Similar Search Results - EconBiz

Decomposing the Options Order Imbalance : Arbitrage and Informed Trades

Lee, Jaeram; Ryu, Doojin; Yang, Heejin; Yu, Jinyoung - 2023

This study suggests a novel approach for decomposing an options order imbalance based on trading motives using put-call parity. The options order imbalance is separated into two components: one that contains arbitrage trading and one that does not. Intuitively, the proportion of the former...

Persistent link: https://www.econbiz.de/10014257671

The price impact of futures trades and their intraday seasonality

Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98

Persistent link: https://www.econbiz.de/10011670875

Spread and depth adjustment process : analysis of high-quality microstrucutre data

Ryu, Doojin - In: Applied economics letters 20 (2013) 16/18, pp. 1506-1510

Persistent link: https://www.econbiz.de/10010221174

Information content of inter-transaction time : a structural approach

Ryu, Doojin - In: Journal of business economics and management 16 (2015) 4, pp. 697-711

Persistent link: https://www.econbiz.de/10011383043

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 latency sensitive trading on high frequency arbitrage opportunities

Frino, Alex; Mollica, Vito; Webb, Robert I.; Zhang, Shunquan - In: Pacific-Basin finance journal 45 (2017), pp. 91-102

Persistent link: https://www.econbiz.de/10011800821

Special issue on trading

Webb, Robert I. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001582284

High-frequency trading : implications for markets, regulators, and efficiency

Muthuswamy, Jayaram; Palmer, John; Richie, Nivine; … - In: The journal of trading 6 (2011) 1, pp. 87-97

Persistent link: https://www.econbiz.de/10008900892

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

Speed and trading behavior in an order-driven market

Park, Seongkyu Gilbert; Ryu, Doojin - In: Pacific-Basin finance journal 53 (2019), pp. 145-164

Persistent link: https://www.econbiz.de/10012133316

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