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Journal Articles

Economic Benefits of Derivatives for Long Term Investments-Equity Linked Securities

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2019) 27 (2): 211–252.

https://doi.org/10.1108/JDQS-02-2019-B0004

Published: 31 May 2019

View article titled, Economic Benefits of Derivatives for Long Term Investments-Equity Linked Securities

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Journal Articles

Information Content of Skewness Risk Premium

Seok Goo Nam, Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2018) 26 (4): 391–423.

https://doi.org/10.1108/JDQS-04-2018-B0001

Published: 30 November 2018

View article titled, Information Content of Skewness Risk Premium

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Journal Articles

Performance of Option Based Strategy Benchmark Index

Soon Shin Kwon, Byung Jin Kang, Jay M. Chung

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2018) 26 (2): 183–216.

https://doi.org/10.1108/JDQS-02-2018-B0002

Published: 31 May 2018

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Journal Articles

Option Demands and Investment Horizon Effects

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (4): 619–646.

https://doi.org/10.1108/JDQS-04-2016-B0004

Published: 30 November 2016

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Journal Articles

The Determinants of the KOSPI200 Index Option Returns

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2016) 24 (1): 65–96.

https://doi.org/10.1108/JDQS-01-2016-B0003

Published: 29 February 2016

View article titled, The Determinants of the KOSPI200 Index Option Returns

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Journal Articles

Determinants of the Index Straddle Returns

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2013) 21 (4): 411–434.

https://doi.org/10.1108/JDQS-04-2013-B0003

Published: 30 November 2013

View article titled, Determinants of the Index Straddle Returns

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Journal Articles

Over-and Under-Reaction in Option MarKets: Evidences from USD/KRW OTC Currency Options

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2012) 20 (4): 365–390.

https://doi.org/10.1108/JDQS-04-2012-B0001

Published: 30 November 2012

View article titled, Over-and Under-Reaction in Option MarKets: Evidences from USD/KRW OTC Currency Options

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Journal Articles

Information Content of Implied Volatilities in KRW/USD Currency Option Markets

Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (2): 207–232.

https://doi.org/10.1108/JDQS-02-2011-B0004

Published: 31 May 2011

View article titled, Information Content of Implied Volatilities in KRW/USD Currency Option Markets

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Journal Articles

The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets

In Seok Baek, Byung Jin Kang

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2011) 19 (1): 1–36.

https://doi.org/10.1108/JDQS-01-2011-B0001

Published: 28 February 2011

View article titled, The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets

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Journal Articles

Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market

Byung Jin Kang, Sohyun Kang, Sun-Joong Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2009) 17 (4): 75–103.

https://doi.org/10.1108/JDQS-04-2009-B0003

Published: 30 November 2009

View article titled, Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market

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Journal Articles

Implied Risk Preferences from Option Prices: Evidence from KOSPI 200 Index Options

Byung Jin Kang, Tong Suk Kim, Sun Joong Yoon

Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2008) 16 (2): 1–35.

https://doi.org/10.1108/JDQS-02-2008-B0001

Published: 30 November 2008

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Economic Benefits of Derivatives for Long Term Investments-Equity Linked Securities

Information Content of Skewness Risk Premium

Performance of Option Based Strategy Benchmark Index

Option Demands and Investment Horizon Effects

The Determinants of the KOSPI200 Index Option Returns

Determinants of the Index Straddle Returns

Over-and Under-Reaction in Option MarKets: Evidences from USD/KRW OTC Currency Options

Information Content of Implied Volatilities in KRW/USD Currency Option Markets

The Dynamic Behavior of Foreign Exchange Rates with Stochastic Volatility and Jump Diffusion Models-Evidences from KRW/USD Spot and Option Markets

Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market

Implied Risk Preferences from Option Prices: Evidence from KOSPI 200 Index Options

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