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~language:"eng"
~person:"Nguyen, Duc Khuong"
~person:"Ryu, Doojin"
~subject:"Capital income"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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Capital income
Optionspreistheorie
Börsenkurs
79
Share price
79
Stock market
66
Aktienmarkt
65
Kapitaleinkommen
57
Volatility
57
Volatilität
57
Theorie
41
Theory
41
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34
Behavioural finance
34
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34
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Nguyen, Duc Khuong
Ryu, Doojin
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
60
Fabozzi, Frank J.
58
Wohar, Mark E.
58
Madan, Dilip B.
57
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47
Faff, Robert W.
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Bouri, Elie
45
Cakici, Nusret
44
Bali, Turan G.
43
Ma, Feng
40
Brooks, Robert
39
Tiwari, Aviral Kumar
38
Zhang, Jin E.
37
Elliott, Robert J.
36
Fletcher, Jonathan
36
Demirer, Rıza
35
Kwok, Yue-Kuen
35
Wang, Yudong
35
Zhang, Wei
35
Pierdzioch, Christian
34
Caporale, Guglielmo Maria
33
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33
Sehgal, Sanjay
33
Cui, Zhenyu
32
Siu, Tak Kuen
32
Titman, Sheridan
32
Zhou, Guofu
32
Kang, Jangkoo
31
Wang, Xingchun
31
Guidolin, Massimo
30
Schoutens, Wim
30
Takahashi, Akihiko
30
Timmermann, Allan
30
Bollerslev, Tim
28
Gil-Alaña, Luis A.
28
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Journal of international financial markets, institutions & money
6
Applied economics
5
Applied economics letters
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of futures markets
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets review
3
Energy economics
3
International review of financial analysis
3
Economic modelling
2
Economics / Journal articles : the open-access, open-assessment journal
2
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Romanian journal of economic forecasting
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1
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1
Asian economic journal : journal of the East Asian Economic Association
1
Borsa Istanbul Review
1
Business ethics, the environment & responsibility
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Economic systems
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Economics letters
1
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1
European financial and accounting journal : EFAJ
1
Investment management and financial innovations
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Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of international money and finance
1
Pacific-Basin finance journal
1
Review of accounting & finance
1
Review of quantitative finance and accounting
1
Risk management : a journal of risk, crisis and disaster
1
The European journal of finance
1
The journal of applied business research
1
The journal of asset management
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)
72
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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
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
How do investors react to overnight returns? : evidence from Korea
Ham, Hyuna
;
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472748
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
7
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:
8
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
9
The effects of overnight events on daytime trading sessions
Ham, Hyuna
;
Ryu, Doojin
;
Webb, Robert I.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013455003
Saved in:
10
Insurance-adjusted valuation, decision making, and capital return
Lee, Hangsuck
;
Ryu, Doojin
;
Son, Jihoon
- In:
International review of financial analysis
84
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013472741
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