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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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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
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On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol; Lee, Changjun - In: Asia-Pacific journal of financial studies 43 (2014) 6, pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
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Idiosyncratic volatility, turnover and the cross-section of stock returns : evidence from the Korean stock market
Kim, Jungmu; Lee, Changjun; Lee, Woo-Hyuk; Ok, Youngkyung; … - In: International journal of emerging markets 18 (2023) 12, pp. 6192-6213
Persistent link: https://www.econbiz.de/10014463100
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Decomposition of volatility in Asian equity markets
Hong, Ki Hoon; Kang, Jangkoo; Lee, Doowon - In: Asian capital market development and integration : …, (pp. 363-396). 2014
Persistent link: https://www.econbiz.de/10010356722
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Retail investors and the idiosyncratic volatility puzzle : evidence from the Korean stock market
Kang, Jangkoo; Lee, Eunmee; Sim, Myounghwa - In: Asia-Pacific journal of financial studies 43 (2014) 2, pp. 183-222
Persistent link: https://www.econbiz.de/10010408036
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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