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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
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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
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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