Narrow search
Showing 1 - 10 of 77
Cover Image
Market reform and efficiency : the case of KOSPI200 options
Yang, Heejin; Ryu, Doojin; Ryu, Doowon - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2687-2697
Persistent link: https://www.econbiz.de/10012125065
Cover Image
The impact of monetary policy on banking and finance stock prices in China
Kim, Hyeyoen; Kim, Junyeup; Lee, Jaeram; Ryu, Doojin - In: Applied economics letters 21 (2014) 16/18, pp. 1257-1261
Persistent link: https://www.econbiz.de/10010465623
Cover Image
The effectiveness of the order-splitting strategy : an analysis of unique data
Ryu, Doojin - In: Applied economics letters 19 (2012) 4/6, pp. 541-549
Persistent link: https://www.econbiz.de/10009630676
Cover Image
Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the Martingale restriction
Guo, Biao; Han, Qian; Ryu, Doojin - In: The journal of futures markets 33 (2013) 7, pp. 629-652
Persistent link: https://www.econbiz.de/10009756544
Cover Image
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu; Ryu, Doojin - In: Applied economics 53 (2021) 57, pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Cover Image
Noise traders, mispricing, and price adjustments in derivatives markets
Ryu, Doojin; Yang, Heejin - In: The European journal of finance 26 (2020) 6, pp. 480-499
Persistent link: https://www.econbiz.de/10012207260
Cover Image
The behavior of an institutional investor with arbitrage opportunities and liquidity risk
Sung, Sangwook; Cho, Hoon; Ryu, Doojin - In: Emerging markets, finance and trade : EMFT 55 (2019) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012210426
Cover Image
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk; Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 1, pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
Cover Image
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Cover Image
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809