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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Börsenkurs
70
Share price
69
Anlageverhalten
52
Behavioural finance
52
Volatilität
52
Theorie
51
Theory
51
Volatility
51
Capital income
44
Kapitaleinkommen
44
Südkorea
40
South Korea
39
Aktienmarkt
37
Stock market
37
Option trading
34
Optionsgeschäft
34
Index futures
27
Index-Futures
27
Estimation
26
Schätzung
26
Derivat
24
Derivative
24
Option pricing theory
24
Optionspreistheorie
24
Welt
23
World
23
Portfolio selection
21
Portfolio-Management
21
VKOSPI
21
Forecasting model
19
Prognoseverfahren
19
Securities trading
17
Wertpapierhandel
17
Ankündigungseffekt
16
Announcement effect
16
Liquidity
14
Market microstructure
14
Efficient market hypothesis
13
Effizienzmarkthypothese
13
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10
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1
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Article
13
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1
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13
Aufsatz in Zeitschrift
13
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English
14
Author
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Ryu, Doojin
14
Yang, Heejin
5
Lee, Jaeram
2
Park, Seongkyu Gilbert
2
Ryu, Doowon
2
Webb, Robert I.
2
Yu, Jinyoung
2
Chung, Kee H.
1
Han, Joongho
1
Kutan, Ali Mustafa
1
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Applied economics letters
3
Emerging markets review
2
International review of economics & finance : IREF
2
Journal of business economics and management
2
Economics letters
1
Finance research letters
1
Pacific-Basin finance journal
1
The European journal of finance
1
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ECONIS (ZBW)
14
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Market depth, domestic investors and price monotonicity violations
Yang, Heejin
;
Lee, Jaeram
;
Ryu, Doojin
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 688-692
Persistent link: https://www.econbiz.de/10012129795
Saved in:
10
Speed and trading behavior in an order-driven market
Park, Seongkyu Gilbert
;
Ryu, Doojin
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 145-164
Persistent link: https://www.econbiz.de/10012133316
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