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2. Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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3. Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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4. Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan.
   In: International Journal of Forecasting.
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5. The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511.

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6. The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios. (2022). Guidolin, Massimo ; Wang, Kai.
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   RePEc:baf:cbafwp:cbafwp22190.

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7. Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

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8. Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory. (2021). Ryu, Doojin ; Park, Daehyeon.
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2021:i:2:p:22-34.

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9. Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin.
   In: Sustainability.
   RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

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10. 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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    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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

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13. 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 (2007-2020).
    RePEc:zbw:ifweej:201926.

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

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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). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
   In: Economic Systems.
   RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594.

   Full description at Econpapers || Download paper

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 (2007-2020).
   RePEc:zbw:ifweej:201926.

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4. The impacts of public news announcements on intraday implied volatility dynamics. (2019). Lee, Ji Eun ; Ryu, Doojin.
   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). Kutan, Ali ; Yang, Heejin ; Ryu, Doojin.
   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). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
   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). Lee, Ji Eun ; Ryu, Doojin.
   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). Ik, Sang ; Cho, Hoon ; Ryu, Doojin.
    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). Kutan, Ali ; Park, Yuen Jung ; Ryu, Doojin.
    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). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan ; Touranirad, Alireza ; Fernandezperez, Adrian.
    In: Agricultural Economics.
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13. Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Lee, Jaeram ; Ryu, Doojin.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201868.

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14. Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market. (2018). Zhao, Yue ; Wan, Difang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:2:p:243-270.

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15. 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.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:2:p:175-198.

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16. The directional information content of options volumes. (2018). Yang, Heejin ; Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1533-1548.

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17. Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Cho, Hoon ; Ryu, Doojin ; Chun, Dohyun.
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18. Retrieving aggregate information from option volume. (2018). Zheng, Zhenlong ; Lin, William T ; Qiao, Shuai ; Tsai, Shih-Chuan.
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19. TRADER TYPE EFFECTS ON THE VOLATILITY‐VOLUME RELATIONSHIP EVIDENCE FROM THE KOSPI 200 INDEX FUTURES MARKET. (2018). Kartsaklas, Aris.
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20. Do institutions behave rationally in distressed markets?. (2017). Sung, Sangwook ; Cho, Hoon ; Ryu, Doojin.
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21. Comprehensive market microstructure model: considering the inventory holding costs. (2017). Ryu, Doojin.
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22. Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Shim, Hyein ; Ryu, Doojin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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23. Effects of intraday weather changes on asset returns and volatilities. (2017). Kim, Maria H ; Shim, Hyein ; Ryu, Doojin.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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24. Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market. (2017). Lee, Yunjae ; Ryu, Doojin ; Chung, Chune Young.
    In: Asia-Pacific Financial Markets.
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25. The informational role of algorithmic traders in the option market. (2017). Grover, Rohini .
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26. A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Farias, Rodolfo Toribio ; Lima, Jessica.
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27. 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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28. Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Li, Wei-Xuan ; Chen, Clara Chia-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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29. Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Kim, Maria H ; Yang, Heejin ; Ahn, Hee-Joon ; Ryu, Doojin.
    In: Emerging Markets Review.
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30. Price disagreements and adjustments in index derivatives markets. (2017). Yang, Heejin ; Ryu, Doojin.
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31. Implied Volatility Transmissions Between Thai and Selected Advanced Stock Markets. (2016). Sethapramote, Yuthana ; Jiranyakul, Komain ; Thakolsri, Supachok.
    In: SAGE Open.
    RePEc:sae:sagope:v:6:y:2016:i:3:p:2158244016659318.

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32. Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; 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 ; Lee, Ji Eun ; Ryu, Doojin.
    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 (2007-2020).
    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 ; Ryu, Doojin ; Park, Chanhi ; Kang, Bo Soo .
    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). Kang, Jangkoo ; Lee, Jaeram ; Ryu, Doojin.
    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). Miao, Hong ; Ramchander, Sanjay ; Christie-David, Rohan A ; Chatrath, Arjun.
    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). Kim, Junsik ; Ryu, Doojin.
    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). Hsieh, Wen-liang G. ; He, Huei-Ru .
    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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