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Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram; Ryu, Doojin - In: Asian economic journal : journal of the East Asian … 30 (2016) 1, pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
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How important is a non-default factor for CDS valuation?
Guo, Biao; Han, Qian; Lee, Jaeram; Ryu, Doojin - In: The journal of futures markets 35 (2015) 11, pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
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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
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Does vega-neutral options trading contain information?
Lee, Jaeram; Ryu, Doojin; Yang, Heejin - In: Journal of empirical finance 62 (2021), pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
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Difference in the intraday return-volume relationships of spots and futures : a quantile regression approach
Lee, Jaeram; Lee, Geul; Ryu, Doojin - 2018
This study examines the difference in the intraday return-volume relationships of spot and index futures. Quantile regression analyses show that the widening effect of the stock trading volume on the distribution of spot returns disappears within a short period of time, whereas that of the...
Persistent link: https://www.econbiz.de/10011901877
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The difference in the intraday return-volume relationships of spot and futures : a quantile regression approach
Lee, Jaeram; Lee, Geul; Ryu, Doojin - 2019
This study illuminates the difference in the intraday return-volume relationships of spot and index futures. The quantile regression analyses show that the widening effect of the spot trading volume on the distribution of spot returns disappears within a short period of time, whereas that of the...
Persistent link: https://www.econbiz.de/10011986884
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Human capital measures and stock return predictability : macroeconomic versus microeconomic approaches
Lee, Jaeram; Ihm, Jungjoon; Ryu, Doojin - In: Finance research letters 21 (2017), pp. 53-56
Persistent link: https://www.econbiz.de/10011807488
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Market depth, domestic investors and price monotonicity violations
Yang, Heejin; Lee, Jaeram; Ryu, Doojin - In: Applied economics letters 25 (2018) 10, pp. 688-692
Persistent link: https://www.econbiz.de/10012129795
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Supply chain transparency as a signal of ethical production
Ko, Taehyun; Lee, Jaeram; Park, Daehyeon; Ryu, Doojin - In: Managerial and decision economics : MDE ; the … 44 (2023) 3, pp. 1565-1573
Persistent link: https://www.econbiz.de/10014299306