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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

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

Call Auction Mechanism and Closing Price Manipulation : Evidence from the Hong Kong Stock Exchange

Park, Seongkyu Gilbert - 2020

The Hong Kong Stock Exchange (HKEx) adopted a closing call auction in 2008 but suspended its operation ten months later due to suspicion of widespread price manipulation. The Exchange relaunched the auction in 2016 with manipulation-deterrence enhancements. We exploit this unique setting by...

Persistent link: https://www.econbiz.de/10012846904

Call auction design and closing price manipulation : evidence from the Hong Kong stock exchange

Park, Seongkyu; Suen, Wing-chuen; Wan, Kam-Ming - In: Journal of financial markets 58 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013254028

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

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

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

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

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

Investor sentiment, trading behavior and stock returns

Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830

Persistent link: https://www.econbiz.de/10011714297