Similar Search Results

Trade duration, informed trading, and option moneyness

Chung, Kee H.; Park, Seongkyu Gilbert; Ryu, Doojin - In: International review of economics & finance : IREF 44 (2016), pp. 395-411

Persistent link: https://www.econbiz.de/10011626088

Contract size changes in the options market : effects on market efficiency and investor behaviour

Park, Seongkyu; Ryu, Doojin - In: Applied economics 53 (2021) 57, pp. 6670-6682

Persistent link: https://www.econbiz.de/10012697955

Who profits from trading options?

Hu, Jianfeng; Kirilova, Antonia; Park, Seongkyu; Ryu, Doojin - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4742-4761

Persistent link: https://www.econbiz.de/10015046402

Scheduled macroeconomic news announcements and intraday market sentiment

Seok, Sangik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534140

Sentiment changes and the Monday effect

Kim, Karam; Ryu, Doojin - In: Finance research letters 47 (2022) 2, pp. 1-5

Persistent link: https://www.econbiz.de/10013553688

Investor Sentiment, Stock Returns, and Analyst Recommendation Changes

Kim, Karam - 2019

This study examines the responses of investor sentiment and stock market returns to announcements of changes in analyst recommendation as well as the effect of these announcements on the relationship between sentiment and stock returns. Investor sentiment is more sensitive to upgrade...

Persistent link: https://www.econbiz.de/10012894377

Investor sentiment or information content? : a simple test for investor sentiment proxies

Lee, Geul; Ryu, Doojin - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015134987

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. 35-46

Persistent link: https://www.econbiz.de/10008668729

ELW pricing kernel and empirical risk aversion

Kim, Jun Sik; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 21 (2014) 4/6, pp. 372-376

Persistent link: https://www.econbiz.de/10010413719

Investor sentiment and return predictability of disagreement

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

Persistent link: https://www.econbiz.de/10010408405