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SSCISCOPUS
Comprehensive market microstructure model: considering the inventory holding costsopen access

Ryu D.[Ryu D.]

ArticleIssue Date2017CitationJournal of Business Economics and Management, v.18, no.2, pp.183 - 201PublisherTaylor and Francis Inc.
SSCISCOPUS
Trend inflation, firms' backward-looking behavior, and inflation gap persistence

Kim I.[Kim I.]; Yie M.-S.[Yie M.-S.]

ArticleIssue Date2016CitationECONOMIC MODELLING, v.58, pp.116 - 125PublisherELSEVIER SCIENCE BV
SSCISCOPUS
Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between US and Korean Markets

Kim, JS[Kim, Jun Sik]; Ryu, D[Ryu, Doojin]; Seo, SW[Seo, Sung Won]

ArticleIssue Date2015CitationJOURNAL OF DERIVATIVES, v.23, no.1, pp.73 - 88PublisherINST INVESTOR INC
SSCISCOPUS
Indirect effects of flow-performance sensitivity on fund performanceopen access

Seok, Sangik; Cho, Hoon; Lee, Jennifer Eunkyeong; Ryu, Doojin

ArticleIssue Date2023CitationBorsa Istanbul Review, v.23, pp S1 - S14PublisherBorsa Istanbul Anonim Sirketi
SCIESCOPUS
Expectation horizon and the Phillips curve: The solution to an empirical puzzle

Lee, J[Lee, Jaejoon]; Nelson, CR[Nelson, Charles R.]

ArticleIssue Date2007CitationJOURNAL OF APPLIED ECONOMETRICS, v.22, no.1, pp.161 - 178PublisherJOHN WILEY & SONS LTD
SSCISCOPUS
Information contents of intraday SSE 50 ETF options trades

Luo, X.[Luo, X.]; Cai, W.[Cai, W.]; Ryu, D.[Ryu, D.]

ArticleIssue Date2022CitationJournal of Futures Markets, v.42, no.4, pp.580 - 604PublisherJohn Wiley and Sons Inc
SSCISCOPUS
Forecasting oil futures markets using machine learning and seasonal trend decomposition

Kim, Ahhyun; Ryu, Doojin; Webb, Alexander

ArticleIssue Date2024CitationINVESTMENT ANALYSTS JOURNALPublisherINVESTMENT ANALYSTS SOC SOUTHERN AFRICA
SCIESCOPUS
Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

Kim, JM[Kim, Jungmu]; Park, YJ[Park, Yuen Jung]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2017CitationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.465, pp.714 - 724PublisherELSEVIER SCIENCE BV
SSCISCOPUS
International transmission of risk factor movements: The case of developed markets

Choi, HS[Choi, Hyung-Suk]; Ryu, D[Ryu, Doojin]; Yang, H[Yang, Heejin]

ArticleIssue Date2018CitationINVESTMENT ANALYSTS JOURNAL, v.47, no.2, pp.111 - 126PublisherINVESTMENT ANALYSTS SOC SOUTHERN AFRICA
SSCISCOPUS
Macroeconomic shocks and stock market returns: the case of Korea

Yang, E[Yang, Eunsun]; Kim, SH[Kim, Sunghyun Henry]; Kim, MH[Kim, Maria H.]; Ryu, D[Ryu, Doojin]

ArticleIssue Date2018CitationAPPLIED ECONOMICS, v.50, no.7, pp.757 - 773PublisherROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
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