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The effectiveness of the order-splitting strategy : an analysis of unique data

Ryu, Doojin - In: Applied economics letters 19 (2012) 4/6, pp. 541-549

Persistent link: https://www.econbiz.de/10009630676

Considering all microstructure effects : the extension of a trade indicator model

Ryu, Doojin - In: Economics letters 146 (2016), pp. 107-110

Persistent link: https://www.econbiz.de/10011619145

The information content of trades : an analysis of KOSPI 200 index derivatives

Ryu, Doojin - In: The journal of futures markets 35 (2015) 3, pp. 201-221

Persistent link: https://www.econbiz.de/10011348449

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

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Ryu, Doojin - 2019

This study examines price disagreements and adjustments between actual futures prices and options-implied futures prices in an elaborate setting. We identify which market triggers each type of price disagreement and find that the market that initiates the disagreement adjusts more to eliminate...

Persistent link: https://www.econbiz.de/10012894384

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Ryu, Doojin - 2019

Persistent link: https://www.econbiz.de/10012895285

Informativeness of truncation in the options market

Lee, Geul; Ryu, Doojin; Yang, Li - In: Finance research letters 72 (2025), pp. 1-6

Persistent link: https://www.econbiz.de/10015176872

A tale of two index futures : the intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange

Guo, Biao; Han, Qian; Liu, Maonan; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 197-212

Persistent link: https://www.econbiz.de/10010258907

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

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/10003773141