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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The journal of futures markets"
~person:"Chen, Jian"
~person:"Ryu, Doojin"
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Börsenkurs
8
Share price
8
Volatility
5
Volatilität
5
Aktienmarkt
4
China
4
Stock market
4
Option trading
3
Optionsgeschäft
3
Chinese stock market
2
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Chen, Jian
Ryu, Doojin
Frino, Alex
8
Tse, Yiuman
5
Wang, George H. K.
5
Chou, Robin K.
4
Fung, Joseph K. W.
4
Luo, Xingguo
4
Chatrath, Arjun
3
Christie-David, Rohan
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2
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Cornell, Bradford
2
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2
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2
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2
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2
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The journal of futures markets
Applied economics letters
9
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
4
Economics / Discussion papers : the open-access, open-assessment e-journal
3
Economics / Journal articles : the open-access, open-assessment journal
3
Emerging markets review
3
Applied economics
2
Pacific-Basin finance journal
2
Romanian journal of economic forecasting
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Asian economic journal : journal of the East Asian Economic Association
1
BOK working paper
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Bank of Korea WP 2019-2
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Economic systems
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Economics letters
1
Economics of planning : an international journal devoted to the study of comparative economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of business economics and management
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
KAIST College of Business Working Paper Series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Research in international business and finance
1
Risk management : a journal of risk, crisis and disaster
1
The European journal of finance
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
8
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8
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date (oldest first)
1
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
Saved in:
2
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
3
Forecasting Chinese stock market volatility with economic variables
Cai, Weixian
;
Chen, Jian
;
Hong, Jimin
;
Jiang, Fuwei
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 521-533
Persistent link: https://www.econbiz.de/10011764301
Saved in:
4
Time-varying variance risk premium and the predictability of Chinese stock market return
Chen, Jian
;
He, Chen
;
Zhang, Jing
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1734-1748
Persistent link: https://www.econbiz.de/10011824743
Saved in:
5
Option market characteristics and price monotonicity violations
Yang, Heejin
;
Choi, Hyung-Suk
;
Ryu, Doojin
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 473-498
Persistent link: https://www.econbiz.de/10011950721
Saved in:
6
Tests on the monotonicity properties of KOSPI 200 options prices
Sim, Myounghwa
;
Ryu, Doojin
;
Yang, Heejin
- In:
The journal of futures markets
36
(
2016
)
7
,
pp. 625-646
Persistent link: https://www.econbiz.de/10011568523
Saved in:
7
Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 5-17
Persistent link: https://www.econbiz.de/10010485198
Saved in:
8
A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
Guo, Biao
;
Han, Qian
;
Liu, Maonan
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
),
pp. 197-212
Persistent link: https://www.econbiz.de/10010258907
Saved in:
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