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~person:"Ryu, Doojin"
~subject:"Market microstructure"
~type_genre:"Article in journal"
~type_genre:"Reprint"
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Market microstructure
Börsenkurs
53
Share price
53
Anlageverhalten
34
Behavioural finance
34
Stock market
31
Aktienmarkt
30
Volatility
30
Volatilität
30
South Korea
28
Südkorea
28
Capital income
27
Kapitaleinkommen
27
Option trading
24
Optionsgeschäft
24
Theorie
23
Theory
23
Index futures
18
Index-Futures
18
Estimation
17
Schätzung
17
Derivat
16
Derivative
16
Option pricing theory
16
Optionspreistheorie
16
Asymmetric information
11
Asymmetrische Information
11
Emerging economies
11
Forecasting model
11
Handelsvolumen der Börse
11
Prognoseverfahren
11
Schwellenländer
11
Trading volume
11
Welt
11
World
11
Ankündigungseffekt
10
Announcement effect
10
Bid-ask spread
10
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10
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Article in journal
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Ryu, Doojin
O'Hara, Maureen
22
Frino, Alex
14
Easley, David
13
Chung, Kee H.
10
Gradojevic, Nikola
10
Mykland, Per A.
10
Theissen, Erik
10
Hung, Pi-Hsia
9
Grammig, Joachim
8
Lepone, Andrew
8
Li, Yingying
8
Menkhoff, Lukas
8
Nolte, Ingmar
8
Rime, Dagfinn
8
Sensoy, Ahmet
8
Taylor, Mark P.
8
Van Ness, Robert A.
8
Andersen, Torben
7
Ap Gwilym, Owain
7
Aït-Sahalia, Yacine
7
Hautsch, Nikolaus
7
Kyle, Albert S.
7
Lien, Da-hsiang Donald
7
Lillo, Fabrizio
7
Lyons, Richard K.
7
Marsh, Ian
7
Pagano, Michael S.
7
Reitz, Stefan
7
Schwartz, Robert A.
7
Stoll, Hans R.
7
Subrahmanyam, Avanidhar
7
Yamamoto, Ryuichi
7
Zhang, Lan
7
Abergel, Frédéric
6
Bernhardt, Dan
6
Bollerslev, Tim
6
Bouchaud, Jean-Philippe
6
Frijns, Bart
6
Lehalle, Charles-Albert
6
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International review of economics & finance : IREF
2
Journal of business economics and management
2
Applied economics letters
1
Economics letters
1
Emerging markets review
1
Finance research letters
1
Pacific-Basin finance journal
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The European journal of finance
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ECONIS (ZBW)
10
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1
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
2
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
3
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 145-164
Persistent link: https://www.econbiz.de/10012133316
Saved in:
4
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
Saved in:
5
Who has volatility information in the index options market?
Ryu, Doojin
;
Yang, Heejin
- In:
Finance research letters
30
(
2019
),
pp. 266-270
Persistent link: https://www.econbiz.de/10012420810
Saved in:
6
Comprehensive market microstructure model : considering the inventory holding costs
Ryu, Doojin
- In:
Journal of business economics and management
18
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011721742
Saved in:
7
Considering all microstructure effects : the extension of a trade indicator model
Ryu, Doojin
- In:
Economics letters
146
(
2016
),
pp. 107-110
Persistent link: https://www.econbiz.de/10011619145
Saved in:
8
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
9
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
Saved in:
10
Price impact asymmetry of futures trades : trade direction and trade size
Ryu, Doojin
- In:
Emerging markets review
14
(
2013
),
pp. 110-130
Persistent link: https://www.econbiz.de/10009727962
Saved in:
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