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Dual effects of investor sentiment and uncertainty in financial markets
Seok, Sangik; Cho, Hoon; Ryu, Doojin - In: The quarterly review of economics and finance 95 (2024), pp. 300-315
Persistent link: https://www.econbiz.de/10014631540
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Macroeconomic shocks and stock market returns : the case of Korea
Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773
Persistent link: https://www.econbiz.de/10011847162
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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
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Forecasting stock market dynamics using bidirectional long short-term memory
Park, Daehyeon; Ryu, Doojin - In: Romanian journal of economic forecasting 24 (2021) 2, pp. 22-34
Persistent link: https://www.econbiz.de/10012587123
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Stock Market's responses to intraday investor sentiment
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013187639
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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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The impacts of macroeconomic news announcements on intraday implied volatility
Lee, Jieun; Ryu, Doojin - 2019
Persistent link: https://www.econbiz.de/10012170922
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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
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Economic indicators and stock market volatility in an emerging economy
Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Economic systems 44 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012593418
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Weather, Sentiment, and the Stock Market
Seok, Sangik; Cho, Hoon; Ryu, Doojin - 2023
This study examines the relationship between the weather and intraday investor sentiment. Our results indicate that high temperatures, high humidity, high cloud coverage, and extreme rain negatively affect investors’ moods, whereas high winds and long sunshine durations improve their moods....
Persistent link: https://www.econbiz.de/10014253928