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Left‐digit biases: Individual and institutional investors. (2024). Kim, Youngchul ; Yu, Jinyoung ; Ryu, Doojin.
In: Journal of Futures Markets.
RePEc:wly:jfutmk:v:44:y:2024:i:3:p:518-532.

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  53. 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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  54. 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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  55. 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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  56. 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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  57. 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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  58. 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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  59. 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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