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Frequent trading and investment performance : evidence from the KOSPI 200 futures market
Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 44 (2024) 12, pp. 1911-1922
Persistent link: https://www.econbiz.de/10015110751
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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
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Sentiment-dependent impact of funding liquidity shocks on futures market liquidity
Ryu, Doojin; Yu, Jinyoung - In: The journal of futures markets 42 (2022) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10012796295
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The price impact of futures trades and their intraday seasonality
Webb, Robert I.; Ryu, Doojin; Ryu, Doowon; Han, Joongho - In: Emerging markets review 26 (2016), pp. 80-98
Persistent link: https://www.econbiz.de/10011670875
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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
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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
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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
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Special issue on trading
Webb, Robert I. (contributor) - 2001
Persistent link: https://www.econbiz.de/10001582284
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Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China, February 27 - 28, 2003]
Webb, Robert I. (contributor) - Asia Pacific Futures Research Symposium <13, 2003, … - 2003
Persistent link: https://www.econbiz.de/10001825698
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Special issue on credit risk and credit derivatives
Webb, Robert I. (contributor) - 2004
Persistent link: https://www.econbiz.de/10001850803