| Informed trading in the index option market: The case of KOSPI 200 options HJ Ahn, J Kang, D Ryu Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 193 | 2008 |
| Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market HJ Ahn, J Kang, D Ryu Asia‐Pacific Journal of Financial Studies 39 (3), 301-339, 2010 | 96 | 2010 |
| The information content of net buying pressure: Evidence from the KOSPI 200 index option market J Kang, HJ Park Journal of Financial Markets 11 (1), 36-56, 2008 | 82 | 2008 |
| Macroeconomic risk and the cross-section of stock returns J Kang, TS Kim, C Lee, BK Min Journal of Banking & Finance 35 (12), 3158-3173, 2011 | 68 | 2011 |
| Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns J Jang, J Kang Journal of Financial Economics 132 (1), 222-247, 2019 | 65 | 2019 |
| An empirical investigation of the lead-lag relations of returns and volatilities among the KOSPI200 spot, futures and options markets and their explanations J Kang, CJ Lee, S Lee Journal of Emerging Market Finance 5 (3), 235-261, 2006 | 59 | 2006 |
| Implied pricing kernels: An alternative approach for option valuation D Ryu, J Kang, S Suh Journal of Futures Markets 35 (2), 127-147, 2015 | 51 | 2015 |
| Common deviation and regime-dependent dynamics in the index derivatives markets J Lee, J Kang, D Ryu Pacific-Basin Finance Journal 33, 1-22, 2015 | 47 | 2015 |
| Which trades move asset prices? An analysis of futures trading data J Kang, D Ryu Emerging Markets Finance and Trade 46 (sup1), 7-22, 2010 | 35 | 2010 |
| Private benefits of control and firm leverage: An analysis of Korean firms J Kang, JS Kim Review of Quantitative Finance and Accounting 27, 439-463, 2006 | 34 | 2006 |
| Momentum in international commodity futures markets J Kang, KY Kwon Journal of Futures Markets 37 (8), 803-835, 2017 | 30 | 2017 |
| Liquidity risk and expected stock returns in Korea: a new approach J Jang, J Kang, C Lee Asia‐Pacific Journal of Financial Studies 41 (6), 704-738, 2012 | 24 | 2012 |
| Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market K Hwang, J Kang, D Ryu International Review of Financial Analysis 19 (1), 35-46, 2010 | 24 | 2010 |
| An efficient approximation method for American exotic options G Chang, J Kang, HS Kim, IJ Kim Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 24 | 2007 |
| Retail investor sentiment and stock returns J Kang, KY Kwon, M Sim The Korean Journal of Financial Management 30 (3), 35-68, 2013 | 20 | 2013 |
| Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the K orean Stock Market J Kang, E Lee, M Sim Asia‐Pacific Journal of Financial Studies 43 (2), 183-222, 2014 | 19 | 2014 |
| Equity fund performance persistence with investment style: evidence from Korea J Kang, C Lee, D Lee Emerging Markets Finance and Trade 47 (3), 111-135, 2011 | 18 | 2011 |
| Foreign investors and the delay of information dissemination in the Korean stock market J Kang, KY Kwon, H Park Pacific-Basin Finance Journal 38, 1-16, 2016 | 16 | 2016 |
| Pricing counterparty default risks: applications to FRNs and vulnerable options J Kang, HS Kim International Review of Financial Analysis 14 (3), 376-392, 2005 | 16 | 2005 |
| An extended CreditRisk+ framework for portfolio credit risk management C Han, J Kang Available at SSRN 2427489, 2014 | 15 | 2014 |
Doojin RyuSungkyunkwan UniversityE-mailová adresa ověřena na: skku.edu
