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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

How do investors react to overnight returns? : evidence from Korea

Ham, Hyuna; Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: Finance research letters 54 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472748

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

Insider trading and information asymmetry : evidence from the Korea Exchange

Ryu, Doojin; Yang, Heejin; Yu, Jinyoung - In: Emerging markets review 51 (2022) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10013417122

Star Analyst Activities, Stock Price Synchronicity, and Equity Market Reforms

Kim, Karam; Ryu, Doojin; Yu, Jinyoung - 2023

This study examines whether analysts’ informativeness and activities change following regulatory reforms that strengthen market surveillance. We find that star (non-star) analysts provide firm-specific (market-wide) information, particularly for firms with characteristics favored by fund...

Persistent link: https://www.econbiz.de/10014258160

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

The impact of co-location of securities exchanges' and traders' computer servers on market liquidity

Frino, Alex; Mollica, Vito; Webb, Robert I. - In: The journal of futures markets 34 (2014) 1, pp. 20-33

Persistent link: https://www.econbiz.de/10010254959

Corporate vulnerability index as a fear gauge? : exploring the contagion effect between US and Korean markets

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: The journal of derivatives : the official publication … 23 (2015) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10011399809

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

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