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Information effects of trade size and trade direction : evidence from the KOSPI 200 index options market
Ahn, Hee-joon; Kang, Jangkoo; Ryu, Doojin - In: Asia-Pacific journal of financial studies 39 (2010) 3, pp. 301-339
Persistent link: https://www.econbiz.de/10009230522
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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
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Common deviation and regime-dependent dynamics in the index derivatives markets
Lee, Jaeram; Kang, Jangkoo; Ryu, Doojin - In: Pacific-Basin finance journal 33 (2015), pp. 1-22
Persistent link: https://www.econbiz.de/10011474037
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Do informed traders trade more when the market is thick? : evidence from the Nikkei 225 index redefinition of April 2000
Ahn, Hee-joon; Cai, Jun; Chung, Jay M. - In: Asia-Pacific journal of financial studies 39 (2010) 4, pp. 495-523
Persistent link: https://www.econbiz.de/10009231516
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Who has an edge in trading index derivatives?
Jang, Jeewon; Kang, Jangkoo; Lee, Jaeram - In: The journal of futures markets 43 (2023) 3, pp. 325-348
Persistent link: https://www.econbiz.de/10014293070
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Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
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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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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
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Market interdependence before, during, and after the 2007 US subprime crisis : evidence from index futures markets
Bagchi, Debasis; Ryu, Doojin - In: Afro-Asian Journal of Finance and Accounting : AAJFA 2 (2011) 3, pp. 230-247
Persistent link: https://www.econbiz.de/10009424965
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Regime-dependent relationships between the implied volatility index and stock market index
Lee, Jaeram; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 50 (2014) 5, pp. 5-17
Persistent link: https://www.econbiz.de/10010485198