which an asset earns a risk premium if it performs poorly when expected future consumption growth deteriorates. The predictability of consumption growth combined with the recursive preference delivers news about future...

Persistent link: https://www.econbiz.de/10012890950

The effects of regional capacity in knowledge recombination on production efficiency

Lee, Changjun; Shin, Hyunha; Kim, Keungoui; Kogler, … - In: Technological forecasting & social change : an … 180 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013417515

Regional knowledge spaces : the interplay of entry-relatedness and entry-potential for technological change and growth

Kogler, Dieter F.; Davies, Ronald B.; Lee, Changjun; … - In: The journal of technology transfer 48 (2023) 2, pp. 645-668

Persistent link: https://www.econbiz.de/10014265787

Which innovation type is better for production efficiency? : a comparison between product/service, process, organisational and marketing innovations using stochastic frontier and meta-frontier analysis

Kim, Keungoui; Lee, Junmin; Lee, Changjun - In: Technology analysis & strategic management 35 (2023) 1, pp. 59-72

Persistent link: https://www.econbiz.de/10014226547

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