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Trading catalysts : how events move markets and create trading opportunities

Webb, Robert I. - 2007

Persistent link: https://www.econbiz.de/10003333068

Shock markets : trading lessons for volatile times

Webb, Alexander; Webb, Robert I. - 2013 - 1. ed.

Persistent link: https://www.econbiz.de/10009748059

Overseas market shocks and VKOSPI dynamics : a Markov-switching approach

Song, Wonho; Ryu, Doojin; Webb, Robert I. - In: Finance research letters 16 (2016), pp. 275-282

Persistent link: https://www.econbiz.de/10011656222

Stock Price Synchronicity and Liquidity : Retail Investors’ Risk Preference Under Funding Liquidity Shocks

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - 2022

This study examines the roles of funding liquidity in shaping the relationship between stock price synchronicity and equity market liquidity. We find that market liquidity and stock price synchronicity exhibit a downward-sloping relationship, contradicting the relative synchronicity hypothesis....

Persistent link: https://www.econbiz.de/10013309730

The effects of overnight events on daytime trading sessions

Ham, Hyuna; Ryu, Doojin; Webb, Robert I. - In: International review of financial analysis 83 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013455003

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