Doojin Ryu

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Jinyoung YuXi'an Jiaotong-Liverpool UniversityVerified email at xjtlu.edu.cn
Seok Sang IkCollege of Business Administration, University of UlsanVerified email at ulsan.ac.kr
Jaeram LeeGachon UnivercityVerified email at gachon.ac.kr
Hee-Joon AhnSungkyunkwan UniversityVerified email at skku.edu
Ali M. KutanResearch Fellow, Economic Research Forum (ERF) and Distinguished Research Professor of Economics andVerified email at siue.edu
Wonho SongChung-Ang UniversityVerified email at cau.ac.kr
biao GuoRenmin University, ChinaVerified email at mathfinance.cn
Jonathan A. BattenProfessor of Finance, RMIT University, AustraliaVerified email at rmit.edu.au
Chun DohyunKangwon UniversityVerified email at kangwon.ac.kr
Mehmet Huseyin BilginIstanbul Medeniyet UniversityVerified email at medeniyet.edu.tr
Seongkyu "Gilbert" ParkAssistant Professor of Finance, Willamette UniversityVerified email at willamette.edu
Hyung-Suk ChoiProfessor of Finance, Ewha Womans UniversityVerified email at ewha.ac.kr
Sunghyun Henry KimSungkyunkwan University (SKKU)Verified email at skku.edu
Kee H. ChungSUNY at BuffaloVerified email at buffalo.edu
Xingguo LuoZhejiang UniversityVerified email at zju.edu.cn
Sung Y. ParkChung-Ang UniversityVerified email at cau.ac.kr
Eunil ParkSungkyunkwan UniversityVerified email at skku.edu
Bart FrijnsOpen University of the NetherlandsVerified email at ou.nl
Young-Chul KimProfessor of Economics, Sogang UniversityVerified email at sogang.ac.kr
Kainan WangProfessor of Finance, University of ToledoVerified email at utoledo.edu

Doojin Ryu

Sungkyunkwan University

Verified email at skku.edu - Homepage

Market Microstructure Derivatives Financial Economics Financial Markets Econophysics


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Informed trading in the index option market: The case of KOSPI 200 options HJ Ahn, J Kang, D Ryu Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008	200	2008
Financial crisis, bank diversification, and financial stability: OECD countries H Kim, JA Batten, D Ryu International Review of Economics & Finance 65, 94-104, 2020	186	2020
Blockchain technology and manufacturing industry: Real-time transparency and cost savings T Ko, J Lee, D Ryu Sustainability 10 (11), 4274, 2018	183	2018
Corporate environmental responsibility: A legal origins perspective H Kim, K Park, D Ryu Journal of business ethics 140, 381-402, 2017	175	2017
Investor sentiment, trading behavior and stock returns D Ryu, H Kim, H Yang Applied Economics Letters 24 (12), 826-830, 2017	149	2017
Investor sentiment and return predictability of disagreement JS Kim, D Ryu, SW Seo Journal of Banking & Finance 42, 166-178, 2014	134	2014
The information content of trades: An analysis of KOSPI 200 index derivatives D Ryu Journal of Futures Markets 35 (3), 201-221, 2015	119	2015
Intraday price formation and bid–ask spread components: A new approach using a cross‐market model D Ryu Journal of Futures Markets 31 (12), 1142-1169, 2011	100	2011
Firm-specific investor sentiment and daily stock returns SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 50, 100857, 2019	97	2019
Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market HJ Ahn, J Kang, D Ryu Asia‐Pacific Journal of Financial Studies 39 (3), 301-339, 2010	97	2010
Investor sentiment, asset returns and firm characteristics: Evidence from the Korean stock market H Yang, D Ryu, D Ryu Investment Analysts Journal 46 (2), 132-147, 2017	93	2017
Volatility spillovers between equity and green bond markets D Park, J Park, D Ryu Sustainability 12 (9), 3722, 2020	91	2020
Price impact asymmetry of futures trades: Trade direction and trade size D Ryu Emerging Markets Review 14, 110-130, 2013	74	2013
Firm-specific investor sentiment and the stock market response to earnings news SI Seok, H Cho, D Ryu The North American Journal of Economics and Finance 48, 221-240, 2019	72	2019
Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market K Kim, D Ryu, H Yang Investment Analysts Journal 48 (2), 89-101, 2019	68	2019
Implied volatility index of KOSPI200: Information contents and properties D Ryu Emerging Markets Finance and Trade 48 (sup2), 24-39, 2012	66	2012
Corporate default predictions using machine learning: Literature review H Kim, H Cho, D Ryu Sustainability 12 (16), 6325, 2020	64	2020
Corporate bankruptcy prediction using machine learning methodologies with a focus on sequential data H Kim, H Cho, D Ryu Computational Economics 59 (3), 1231-1249, 2022	63	2022
Trade duration, informed trading, and option moneyness KH Chung, D Ryu International Review of Economics & Finance 44, 395-411, 2016	63	2016
Information uncertainty, investor sentiment, and analyst reports K Kim, D Ryu, H Yang International Review of Financial Analysis 77, 101835, 2021	62	2021

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