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Scheduled Macroeconomic News Announcements and Intraday Market Sentiment

Seok, Sangik; Cho, Hoon; Ryu, Doojin - 2022

We analyze the effect of scheduled macroeconomic news on intraday market sentiment by comparing the sentiment of the announcement date with that of the non-announcement date. The announcement of the macroeconomic indicators itself does not change the market sentiment, but the direction of the...

Persistent link: https://www.econbiz.de/10013306313

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

Foreign investor trading and information asymmetry : evidence from a leading emerging market

Chung, Chune Young; Kim, Hyeyoen; Ryu, Doojin - In: Applied economics letters 24 (2017) 7/9, pp. 540-544

Persistent link: https://www.econbiz.de/10011712442

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

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