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Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets

Kim, Jun Sik; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 3-17

Persistent link: https://www.econbiz.de/10011603316

Tests on the monotonicity properties of KOSPI 200 options prices

Sim, Myounghwa; Ryu, Doojin; Yang, Heejin - In: The journal of futures markets 36 (2016) 7, pp. 625-646

Persistent link: https://www.econbiz.de/10011568523

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

Testing the relative purchasing power parity hypothesis : the case of Korea

Shim, Hyein; Kim, Hyeyoen; Kim, Sŏng-hyŏn; Ryu, Doojin - In: Applied economics 48 (2016) 25/27, pp. 2383-2395

Persistent link: https://www.econbiz.de/10011591024

Asymmetry in the stock price response to macroeconomic shocks : evidence from the Korean market

Lee, Geul; Ryu, Doojin - In: Journal of business economics and management 19 (2018) 2, pp. 343-359

This study investigates stock price movements in response to macroeconomic shocks, allowing for asymmetry in this relationship. Given Ferson's (1989) finding that large and small stocks can exhibit different risk behaviors, we examine the behaviors of the KOSPI and KOSDAQ stock markets in...

Persistent link: https://www.econbiz.de/10012174788

Corporate governance, product-market competition, and stock returns : evidence from the Korean market

Ryu, Doowon; Ryu, Doojin; Hwang, Joon Ho - In: Asian business & management 16 (2017) 1/2, pp. 50-91

Persistent link: https://www.econbiz.de/10011707982

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

Do domestic institutional trades exacerbate information asymmetry? : evidence from the Korean stock market

Chung, Chune Young; Lee, Yunjae; Ryu, Doojin - In: Asia-Pacific financial markets 24 (2017) 4, pp. 309-322

Persistent link: https://www.econbiz.de/10011797692

Option market characteristics and price monotonicity violations

Yang, Heejin; Choi, Hyung-Suk; Ryu, Doojin - In: The journal of futures markets 37 (2017) 5, pp. 473-498

Persistent link: https://www.econbiz.de/10011950721

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