Kang, Jangkoo

Kang, Jangkoo is a Professor in the Department of Business Administration at Seoul National University. His research focuses on financial markets, particularly in the areas of asset pricing, market microstructure, and derivatives. He has published extensively in top-tier journals, including the Journal of Financial Economics, Journal of Futures Markets, and Review of Finance. His work often explores the implications of market structure, liquidity, and information asymmetry on asset prices and trading behavior. Kang has also contributed to the understanding of risk premiums, volatility dynamics, and the pricing of complex financial instruments such as options and futures. His research has been recognized with several awards, including Best Paper Awards at academic conferences.

Jangkoo Kang is a finance scholar specializing in asset pricing, derivatives, and market behavior. His research explores the information content of trading activity in index options markets, such as the KOSPI 200, and its impact on stock returns. Kang investigates factors like macroeconomic risk, liquidity risk, and retail investor behavior, analyzing their influence on asset prices and market dynamics. His work also examines the cross-section of stock returns, speculative bubbles, and the role of private benefits of control in corporate finance. By combining empirical analysis with theoretical frameworks, Kang contributes to understanding how market participants interact with financial instruments and how information dissemination affects market efficiency.