Concepedia

Jangkoo Kang

JK

Statistics

Publications

29

Citations

869

H-Index

15

Active since

2006

Affiliations

Korea Advanced Institute of Science and Technology(Current)

Korea Institute for Advanced Study

Hankuk University of Foreign Studies

Korea Institute of Finance

Sungkyunkwan University

Jangkoo Kang is an author at Korea Advanced Institute of Science and Technology specializing in finance, business, and asset pricing.

ORCID

Top concepts

Publications per year

2006–2023

29

Publications

29

Informed trading in the index option market: The case of KOSPI 200 options

Hee‐Joon Ahn, Jangkoo Kang, Doojin Ryu · Journal of Futures Markets · 2008 · 171 citations

, , +19

Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns

Jeewon Jang, Jangkoo Kang · Journal of Financial Economics · 2018 · 84 citations

, , +9

Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market*

Hee‐Joon Ahn, Jangkoo Kang, Doojin Ryu · Asia-Pacific Journal of Financial Studies · 2010 · 78 citations · Full text

, , +15

Macroeconomic risk and the cross-section of stock returns

Jangkoo Kang, Tong Suk Kim, Changjun Lee et al. · Journal of Banking & Finance · 2011 · 54 citations

, , +6

Implied Pricing Kernels: An Alternative Approach for Option Valuation

Doojin Ryu, Jangkoo Kang, Sangwon Suh · Journal of Futures Markets · 2013 · 52 citations

, , +14

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