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Investors' net buying pressure and implied volatility dynamics

Ryu, Doojin; Webb, Robert I.; Yang, Heejin; Yu, Jinyoung - In: Borsa Istanbul Review 22 (2022) 4, pp. 627-640

We examine the effects of limited investor attention on stock returns by using Google search volume index to measure investor attention. We also investigate whether national culture and market development have any role in this relationship. We find that the impact of investor attention on stock...

Persistent link: https://www.econbiz.de/10013334805

Who pays the liquidity cost? : central bank announcements and adverse selection

Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The journal of futures markets 43 (2023) 7, pp. 904-924

Persistent link: https://www.econbiz.de/10014293266

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

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

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

Left-digit biases : individual and institutional investors

Yu, Jinyoung; Kim, Young-chul; Ryu, Doojin - In: The journal of futures markets 44 (2024) 3, pp. 518-532

Persistent link: https://www.econbiz.de/10014475507

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

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

Special issue from the 14th Annual Asia-Pacific Futures Research Symposium : [held in Hong Kong, February 26 - 27, 2004]/ [Robert I. Webb, ed.]

Webb, Robert I. (contributor) - Asia Pacific Futures Research Symposium <14, 2004, Hongkong> - 2004

Persistent link: https://www.econbiz.de/10002428317

Special issue from the 20th Annual Asia-Pacific Futures Research Symposium : [held in Hong Kong on February 25th and 26th, 2010]

Webb, Robert I. (contributor) - Asia Pacific Futures Research Symposium <20, 2010, Hongkong> - 2010

Persistent link: https://www.econbiz.de/10008901253