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The price impact of futures trades and their intraday seasonality

Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98

Persistent link: https://www.econbiz.de/10011670875

The impact of net buying pressure on index options prices

Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Journal of Futures Markets 41 (2020) 1, pp. 27-45

Persistent link: https://www.econbiz.de/10012406789

Investor sentiment, market competition, and financial crisis : evidence from the Korean stock market

Ryu, Doowon; Ryu, Doojin; Yang, Heejin - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 8, pp. 1804-1816

Persistent link: https://www.econbiz.de/10012260725

Institutional blockholders and corporate social responsibility

Chung, Chune Young; Cho, Sang Jun; Ryu, Doojin; Ryu, Doowon - In: Asian business & management 18 (2019) 3, pp. 143-186

Persistent link: https://www.econbiz.de/10012058855

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

The effect of international strategic alliances on firm performance before and after the global financial crisis

Ryu, Doowon; Kim, Maria H.; Ryu, Doojin - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 15, pp. 3539-3552

Persistent link: https://www.econbiz.de/10012211175

Market reform and efficiency : the case of KOSPI200 options

Yang, Heejin; Ryu, Doojin; Ryu, Doowon - In: Emerging markets finance & trade : a journal of the … 54 (2018) 10/11/12, pp. 2687-2697

Persistent link: https://www.econbiz.de/10012125065

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

Whose sentiment explains implied volatility change and smile?

Ryu, Doojin; Ryu, Doowon; Yang, Heejin - In: Finance research letters 55 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014473013

Phase-shifting behaviour revisited: An alternative measure

Kang, Bo Soo; Ryu, Doojin; Ryu, Doowon - In: Physica A: Statistical Mechanics and its Applications 401 (2014) C, pp. 167-173

This study re-examines the recently documented phase-shifting behaviour of financial markets using an alternative measure, an intraday return-based measure. While most previous studies on phase-shifting behaviour adopt the volume-imbalance measure proposed by Plerou et al. (2003), we find that...

Persistent link: https://www.econbiz.de/10011062594