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Forecasting stock market dynamics using bidirectional long short-term memory

Park, Daehyeon; Ryu, Doojin - In: Romanian journal of economic forecasting 24 (2021) 2, pp. 22-34

Persistent link: https://www.econbiz.de/10012587123

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

Stock returns and implied volatility : a new VAR approach

Lee, Bong-soo; Ryu, Doojin - 2013

The authors re-examine the return-volatility relationship and its dynamics under a new vector autoregression (VAR) identification framework. By analyzing two model-free impliedvolatility indices – the well-established VIX (in the United States) and the recently published VKOSPI (in Korea) –...

Persistent link: https://www.econbiz.de/10009700253

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

Which trades move asset prices? : an analysis of futures trading data

Kang, Jangkoo; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 46 (2010), pp. 7-22

Persistent link: https://www.econbiz.de/10008903656

Effects of the US stock market return and volatility on the VKOSPI

Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015

The KOSPI (Korea Composite Stock Price Index) 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) the...

Persistent link: https://www.econbiz.de/10011376746

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

Stock split, unseasoned equity offering, and firm value : evidence from the Korean stock market

Chung, Chune Young; Ju, Kangjin; Ryu, Doojin - In: Investment management and financial innovations 13 (2016) 3, pp. 105-109

Persistent link: https://www.econbiz.de/10011666627

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