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Insider trading and information asymmetry : evidence from the Korea Exchange

Ryu, Doojin; Yang, Heejin; Yu, Jinyoung - In: Emerging markets review 51 (2022) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10013417122

The information content of trades : an analysis of KOSPI 200 index derivatives

Ryu, Doojin - In: The journal of futures markets 35 (2015) 3, pp. 201-221

Persistent link: https://www.econbiz.de/10011348449

The Sensitivity of Trading to the Cost of Information

Frino, Alex - 2020

This study examines the impact of changes in data feed pricing schedules on the price discovery between competing venues, as espoused by Cespa & Foucault (2014). We utilize three exogenous events stemming from a staggered increase in the data feed price that transpired on the Chicago Mercantile...

Persistent link: https://www.econbiz.de/10012841242

Informed trading in the index option market : the case of KOSPI 200 options

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146

Persistent link: https://www.econbiz.de/10003773141

Investors’ Valuations of Female CEOs : Risk Management Performance and Information Asymmetry

Kang, Clark - 2020

Research Question/Issue: The existing literature documents the possibility that investors may consider female Chief Executive Officers (CEOs) less valuable investment targets due to the prejudice against women. This study examines Female CEOs' contributions to company value in the stock market,...

Persistent link: https://www.econbiz.de/10012839191

Does vega-neutral options trading contain information?

Lee, Jaeram; Ryu, Doojin; Yang, Heejin - In: Journal of empirical finance 62 (2021), pp. 294-314

Persistent link: https://www.econbiz.de/10012693436

Who has volatility information in the index options market?

Ryu, Doojin; Yang, Heejin - In: Finance research letters 30 (2019), pp. 266-270

Persistent link: https://www.econbiz.de/10012420810

Volatility information trading in the index options market : an intraday analysis

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: International review of economics & finance : IREF 64 (2019), pp. 412-426

Persistent link: https://www.econbiz.de/10012372813

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

Trade duration, informed trading, and option moneyness

Chung, Kee H.; Park, Seongkyu Gilbert; Ryu, Doojin - In: International review of economics & finance : IREF 44 (2016), pp. 395-411

Persistent link: https://www.econbiz.de/10011626088