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Index options open interest and stock market returns
Seo, Sung Won; Byun, Suk Joon; Kim, Jun Sik - In: Journal of Futures Markets 40 (2020) 6, pp. 989-1010
Persistent link: https://www.econbiz.de/10012189123
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Uncertainty and the volatility forecasting power of option‐implied volatility
Jeon, Byounghyun; Seo, Sung Won; Kim, Jun Sik - In: Journal of Futures Markets 40 (2020) 7, pp. 1109-1126
Persistent link: https://www.econbiz.de/10012273018
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Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin; Yu, Jinyoung - In: Journal of Futures Markets 42 (2021) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012632652
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The directional information content of options volumes
Ryu, Doojin; Yang, Heejin - In: Journal of Futures Markets 38 (2018) 12, pp. 1533-1548
Persistent link: https://www.econbiz.de/10012082153
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The impacts of public news announcements on intraday implied volatility dynamics
Lee, Jieun; Ryu, Doojin - In: Journal of Futures Markets 39 (2019) 6, pp. 656-685
Persistent link: https://www.econbiz.de/10012082193
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Time-series momentum in China's commodity futures market
Ham, Hyuna; Cho, Hoon; Kim, Hyeongjun; Ryu, Doojin - In: Journal of Futures Markets (2019)
Persistent link: https://www.econbiz.de/10012082228
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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
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Informed options trading around holidays
Ryu, Doojin; Yu, Jinyoung - In: Journal of Futures Markets 41 (2021) 5, pp. 658-685
Persistent link: https://www.econbiz.de/10012535194