Doojin Ryu

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Guro-gu

Seoul, 110-745

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

10

DOWNLOADS

525

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (10)

1.

Time-Series Momentum in the Chinese Commodity Futures Market

Number of pages: 29 Posted: 17 Jan 2019
Hoon Cho, Hyuna Ham, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), December & Company, Korea Asset Management Corporation and Sungkyunkwan University
Downloads 130 (239,178)
Citation 3

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China, Commodity, Futures, Momentum, Time-Series

2.

Investor Sentiment, Stock Returns, and Analyst Recommendation Changes

Number of pages: 14 Posted: 04 Feb 2019
Karam Kim, Doojin Ryu and Heejin Yang
Sungkyunkwan University - College of Economics, Sungkyunkwan University and Soongsil University
Downloads 127 (241,993)

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Analyst Recommendation Changes, Event Study, Investor Sentiment, Stock Returns

3.

Optionable Stocks and Mutual Fund Performance

Journal of Futures Markets, Forthcoming
Number of pages: 31 Posted: 22 Aug 2016 Last Revised: 06 Jan 2017
Chung-Ang University - College of Business & Economics, Sungkyunkwan University, University of Toledo and Clemson University
Downloads 103 (281,431)

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implied volatility; mutual fund; optionable stock; predictability; performance

4.

Characteristics of Mortgage Terminations: An Analysis on the Loan-Level Dataset

KAIST College of Business Working Paper Series No. 2016-016
Number of pages: 42 Posted: 23 Nov 2016
Hoon Cho, Hyeongjun Kim and Doojin Ryu
Korea Advanced Institute of Science and Technology (KAIST), College of Business, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 51 (415,676)

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Default, Hazard model, Loan-level dataset, Mortgage; Prepayment

5.

The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility

Bank of Korea WP 2019-2
Number of pages: 76 Posted: 10 Jan 2019
Jieun Lee and Doojin Ryu
The Bank of Korea and Sungkyunkwan University
Downloads 41 (454,241)

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Event study; Intraday volatility; KOSPI 200 options; Macroeconomic news announcement

6.

Effects of Intraday Weather Changes on Asset Returns and Volatilities

Zbornik radova Ekonomskog fakulteta u Rijeci, Ĩasopis za ekonomsku teoriju i praksu - Proceedings of Rijeka Faculty of Economics, Journal of Economics and Business, Vol. 35, No. 2, 2017, pp. 301-330
Number of pages: 30 Posted: 26 Jan 2018
Hyein Shim, Maria Kim and Doojin Ryu
Republic of Korea Public Finance Information Service, University of Wollongong and Sungkyunkwan University
Downloads 40 (458,456)

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asset returns, behavioral finance, GJR-GARCH, intraday analyses, weather effect, volatility

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Number of pages: 32 Posted: 19 Jan 2019
Doojin Ryu and Heejin Yang
Sungkyunkwan University and Soongsil University
Downloads 19 (589,551)

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cost-of-carry; domestic investor; market efficiency; noise trading; price adjustment; price disagreement; put-call parity

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Number of pages: 32 Posted: 30 Jan 2019
Doojin Ryu and HeeJin Yang
Sungkyunkwan University and Soongsil University
Downloads 13 (632,867)

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8.

Corporate Governance, Product-Market Competition, and Stock Returns: Evidence from the Korean Market

Asian Business & Management, Vol. 16, Issue 1-2, 2017
Number of pages: 42 Posted: 24 Apr 2018
Doowon Ryu, Doojin Ryu and Joon Hwang
Korea University - Business School, Sungkyunkwan University and Korea University
Downloads 1 (702,586)
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Market competition, Corporate governance, Stock returns, Chaebol, Korean market

9.

Characteristics of Mortgage Terminations: An Analysis of a Loan-level Dataset

Journal of Real Estate Finance and Economics, Vol. 57, No. 4, 2018
Posted: 20 Nov 2018
Hyeongjun Kim, Hoon Cho and Doojin Ryu
College of Business, Korea Advanced Institute of Science and Technology (KAIST), Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University

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Default; Hazard Model; Loan-Level Dataset; Mortgage; Prepayment

10.

Monetary Policy Announcements, Communication, and Stock Market Liquidity

Australian Economic Papers, Vol. 55, Issue 3, pp. 227-250, 2016
Number of pages: 24 Posted: 09 Sep 2016
Jieun Lee, Doojin Ryu and Ali M. Kutan
The Bank of Korea, Sungkyunkwan University and Southern Illinois University at Edwardsville
Downloads 0 (720,946)
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