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~language:"eng"
~language:"hrv"
~language:"ind"
~person:"McAleer, Michael"
~person:"Ryu, Doojin"
~subject:"Share price"
~type_genre:"Article in journal"
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Share price
Theorie
103
Theory
103
Volatility
103
Volatilität
103
Börsenkurs
74
ARCH model
56
ARCH-Modell
56
Estimation
56
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McAleer, Michael
Ryu, Doojin
Gupta, Rangan
118
Narayan, Paresh Kumar
72
Zaremba, Adam
61
Wohar, Mark E.
55
McMillan, David G.
53
Madura, Jeff
50
Ma, Feng
49
Tiwari, Aviral Kumar
47
Caporale, Guglielmo Maria
43
Faff, Robert W.
40
Hammoudeh, Shawkat
40
Gil-Alaña, Luis A.
38
Zhang, Wei
38
Xiong, Xiong
37
Chiang, Thomas C.
35
Pierdzioch, Christian
34
Bouri, Elie
33
Hassan, M. Kabir
33
Blau, Benjamin
32
Corbet, Shaen
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Apergēs, Nikolaos
31
Chan, Kam C.
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Brooks, Robert
30
Ngo, Thanh
30
Xuan Vinh Vo
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Balcilar, Mehmet
28
Demirer, Rıza
28
Nguyen, Duc Khuong
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Schiereck, Dirk
28
Subrahmanyam, Avanidhar
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Wong, Wing Keung
28
Plastun, Alex
27
Shen, Dehua
27
Cakici, Nusret
26
Frino, Alex
26
Goodell, John W.
26
Bohl, Martin T.
25
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The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics letters
7
Applied economics
4
Finance research letters
4
The journal of futures markets
4
Economics / Journal articles : the open-access, open-assessment journal
3
Emerging markets review
3
Econometric reviews
2
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of risk and financial management : JRFM
2
Pacific-Basin finance journal
2
Risks : open access journal
2
Romanian journal of economic forecasting
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
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1
Asia-Pacific journal of financial studies
1
Asian economic journal : journal of the East Asian Economic Association
1
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Economic systems
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International review of financial analysis
1
Investment management and financial innovations
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Journal of banking & finance
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Journal of business economics and management
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
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
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
74
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74
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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
Stock price synchronicity and market liquidity : the role of funding liquidity
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491015
Saved in:
3
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
4
Foreign institutions and the behavior of liquidity following macroeconomic announcements
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014239930
Saved in:
5
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:
6
Insider trading and information asymmetry : evidence from the Korea Exchange
Ryu, Doojin
;
Yang, Heejin
;
Yu, Jinyoung
- In:
Emerging markets review
51
(
2022
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013417122
Saved in:
7
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
8
Scheduled macroeconomic news announcements and intraday market sentiment
Seok, Sangik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534140
Saved in:
9
Sentiment changes and the Monday effect
Kim, Karam
;
Ryu, Doojin
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553688
Saved in:
10
Do sentiment trades explain investor overconfidence around analyst recommendation revisions?
Kim, Karam
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013267871
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