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The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin - In: The journal of futures markets 35 (2015) 3, pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
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Price impact asymmetry of futures trades : trade direction and trade size
Ryu, Doojin - In: Emerging markets review 14 (2013), pp. 110-130
Persistent link: https://www.econbiz.de/10009727962
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Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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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
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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
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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
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Comprehensive market microstructure model : considering the inventory holding costs
Ryu, Doojin - In: Journal of business economics and management 18 (2017) 2, pp. 183-201
Persistent link: https://www.econbiz.de/10011721742
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Considering all microstructure effects : the extension of a trade indicator model
Ryu, Doojin - In: Economics letters 146 (2016), pp. 107-110
Persistent link: https://www.econbiz.de/10011619145
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Price impact asymmetry of futures trades : trade direction and trade size
Ryu, Doojin - In: Emerging markets review 14 (2013), pp. 110-130
Persistent link: https://www.econbiz.de/10010117060
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Financial sector reform and regulation in the Asia-Pacific region : a perspective
Batten, Jonathan A. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 285-293
Persistent link: https://www.econbiz.de/10009503139