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Investor sentiment and return predictability of disagreement

Kim, Jun Sik; Ryu, Doojin; Seo, Sung Won - In: Journal of Banking & Finance 42 (2014) C, pp. 166-178

This study examines the influence of investor sentiment on the relationship between disagreement among investors and future stock market returns. We find that the relationship between disagreement and future stock market returns time-varies with the degree of investor sentiment. Higher...

Persistent link: https://www.econbiz.de/10010753664

Effects of the Asian financial crisis on the relation between leverage and employee compensation

Seo, Sung Won; Kim, Jun Sik; Ryu, Doojin - In: Spanish journal of finance & accounting : the official … 48 (2019) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10012176410

How does FX liquidity affect the relationship between foreign ownership and stock liquidity?

Lee, Jieun; Ryu, Doojin - In: Emerging markets review 39 (2019), pp. 101-119

Persistent link: https://www.econbiz.de/10012313096

Trade openness and income inequality : the moderating role of institutional quality

Nam, Hyun-Jung; Frijns, Bart; Ryu, Doojin - In: Global finance journal 60 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014545196

Effects of option incentive compensation on corporate innovation : the case of China

Cheng, Rui; Frijns, Bart; Kim, Hyeongjun; Ryu, Doojin - In: Economic systems 48 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014535790

Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market

Hwang, Keunho; Kang, Jangkoo; Ryu, Doojin - In: International review of financial analysis 19 (2010) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10008352426

Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market

Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339

Persistent link: https://www.econbiz.de/10009958517

Market interdependence before, during, and after the 2007 US subprime crisis : evidence from index futures markets

Bagchi, Debasis; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting : AAJFA 2 (2011) 3, pp. 230-247

Persistent link: https://www.econbiz.de/10009883577

Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction

Guo, Biao; Han, Qian; Ryu, Doojin - In: The journal of futures markets 33 (2013) 7, pp. 629-652

Persistent link: https://www.econbiz.de/10010105845

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

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

Persistent link: https://www.econbiz.de/10010170764