Browse by Author or creator
2023
Kwon, Kyung Yoon and Molyneux, Philip and Pancotto, Livia and Reghezza, Alessio (2023) Banks and FinTech acquisitions. Journal of Financial Services Research. ISSN 0920-8550
2022
Eom, Kyong Shik and Kwon, Kyung Yoon and La, Sung Chae and Park, Jong-Ho (2022) Dynamic and static volatility interruptions : evidence from the Korean stock markets. Journal of Risk and Financial Management, 15 (3). 105. ISSN 1911-8066
2021
Kwon, Kyung Yoon and Kang, Jangkoo and Yun, Jaesun (2021) Basis-momentum strategies and ranking periods. Finance Research Letters, 43. 101997. ISSN 1544-6123
Eom, Kyong S. and Kwon, Kyung Y. and Park, Jong-Ho (2021) Effectiveness of the conditional random-end trading mechanism on the Korea exchange : normal trade and option shock. Journal of Futures Markets, 41 (10). pp. 1545-1568. ISSN 0270-7314
Yun, Jaesun and Kang, Jangkoo and Kwon, Kyung Yoon (2021) US economic uncertainty and the Korean stock market reaction. Emerging Markets Finance and Trade, 57 (10). pp. 2946-2976. ISSN 1540-496X
Kang, Jangkoo and Kwon, Kyung Yoon (2021) Volatility-managed commodity futures portfolios. Journal of Futures Markets, 41 (2). pp. 159-178. ISSN 0270-7314
2020
Kang, Jangkoo and Kwon, Kyung Yoon (2020) Can commodity futures risk factors predict economic growth? Journal of Futures Markets, 40 (12). pp. 1825-1860. ISSN 0270-7314
Kim, Sun Young and Kwon, Kyung Yoon (2020) Does economic uncertainty matter in international commodity futures markets? International Journal of Finance and Economics. ISSN 1099-1158
Kwon, Kyung Yoon and Kang, Jangkoo and Yun, Jaesun (2020) Weekly momentum in the commodity futures market. Finance Research Letters, 35. 101306. ISSN 1544-6123
Kang, Jangkoo and Kwon, Kyung Yoon and Kim, Wooyeon (2020) Flow toxicity of high frequency trading and its impact on price volatility : evidence from the KOSPI 200 futures market. Journal of Futures Markets, 40 (2). pp. 164-191. ISSN 0270-7314
2019
Kang, Jangkoo and Kwon, Kyung Yoon (2019) How about selling commodity futures losers? Journal of Futures Markets, 39 (12). pp. 1489-1514. ISSN 0270-7314
2018
Jeong, Giho and Kang, Jangkoo and Kwon, Kyung Yoon (2018) Liquidity skewness premium. North American Journal of Economics and Finance, 46. pp. 130-150. ISSN 1062-9408
2017
Eom, Kyong Shik and Kang, Jangkoo and Kwon, Kyung Yoon (2017) PIN, adjusted PIN, and PSOS : difference of opinion in the Korean stock market. Asia-Pacific Journal of Financial Studies, 46 (3). pp. 463-490. ISSN 2041-6156
2016
Eom, Kyong Shik and Kang, Jangkoo and Kwon, Kyung Yoon (2016) The best PIN model in the Korean stock market. Asian Review of Financial Research, 29 (3). pp. 425-436.