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 | 196 | 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 | 180 | 2020 |
Blockchain technology and manufacturing industry: Real-time transparency and cost savings T Ko, J Lee, D Ryu Sustainability 10 (11), 4274, 2018 | 180 | 2018 |
Corporate environmental responsibility: A legal origins perspective H Kim, K Park, D Ryu Journal of business ethics 140, 381-402, 2017 | 166 | 2017 |
Investor sentiment, trading behavior and stock returns D Ryu, H Kim, H Yang Applied Economics Letters 24 (12), 826-830, 2017 | 150 | 2017 |
Investor sentiment and return predictability of disagreement JS Kim, D Ryu, SW Seo Journal of Banking & Finance 42, 166-178, 2014 | 131 | 2014 |
The information content of trades: An analysis of KOSPI 200 index derivatives D Ryu Journal of Futures Markets 35 (3), 201-221, 2015 | 121 | 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 |
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 |
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 | 95 | 2019 |
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 | 86 | 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 | 71 | 2019 |
Implied volatility index of KOSPI200: Information contents and properties D Ryu Emerging Markets Finance and Trade 48 (sup2), 24-39, 2012 | 68 | 2012 |
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 | 66 | 2019 |
Corporate default predictions using machine learning: Literature review H Kim, H Cho, D Ryu Sustainability 12 (16), 6325, 2020 | 64 | 2020 |
Trade duration, informed trading, and option moneyness KH Chung, D Ryu International Review of Economics & Finance 44, 395-411, 2016 | 63 | 2016 |
Option market characteristics and price monotonicity violations H Yang, HS Choi, D Ryu Journal of Futures Markets 37 (5), 473-498, 2017 | 62 | 2017 |
The price impact of futures trades and their intraday seasonality RI Webb, D Ryu, D Ryu, J Han Emerging Markets Review 26, 80-98, 2016 | 62 | 2016 |