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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

Weather and stock market volatility : the case of a leading emerging market

Shim, Hyein; Kim, Hyeyoen; Kim, Junyeup; Ryu, Doojin - In: Applied economics letters 22 (2015) 10/12, pp. 987-992

Persistent link: https://www.econbiz.de/10011286532

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

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

The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility

Lee, Jieun - 2019

This study examines the response of intraday options-implied volatilities to scheduled announcements of major macroeconomic indicators. By analyzing the KOSPI 200 options intraday data, we find that the abnormal implied volatility significantly increases around announcements of macroeconomic...

Persistent link: https://www.econbiz.de/10012895281

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

Does sentiment determine investor trading behaviour?

Kim, Karam; Ryu, Doojin - In: Applied economics letters 28 (2021) 10, pp. 811-816

Persistent link: https://www.econbiz.de/10012589660

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

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

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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