Doojin Ryu

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Guro-gu

Seoul, 110-745

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 43,547

SSRN RANKINGS

Top 43,547

in Total Papers Downloads

1,494

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (15)

1.

Who Profits From Trading Options?

Number of pages: 51 Posted: 16 Jun 2021
Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - Lee Kong Chian School of Business, Hong Kong Polytechnic University and Sungkyunkwan University
Downloads 585 (64,137)

Abstract:

Loading...

Options, institutional investors, retail investors, trading styles, volatility

2.

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 266 (157,823)
Citation 3

Abstract:

Loading...

China, Commodity, Futures, Momentum, Time-Series

3.

Investor Sentiment, Stock Returns, and Analyst Recommendation Changes

Number of pages: 14 Posted: 04 Feb 2019
Karam Kim, Doojin Ryu, Heejin Yang and Heejin Yang
Sungkyunkwan University - College of Economics, Sungkyunkwan University and Sungkyunkwan UniversitySoongsil University
Downloads 171 (236,716)

Abstract:

Loading...

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

4.

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 - College of Business
Downloads 110 (332,531)

Abstract:

Loading...

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

Noise Traders, Mispricing, and Price Adjustments in Derivatives Markets

Number of pages: 32 Posted: 19 Jan 2019
Doojin Ryu, Heejin Yang and Heejin Yang
Sungkyunkwan University and Sungkyunkwan UniversitySoongsil University
Downloads 34 (606,115)

Abstract:

Loading...

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 31 (624,848)

Abstract:

Loading...

6.

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 61 (468,924)

Abstract:

Loading...

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

7.

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 59 (476,606)

Abstract:

Loading...

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

8.

Firm-specific or market-wide information: How does analyst coverage influence stock price synchronicity?

Number of pages: 29 Posted: 17 Jan 2022
Yongsik Kim and Doojin Ryu
Hankuk University of Foreign Studies - Department of International Finance and Sungkyunkwan University
Downloads 48 (526,353)

Abstract:

Loading...

Analyst coverage; Cyclicality; Firm performance; Firm-specific information; Stock price synchronicity

9.

Contract Size Changes in the Options Market: Effects on Market Efficiency and Investor Behavior

Applied Economics, forthcoming
Number of pages: 38 Posted: 18 Feb 2021 Last Revised: 06 Jul 2021
Seongkyu Gilbert Park and Doojin Ryu
Hong Kong Polytechnic University and Sungkyunkwan University
Downloads 48 (521,879)

Abstract:

Loading...

Account-level trade and quote data, Index options, Lottery stocks, Options multiplier, Retail investor

10.

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 45 (535,484)

Abstract:

Loading...

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

11.

Expectations and the Housing Market: A Model of House Price Dynamics

Number of pages: 37 Posted: 06 Dec 2021 Last Revised: 26 Feb 2022
Jengei Hong and Doojin Ryu
Handong Global University - Management & Economics and Sungkyunkwan University
Downloads 24 (655,058)

Abstract:

Loading...

Bounded rationality, Endogenous cycles, Extrapolative expectation, Housing bubbles, Housing prices

12.

Mass Appraisal for Urban Land in Korea: A Hybrid Hedonic Pricing Approach

Number of pages: 21 Posted: 30 Nov 2021
Jengei Hong and Doojin Ryu
Handong Global University - Management & Economics and Sungkyunkwan University
Downloads 12 (748,879)

Abstract:

Loading...

Hedonic model, Machine learning, Mass appraisal, Locational effect, K-means clustering

13.

Forecasting Consumer Credit Recovery Failure: Classification Approaches

Journal of Credit Risk, Vol. 17, No. 3
Number of pages: 24 Posted: 21 Oct 2021
Hyeongjun Kim, Hoon Cho and Doojin Ryu
Yeungnam University - Yeungnam University, Korea Advanced Institute of Science and Technology (KAIST) and Sungkyunkwan University
Downloads 0 (875,040)
  • Add to Cart

Abstract:

Loading...

classification; consumer credit recovery; credit risk; machine learning; nonperforming loans

14.

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

Abstract:

Loading...

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

15.

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 (875,040)
Citation 1

Abstract:

Loading...