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Forty years of the Journal of Futures Markets: A bibliometric overview. (2021). Kumar, Satish ; Baker, Kent H ; Pandey, Nitesh.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1027-1054.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Predictability of OTC Option Volatility for Future Stock Volatility. (2020). Park, Yuen Jung ; Kim, Jungmu.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:12:p:5200-:d:376450.

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  2. Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

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  3. The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach. (2019). Lee, Jaeram ; Ryu, Doojin.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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  4. The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

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  5. The Market Sentiment Trend, Investor Inertia, and Post-Earnings Announcement Drift: Evidence from Korea’s Stock Market. (2019). Kim, Su-In ; Shin, Hyejeong.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:18:p:5137-:d:268871.

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  6. Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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  7. Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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  8. Who has volatility information in the index options market?. (2019). Yang, Heejin ; Ryu, Doojin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:266-270.

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  9. How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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  10. Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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  11. The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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  12. Surprise and dispersion: informational impact of USDA announcements. (2019). Frijns, Bart ; TouraniRad, Alireza ; Indriawan, Ivan ; FernandezPerez, Adrian .
    In: Agricultural Economics.
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  13. .

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  14. Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul.
    In: Economics Discussion Papers.
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  15. Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market. (2018). Wan, Difang ; Zhao, Yue.
    In: Journal of Futures Markets.
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  16. Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index. (2018). Dixon, Peter ; Bae, Kyounga Hun.
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  17. The directional information content of options volumes. (2018). Yang, Hee Jin ; Ryu, Doojin.
    In: Journal of Futures Markets.
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  18. Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon.
    In: Journal for Economic Forecasting.
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  19. Retrieving aggregate information from option volume. (2018). Lin, William T ; Qiao, Shuai ; Zheng, Zhenlong ; Tsai, Shih-Chuan.
    In: International Review of Economics & Finance.
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  20. TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris.
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  22. Do institutions behave rationally in distressed markets?. (2017). Sung, Sangwook ; Ryu, Doojin ; Cho, Hoon.
    In: Economics Discussion Papers.
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  23. Comprehensive market microstructure model: considering the inventory holding costs. (2017). Ryu, Doojin.
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:18:y:2017:i:2:p:183-201.

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  24. Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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  25. Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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  26. Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market. (2017). Ryu, Doojin ; Lee, Yunjae ; Chung, Chuneyoung.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9235-0.

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  27. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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  28. The dynamic conditional relationship between stock market returns and implied volatility. (2017). Park, Sung Y. ; Song, Jeongseok ; Ryu, Doojin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:482:y:2017:i:c:p:638-648.

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  29. Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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  30. Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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  31. Price disagreements and adjustments in index derivatives markets. (2017). Ryu, Doojin ; Yang, Heejin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:151:y:2017:i:c:p:104-106.

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  32. Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Keeh ; Ryu, Doojin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

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  33. Information content of investor trading behavior: Evidence from Taiwan index options market. (2016). Lee, Yen-Hsien ; Wang, David K.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:149-160.

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  34. Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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  35. The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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  36. Considering all microstructure effects: The extension of a trade indicator model. (2016). Ryu, Doojin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:146:y:2016:i:c:p:107-110.

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  37. Monetary Policy Announcements, Communication, and Stock Market Liquidity. (2016). Kutan, Ali ; Ryu, Doojin ; Lee, Jieun.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:3:p:227-250.

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  38. Effects of the US stock market return and volatility on the VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
    RePEc:zbw:ifweej:201535.

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  39. Modeling and predicting the market volatility index: The case of VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:20157.

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  40. Information content of inter-transaction time: A structural approach. (2015). Ryu, Doojin.
    In: Journal of Business Economics and Management.
    RePEc:taf:jbemgt:v:16:y:2015:i:4:p:697-711.

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  41. Phase transition phenomenon: A compound measure analysis. (2015). Song, Wonho ; Kang, Bo Soo ; Ryu, Doojin ; Park, Chanhi .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:428:y:2015:i:c:p:383-395.

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  42. Common deviation and regime-dependent dynamics in the index derivatives markets. (2015). Lee, Jaeram ; Ryu, Doojin ; Kang, Jangkoo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:33:y:2015:i:c:p:1-22.

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  43. Short-term options: Clienteles, market segmentation, and event trading. (2015). Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun ; Miao, Hong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:c:p:237-250.

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  44. Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Ryu, Doojin ; Kim, Jun Sik.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:22:y:2015:i:c:p:43-64.

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  45. Risk estimation of CSI 300 index spot and futures in China from a new perspective. (2015). Suo, Yuan-Yuan ; Li, Sai-Ping ; Wang, Dong-Hua .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:344-353.

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  46. Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market. (2014). He, Huei-Ru ; Hsieh, Wen-liang G..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:187-215.

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  47. Spread and depth adjustment process: an analysis of high-quality microstructure data. (2013). Ryu, Doojin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:20:y:2013:i:16:p:1506-1510.

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  48. The effectiveness of the order-splitting strategy: an analysis of unique data. (2012). Ryu, Doojin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:6:p:541-549.

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  49. Which traders order-splitting strategy is effective? The case of an index options market. (2012). Kim, Hyeyoen ; Ryu, Doojin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:19:y:2012:i:17:p:1683-1692.

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  50. Intraday price formation and bid–ask spread components: A new approach using a cross‐market model. (2011). Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:31:y:2011:i:12:p:1142-1169.

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