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Foreign institutions and the behavior of liquidity following macroeconomic announcements

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: Finance research letters 50 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014239930

Who pays the liquidity cost? : central bank announcements and adverse selection

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 7, pp. 904-924

Persistent link: https://www.econbiz.de/10014293266

Macroeconomic information and financial trading

Webb, Robert I. - 1994

Persistent link: https://www.econbiz.de/10013548347

Jumps and trading activity in interest rate futures markets : the response to macroeconomic announcements

Bjursell, Johan; Wang, George H. K.; Webb, Robert I. - In: Asia-Pacific journal of financial studies 42 (2013) 5, pp. 689-723

Persistent link: https://www.econbiz.de/10010249006

Jumps and Trading Activity in Interest Rate Futures Markets : The Response to Macroeconomic Announcements

Bjursell, C. Johan - 2010

We apply nonparametric statistical procedures to extract jumps around scheduled macroeconomic news in U.S. Treasury bond, U.S. Treasury note and Eurodollar futures prices from 2001 to 2004. Volatility and trading activity during announcement days with jumps versus no jumps are also analyzed with...

Persistent link: https://www.econbiz.de/10013146808

Firm-specific investor sentiment and the stock market response to earnings news

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 48 (2019), pp. 221-240

Persistent link: https://www.econbiz.de/10012120234

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

The impacts of macroeconomic news announcements on intraday implied volatility

Lee, Jieun; Ryu, Doojin - 2019

Persistent link: https://www.econbiz.de/10012170922

Information asymmetry and investor trading behavior around bond rating change announcements

Yang, Heejin; Ahn, Hee-joon; Kim, Maria H.; Ryu, Doojin - In: Emerging markets review 32 (2017), pp. 38-51

Persistent link: https://www.econbiz.de/10011803209

The information content of funds from operations and net income in real estate investment trusts

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012659559