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1
Funding liquidity shocks and market liquidity providers
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-5
Persistent link: https://www.econbiz.de/10013553786
Saved in:
2
Foreign institutions and the behavior of liquidity following macroeconomic announcements
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014239930
Saved in:
3
Stock price synchronicity and market liquidity : the role of funding liquidity
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491015
Saved in:
4
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
5
How do investors react to overnight returns? : evidence from Korea
Ham, Hyuna
;
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472748
Saved in:
6
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
7
Frequent trading and investment performance : evidence from the KOSPI 200 futures market
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
44
(
2024
)
12
,
pp. 1911-1922
Persistent link: https://www.econbiz.de/10015110751
Saved in:
8
Informed options trading around holidays
Ryu, Doojin
;
Yu, Jinyoung
- In:
Journal of Futures Markets
41
(
2021
)
5
,
pp. 658-685
Persistent link: https://www.econbiz.de/10012535194
Saved in:
9
Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin
;
Yu, Jinyoung
- In:
Journal of Futures Markets
42
(
2021
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012632652
Saved in:
10
Changes in the options contract size and arbitrage opportunities
Song, Joonhyuk
;
Ryu, Doojin
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 122-137
Persistent link: https://www.econbiz.de/10013465898
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