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Weather and stock market volatility : the case of a leading emerging market

Shim, Hyein; Kim, Hyeyoen; Kim, Junyeup; Ryu, Doojin - In: Applied economics letters 22 (2015) 10/12, pp. 987-992

Persistent link: https://www.econbiz.de/10011286532

The impact of monetary policy on banking and finance stock prices in China

Kim, Hyeyoen; Kim, Junyeup; Lee, Jaeram; Ryu, Doojin - In: Applied economics letters 21 (2014) 16/18, pp. 1257-1261

Persistent link: https://www.econbiz.de/10010465623

Foreign investor trading and information asymmetry : evidence from a leading emerging market

Chung, Chune Young; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 24 (2017) 7/9, pp. 540-544

Persistent link: https://www.econbiz.de/10011712442

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

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

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

Firm-specific investor sentiment and the stock market response to earnings news

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 48 (2019), pp. 221-240

Persistent link: https://www.econbiz.de/10012120234

Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets

Kim, Jun Sik; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 3-17

Persistent link: https://www.econbiz.de/10011603316

Asymmetry in the stock price response to macroeconomic shocks : evidence from the Korean market

Lee, Geul; Ryu, Doojin - In: Journal of business economics and management 19 (2018) 2, pp. 343-359

This study investigates stock price movements in response to macroeconomic shocks, allowing for asymmetry in this relationship. Given Ferson's (1989) finding that large and small stocks can exhibit different risk behaviors, we examine the behaviors of the KOSPI and KOSDAQ stock markets in...

Persistent link: https://www.econbiz.de/10012174788

The impacts of macroeconomic news announcements on intraday implied volatility

Lee, Jieun; Ryu, Doojin - 2019

Persistent link: https://www.econbiz.de/10012170922