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The effectiveness of the order-splitting strategy : an analysis of unique data

Ryu, Doojin - In: Applied economics letters 19 (2012) 4/6, pp. 541-549

Persistent link: https://www.econbiz.de/10009630676

Implied pricing Kernels : an alternative approach for option valuation

Ryu, Doojin; Kang, Jangkoo; Suh, Sangwon - In: The journal of futures markets 35 (2015) 2, pp. 127-147

Persistent link: https://www.econbiz.de/10011348461

Forecasting exchange rate from combination Taylor rule fundamental

Kim, Hyeyoen; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 81-92

Persistent link: https://www.econbiz.de/10010258488

Regime-dependent relationships between the implied volatility index and stock market index

Lee, Jaeram; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 50 (2014) 5, pp. 5-17

Persistent link: https://www.econbiz.de/10010485198

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

Effectiveness of the Basel III framework : procyclicality in the banking sector and macroeconomic fluctuations

Yu, Jinyoung; Ryu, Doojin - In: The Singapore economic review : journal of the Economic … 66 (2021) 3, pp. 855-879

Persistent link: https://www.econbiz.de/10012652727

Contract size changes in the options market : effects on market efficiency and investor behaviour

Park, Seongkyu; Ryu, Doojin - In: Applied economics 53 (2021) 57, pp. 6670-6682

Persistent link: https://www.econbiz.de/10012697955

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

Difference in the intraday return-volume relationships of spots and futures : a quantile regression approach

Lee, Jaeram; Lee, Geul; Ryu, Doojin - 2018

This study examines the difference in the intraday return-volume relationships of spot and index futures. Quantile regression analyses show that the widening effect of the stock trading volume on the distribution of spot returns disappears within a short period of time, whereas that of the...

Persistent link: https://www.econbiz.de/10011901877