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~language:"eng"
~language:"spa"
~person:"Bollerslev, Tim"
~person:"Ryu, Doojin"
~subject:"Announcement effect"
~subject:"Marktmikrostruktur"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Announcement effect
Marktmikrostruktur
Volatilität
Volatility
82
Börsenkurs
72
Share price
72
Theorie
63
Theory
63
Capital income
54
Kapitaleinkommen
54
Estimation
47
Schätzung
47
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38
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36
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31
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Option trading
26
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Welt
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17
Derivat
16
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16
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16
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15
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Bollerslev, Tim
Ryu, Doojin
Gupta, Rangan
163
Bouri, Elie
94
Ma, Feng
92
McAleer, Michael
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
65
Hammoudeh, Shawkat
64
Kang, Sang Hoon
54
Xuan Vinh Vo
52
Mensi, Walid
51
Wohar, Mark E.
51
McMillan, David G.
50
Wang, Yudong
46
Caporale, Guglielmo Maria
45
Lucey, Brian M.
45
Corbet, Shaen
44
Kumar, Dilip
44
Pierdzioch, Christian
44
Zhang, Yaojie
44
Andersen, Torben
42
Demirer, Rıza
40
Kutan, Ali Mustafa
39
Salisu, Afees A.
39
Wei, Yu
39
Liang, Chao
38
Yoon, Seong-min
37
Apergēs, Nikolaos
36
Balcilar, Mehmet
36
Faff, Robert W.
36
Brooks, Robert
35
Chevallier, Julien
35
Gillas, Konstantinos Gkillas
35
Hegerty, Scott W.
35
Ji, Qiang
35
Lien, Da-hsiang Donald
35
Madura, Jeff
35
Todorov, Viktor
35
Roubaud, David
34
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Journal of econometrics
19
Finance research letters
5
Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Applied economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics : the open-access, open-assessment journal
3
Journal of empirical finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
3
Economics letters
2
International economic review
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of business economics and management
2
Journal of international financial markets, institutions & money
2
The American economic review
2
The review of economics and statistics
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian economic papers
1
Borsa Istanbul Review
1
Economic systems
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European financial management : the journal of the European Financial Management Association
1
Investment management and financial innovations
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Romanian journal of economic forecasting
1
Symposium on forecasting and empirical methods in macroeconomics and finance
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1
Who profits from trading options?
Hu, Jianfeng
;
Kirilova, Antonia
;
Park, Seongkyu
;
Ryu, Doojin
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4742-4761
Persistent link: https://www.econbiz.de/10015046402
Saved in:
2
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:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
5
Whose sentiment explains implied volatility change and smile?
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473013
Saved in:
6
Does the world smile together? : a network analysis of global index option implied volatilities
Chen, Jing
;
Han, Qian
;
Ryu, Doojin
;
Tang, Jing
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013357053
Saved in:
7
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
8
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:
9
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
10
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
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