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Do sentiment trades explain investor overconfidence around analyst recommendation revisions?

Kim, Karam; Ryu, Doojin; Yu, Jinyoung - In: Research in international business and finance 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013267871

Effects of intraday weather changes on asset returns and volatilities

Shim, Hyein; Kim, Maria H.; Ryu, Doojin - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 35 (2017) 2, pp. 301-330

Persistent link: https://www.econbiz.de/10012211753

Phase-transition behavior in the emerging market : evidence from the KOSPI200 futures market

Hwang, Keunho; Kang, Jangkoo; Ryu, Doojin - In: International review of financial analysis 19 (2010) 1, pp. 35-46

Persistent link: https://www.econbiz.de/10008668729

Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009230522

Market overreaction and investment strategies

Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885

Persistent link: https://www.econbiz.de/10011348836

Investor sentiment and return predictability of disagreement

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: Journal of banking & finance 42 (2014), pp. 166-178

Persistent link: https://www.econbiz.de/10010408405

ELW pricing kernel and empirical risk aversion

Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376

Persistent link: https://www.econbiz.de/10010413719

Investor Sentiment, Stock Returns, and Analyst Recommendation Changes

Kim, Karam - 2019

This study examines the responses of investor sentiment and stock market returns to announcements of changes in analyst recommendation as well as the effect of these announcements on the relationship between sentiment and stock returns. Investor sentiment is more sensitive to upgrade...

Persistent link: https://www.econbiz.de/10012894377

Sentiment-dependent impact of funding liquidity shocks on futures market liquidity

Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 42 (2022) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012796295

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