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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 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

Market runs of hedge funds during financial crises

Sung, Sangwook; Cho, Hoon; Ryu, Doojin - 2019

A hedge fund's capital structure is fragile because uninformed fund investors are highly loss sensitive and easily withdraw capital in response to bad news. Hedge fund managers, sharing common investors and interacting with each other through market price, sensitively react to other funds'...

Persistent link: https://www.econbiz.de/10011998890

Investor sentiment, trading behavior and stock returns

Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830

Persistent link: https://www.econbiz.de/10011714297

Foreign investor trading and information asymmetry : evidence from a leading emerging market

Chung, Chune Young; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 24 (2017) 7/9, pp. 540-544

Persistent link: https://www.econbiz.de/10011712442

The turn-of-the-year effect in mutual fund flows

Choi, Hyung-Suk; Ryu, Doojin; Seok, Sangik - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 2, pp. 131-157

Persistent link: https://www.econbiz.de/10011738418