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Asymmetric mispricing and regime-dependent dynamics in index futures and options markets

Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65

Persistent link: https://www.econbiz.de/10011525887

Common deviation and regime-dependent dynamics in the index derivatives markets

Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011474037

The difference in the intraday return-volume relationships of spot and futures : a quantile regression approach

Lee, Jaeram; Lee, Geul; Ryu, Doojin - 2019

This study illuminates the difference in the intraday return-volume relationships of spot and index futures. The quantile regression analyses show that the widening effect of the spot 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/10011986884

Price disagreements and adjustments in index derivatives markets

Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106

Persistent link: https://www.econbiz.de/10011742143

Phase-transition behavior in the emerging market : evidence from the KOSPI200 futures market

Hwang, Keunho; Kang, Jangkoo; Ryu, Doojin - In: International review of financial analysis 19 (2010) 1, pp. 35-46

Persistent link: https://www.econbiz.de/10008668729

Market interdependence before, during, and after the 2007 US subprime crisis : evidence from index futures markets

Bagchi, Debasis; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting : AAJFA 2 (2011) 3, pp. 230-247

Persistent link: https://www.econbiz.de/10009424965

Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009230522

A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange

Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 197-212

Persistent link: https://www.econbiz.de/10010258907

Left-digit biases : individual and institutional investors

Yu, Jinyoung; Kim, Young-chul; Ryu, Doojin - In: The journal of futures markets 44 (2024) 3, pp. 518-532

Persistent link: https://www.econbiz.de/10014475507

Which trader's order-splitting strategy is effective? : the case of an index options market

Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 19 (2012) 16/18, pp. 1683-1692

Persistent link: https://www.econbiz.de/10009683970