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The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis
Kim, Tong Suk; Park, Yuen Jung; Noh, Jaesun - In: The journal of futures markets 33 (2013) 6, pp. 518-554
Persistent link: https://www.econbiz.de/10010094095
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The information content of OTC individual put option implied volatility for credit default swap spreads
Park, Yuen Jung; Kim, Tong Suk - In: Asia-Pacific journal of financial studies 41 (2012) 4, pp. 491-516
Persistent link: https://www.econbiz.de/10010029999
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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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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
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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
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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
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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
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Intraday price formation and bid–ask spread components: A new approach using a cross‐market model
Ryu, Doojin - In: The journal of futures markets 31 (2011) 12, pp. 1142-1170
Persistent link: https://www.econbiz.de/10009332222
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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
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Informed trading in the index option market: The case of KOSPI 200 options
Ahn, Hee-Joon; Kang, Jangkoo; Ryu, Doojin - In: The journal of futures markets 28 (2008) 12, pp. 1118-1146
Persistent link: https://www.econbiz.de/10008136441