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Kang, Jangkoo's
Scholarly Papers
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2
1.
Macroeconomic Risk and the Cross-Section of Stock Returns
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Kim, Tong Suk Korea Advanced Institute of Science and Technology (KAIST)
Kang, Jangkoo KAIST Business School
Min, ByoungKyu KAIST Business School
Lee, ChangJun KAIST Business School
Posted:
18 Feb 09
Last Revised:
05 Jul 10
496
(25,739)
1
Kang, Jangkoo KAIST Business School
Kim, Tong Suk Korea Advanced Institute of Science and Technology (KAIST)
Lee, ChangJun KAIST Business School
Min, ByoungKyu KAIST Business School
133
1
Asset pricing, macroeconomic variable, stock return predictability, consumption capital asset pricing model, value premium
Kim, Tong Suk Korea Advanced Institute of Science and Technology (KAIST)
Kang, Jangkoo KAIST Business School
Min, ByoungKyu KAIST Business School
Lee, ChangJun KAIST Business School
Posted:
19 Mar 09
Last Revised:
23 Mar 09
73
1
Asset pricing, Macroeconomic variable, Stock return predictability, Consumption capital asset pricing model, Value premium
Min, ByoungKyu
Kang, Jangkoo KAIST Business School
Lee, ChangJun KAIST Business School
290
1
Asset pricing, Macroeconomic variable, Stock return predictability, Consumption capital asset pricing model, Value premium
2.
Park, Hyoung-jin Korea Advanced Institute of Science and Technology (KAIST)
Kang, Jangkoo KAIST Business School
258
(57,162)
1
Net buying pressure, Implied volatility, The volatility learning hypothesis, The direction learning hypothesis, The limit of arbitrage hypothesis, directional trader
3.
Seog, S. Hun Seoul National University
Kang, Jangkoo KAIST Business School
89
(146,170)
index, catastrophe (CAT) securities, downside risk, observation costs
4.
Kang, Jangkoo KAIST Business School
Park, Hyoung-jin Korea Advanced Institute of Science and Technology (KAIST)
KOSPI 200 index, futures, options, information, VAR
5.
Ahn, Chang Mo Sejong University - Department of Business Administration and Accounting
Kang, Jangkoo KAIST Business School
Kim, Hwa-Sung KAIST Business School
Jump risks, default rates, credit spreads, default intensity
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