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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

Do domestic institutional trades exacerbate information asymmetry? : evidence from the Korean stock market

Chung, Chune Young; Lee, Yunjae; Ryu, Doojin - In: Asia-Pacific financial markets 24 (2017) 4, pp. 309-322

Persistent link: https://www.econbiz.de/10011797692

Price disagreements and adjustments in index derivatives markets

Ryu, Doojin; Yang, Heejin - In: Economics letters 151 (2017), pp. 104-106

Persistent link: https://www.econbiz.de/10011742143

Option moneyness and price disagreements

Yang, Heejin; Kutan, Ali Mustafa; Ryu, Doojin - In: Applied economics letters 25 (2018) 3, pp. 192-196

Persistent link: https://www.econbiz.de/10011853836

Information asymmetry and investor trading behavior around bond rating change announcements

Yang, Heejin; Ahn, Hee-joon; Kim, Maria H.; Ryu, Doojin - In: Emerging markets review 32 (2017), pp. 38-51

Persistent link: https://www.econbiz.de/10011803209

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

Information quality of online reviews in the presence of potentially fake reviews

Song, Wonho; Park, Sangkon; Ryu, Doojin - In: The Korean economic review 33 (2017) 1, pp. 5-34

Persistent link: https://www.econbiz.de/10011896561

Labor income share and imperfectly competitive product market

Shim, Hyein; Chung, Chune Young; Ryu, Doojin - In: The B.E. journal of macroeconomics 18 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011898685

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

Volatility dynamics under an endogenous Markov-switching framework : a cross-market approach

Song, Wonho; Ryu, Doojin; Webb, Robert I. - In: Quantitative finance 18 (2018) 9, pp. 1559-1571

Persistent link: https://www.econbiz.de/10011913204