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~subject:"Marktmikrostruktur"
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Is the KOSPI 200 Options Marke...
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Marktmikrostruktur
Börsenkurs
78
Share price
77
Volatilität
69
Volatility
68
Theorie
57
Theory
57
Anlageverhalten
54
Behavioural finance
54
Capital income
46
Kapitaleinkommen
46
Option trading
41
Optionsgeschäft
41
Aktienmarkt
40
Stock market
40
Südkorea
39
South Korea
38
Index futures
33
Index-Futures
33
Option pricing theory
29
Optionspreistheorie
29
Estimation
28
Schätzung
28
Welt
25
World
25
Derivat
24
Derivative
24
Forecasting model
23
Portfolio selection
23
Portfolio-Management
23
Prognoseverfahren
23
China
21
VKOSPI
21
Securities trading
18
Wertpapierhandel
18
Ankündigungseffekt
16
Announcement effect
16
Market microstructure
16
Risiko
16
Risk
16
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English
16
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Ryu, Doojin
14
Yang, Heejin
5
Chen, Jing
2
Guo, Qian
2
Han, Qian
2
Lee, Jaeram
2
Park, Seongkyu Gilbert
2
Ryu, Doowon
2
Webb, Robert I.
2
Yu, Jinyoung
2
Zhao, Chengzhi
2
Chung, Kee H.
1
Han, Joongho
1
Kutan, Ali Mustafa
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Applied economics letters
3
Emerging markets review
3
International review of economics & finance : IREF
2
Journal of business economics and management
2
Pacific-Basin finance journal
2
Economics letters
1
Finance research letters
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The European journal of finance
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ECONIS (ZBW)
16
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1
Reexamining the impact of closing call auction on market quality : a natural experiment from the Shanghai stock exchange
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013389486
Saved in:
2
Does asynchronous market update matter? : re-examining the price discovery of stock index and futures in China
Han, Qian
;
Zhao, Chengzhi
;
Chen, Jing
;
Guo, Qian
- In:
Emerging markets review
67
(
2025
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015412163
Saved in:
3
Price impact asymmetry of futures trades : trade direction and trade size
Ryu, Doojin
- In:
Emerging markets review
14
(
2013
),
pp. 110-130
Persistent link: https://www.econbiz.de/10009727962
Saved in:
4
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
Saved in:
5
Comprehensive market microstructure model : considering the inventory holding costs
Ryu, Doojin
- In:
Journal of business economics and management
18
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011721742
Saved in:
6
Spread and depth adjustment process : analysis of high-quality microstrucutre data
Ryu, Doojin
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1506-1510
Persistent link: https://www.econbiz.de/10010221174
Saved in:
7
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
Saved in:
8
Trade duration, informed trading, and option moneyness
Chung, Kee H.
;
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 395-411
Persistent link: https://www.econbiz.de/10011626088
Saved in:
9
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
Saved in:
10
Volatility information trading in the index options market : an intraday analysis
Yang, Heejin
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 412-426
Persistent link: https://www.econbiz.de/10012372813
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