Research Output per year
Personal profile
Personal Statement
I received my Ph.D. in Finance from Korea Advanced Institute of Science and Technology (KAIST) College of Business, in February 2017, and joined Strathclyde Business School in May 2018.
My research interests lie in the areas of empirical asset pricing, market microstructure, international financial markets, and derivatives markets.
My research has been published in peer-reviewed journals such as Journal of Futures Markets, Pacific-Basin Finance Journal, Emerging Markets Finance and Trade, and Asia-Pacific Journal of Financial Studies.
I also have acted as a referee of the Journal of Futures Markets, The Financial Review, International Journal of Finance and Economics, Review of Financial Economics, Emerging Markets Finance and Trade and Asia-Pacific Journal of Financial Studies.
Education/Academic qualification
Doctor of Philosophy, Korea Advanced Institute of Science and Technology
1 Mar 2011 → 17 Feb 2017
Master in Science, Korea Advanced Institute of Science and Technology
1 Mar 2009 → 20 Feb 2011
Bachelor of Science, Korea Advanced Institute of Science and Technology
1 Mar 2005 → 30 Aug 2008
Keywords
- commodity
- stock
- asset pricing
- anomalies
- momentum
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Network
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Research Output
- 9 Article
Flow toxicity of high frequency trading and its impact on price volatility: evidence from the KOSPI 200 futures market
Kang, J., Kwon, K. Y. & Kim, W., 10 Oct 2019, In : Journal of Futures Markets.Research output: Contribution to journal › Article
How about selling commodity futures losers?
Kang, J. & Kwon, K. Y., 31 Dec 2019, In : Journal of Futures Markets. 39, 12, p. 1489-1514 26 p.Research output: Contribution to journal › Article