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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

Stock price synchronicity and market liquidity : the role of funding liquidity

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: Finance research letters 61 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014491015

Sentiment-dependent impact of funding liquidity shocks on futures market liquidity

Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 42 (2022) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012796295

How does FX liquidity affect the relationship between foreign ownership and stock liquidity?

Lee, Jieun; Ryu, Doojin - In: Emerging markets review 39 (2019), pp. 101-119

Persistent link: https://www.econbiz.de/10012313096

The behavior of an institutional investor with arbitrage opportunities and liquidity risk

Sung, Sangwook; Cho, Hoon; Ryu, Doojin - In: Emerging markets, finance and trade : EMFT 55 (2019) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012210426

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

Funding liquidity shocks and market liquidity providers

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: Finance research letters 47 (2022) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10013553786

Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The European journal of finance 28 (2022) 9, pp. 871-888

Persistent link: https://www.econbiz.de/10013373347

The Number of State Variables for CDS Pricing

Guo, Biao; Han, Qian; Ryu, Doojin - 2013

This study investigates the number of state variables needed for CDS pricing by conducting a principal component analysis using CDS data for the 2006-2009 period. Two state variables, approximated by the first two components, are found sufficient for pricing CDS spreads. The first component...

Persistent link: https://www.econbiz.de/10011003231