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Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

Sector momentum

Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60

Persistent link: https://www.econbiz.de/10011736200

Australian industry beta risk, the choice of market index and business cycles

Ragunathan, Vanitha; Faff, Robert W.; Brooks, Robert - In: Applied financial economics 10 (2000) 1, pp. 49-58

Persistent link: https://www.econbiz.de/10001525800

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

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Firm-specific investor sentiment and the stock market response to earnings news

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 48 (2019), pp. 221-240

Persistent link: https://www.econbiz.de/10012120234

Stock split, unseasoned equity offering, and firm value : evidence from the Korean stock market

Chung, Chune Young; Ju, Kangjin; Ryu, Doojin - In: Investment management and financial innovations 13 (2016) 3, pp. 105-109

Persistent link: https://www.econbiz.de/10011666627

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

Firm-specific investor sentiment and daily stock returns

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012204504

Investor sentiment, trading behavior and stock returns

Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830

Persistent link: https://www.econbiz.de/10011714297

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