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~language:"eng"
~person:"Ryu, Doojin"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Article in journal"
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Capital income
Derivat
Prognoseverfahren
Volatility
Börsenkurs
52
Share price
52
Anlageverhalten
33
Behavioural finance
33
Stock market
30
Volatilität
30
Aktienmarkt
29
South Korea
28
Südkorea
28
Kapitaleinkommen
26
Option trading
24
Optionsgeschäft
24
Theorie
22
Theory
22
Index futures
18
Index-Futures
18
Derivative
16
Estimation
16
Option pricing theory
16
Optionspreistheorie
16
Schätzung
16
Asymmetric information
11
Asymmetrische Information
11
Emerging economies
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Forecasting model
11
Handelsvolumen der Börse
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Schwellenländer
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11
Ankündigungseffekt
10
Announcement effect
10
Bid-ask spread
10
Financial crisis
10
Finanzkrise
10
Geld-Brief-Spanne
10
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58
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Article in journal
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61
Graue Literatur
4
Non-commercial literature
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3
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English
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Ryu, Doojin
Gupta, Rangan
306
Bouri, Elie
112
Ma, Feng
109
Pierdzioch, Christian
108
Zaremba, Adam
107
McMillan, David G.
106
Wohar, Mark E.
103
McAleer, Michael
92
Tiwari, Aviral Kumar
89
Hammoudeh, Shawkat
83
Narayan, Paresh Kumar
83
Lien, Da-hsiang Donald
81
Wang, Yudong
79
Fabozzi, Frank J.
76
Bahmani-Oskooee, Mohsen
73
Franses, Philip Hans
73
Timmermann, Allan
73
Clements, Michael P.
72
Faff, Robert W.
72
Brooks, Robert
68
Xuan Vinh Vo
66
Balcilar, Mehmet
65
Demirer, Rıza
65
Salisu, Afees A.
64
Zhang, Yaojie
64
Caporale, Guglielmo Maria
63
Kang, Sang Hoon
63
Baghestani, Hamid
60
Bollerslev, Tim
57
Fildes, Robert
57
Mensi, Walid
57
Bali, Turan G.
56
Marcellino, Massimiliano
56
Apergēs, Nikolaos
54
Lucey, Brian M.
54
Nguyen, Duc Khuong
53
Wang, Shouyang
51
Yin, Libo
51
Gil-Alaña, Luis A.
50
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Applied economics letters
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Finance research letters
5
Economics / Journal articles : the open-access, open-assessment journal
3
Romanian journal of economic forecasting
3
Applied economics
2
Emerging markets review
2
International review of financial analysis
2
Journal of international financial markets, institutions & money
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asian business & management
1
Asian economic journal : journal of the East Asian Economic Association
1
Borsa Istanbul Review
1
Computational economics
1
Economic systems
1
Economics letters
1
International review of economics & finance : IREF
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
Quantitative finance
1
Risk management : a journal of risk, crisis and disaster
1
The European journal of finance
1
The journal of credit risk : published quarterly by Incisive Media
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
61
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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
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:
5
Corporate bankruptcy prediction using machine learning methodologies with a focus on sequential data
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Computational economics
59
(
2022
)
3
,
pp. 1231-1249
Persistent link: https://www.econbiz.de/10013169352
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
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:
8
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:
9
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
Saved in:
10
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
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