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Publication (Intl.)

SSCI Journal Publication Metric

Business, Finance, and Economics © 2021 Clarivate Analytics
Finance Research Letters (IF=9.848)
International Review of Financial Analysis (IF=8.235)
Financial Innovation (IF=6.793)
Journal of Business Ethics (IF=6.331)
Research in International Business and Finance (IF=6.143)
Journal of International Financial Markets, Institutions and Money (IF=4.217)
Journal of Banking and Finance (IF=3.539)
International Review of Economics and Finance (IF=3.399)
Pacific-Basin Finance Journal (IF=3.239)
North American Journal of Economics and Finance (IF=3.136)
Economic Research (IF=3.080)
Journal of Empirical Finance (IF=3.025)
Journal of Business Economics and Management (IF=2.596)
Risk Management (IF=2.560)
Economic Systems (IF=2.310)
Quantitative Finance (IF=1.986)
European Journal of Finance (IF=1.903)
Computational Economics (IF=1.741)
Journal of Real Estate Finance and Economics (IF=1.480)
Economics Letters (IF=1.469)
Journal of Derivatives (IF=0.647)

 

 

Publication (SSCI)

 

■ [147] Park, H., Kim, M., Ryu, D. (On-line Published). Heterogeneity investor attention to climate risk: Evidence from a unique dataset. Investment Analysts Journal (SSCI), Corresponding.

 

■ [146] Song, J., Ryu, D., Yu, J. (On-line Published). Changes in the options contract size and arbitrage opportunities. Journal of Futures Markets (SSCI), Corresponding.

 

■ [145] Yang, E., Bae, H., Ryu, D. (Accepted). What makes the level of particulate matter emissions worse in Korea?. Romanian Journal of Economic Forecasting (SSCI), Corresponding.

 

■ [144] Park, D., Ryu, D. (On-line Published). E-commerce retail and reverse factoring: A newsvendor approach. Managerial and Decision Economics (SSCI), Corresponding.

 

■ [143] Kim, Y., Ryu, D. (On-line Published). Firm-specific or market-wide Information: How does analyst coverage influence stock price synchronicity?. Borsa Istanbul Review (SSCI), Corresponding.

 

■ [142] Park, D., Ryu, D. (On-line Published). Supply chain ethics and transparency: An agent-based model approach with Q-learning agents. Managerial and Decision Economics (SSCI), Corresponding.

 

■ [141] Ryu, D., Webb, R.I., Yu, J. (2022). Foreign institutions and the behavior of liquidity following macroeconomic announcements. Finance Research Letters (SSCI), 50 (Dec.), 103239, First. [Link]

 

■ [140] Lee, H., Ryu, D., Son, J. (2022). Insurance-adjusted valuation, decision making, and capital return. International Review of Financial Analysis (SSCI), 84 (Nov.), 102276, Corresponding. [Link]

 

■ [139] Seok, S.I., Cho, H., Ryu, D. (2022). Scheduled macroeconomic news announcements and intraday market sentiment. North American Journal of Economics and Finance (SSCI), 62 (Nov.), 101739, Corresponding. [Link]

 

■ [138] Son, J., Bilgin, M.H., Ryu, D. (2022). Consumer choices under new payment methods. Financial Innovation (SSCI), 8 (Sep.), 82, Corresponding. [Link]

 

■ [137] Ham, H., Ryu, D., Webb, R.I. (2022). The effects of overnight events on daytime trading sessions. International Review of Financial Analysis (SSCI), 83 (Oct.), 102228, Corresponding. [Link]

 

■ [136] Ryu, D., Webb, R.I., Yang, H., Yu, J. (2022). Investors' net buying pressure and implied volatility dynamics. Borsa Istanbul Review (SSCI), 22:4 (Jul.), 627-640, First. [Link]

 

■ [135] Kim, K., Ryu, D., Yu, J. (2022). Is a sentiment-based trading strategy profitable?. Investment Analysts Journal (SSCI), 51:2 (Jul.), 94-107, Corresponding. [Link]

 

■ [134] Ryu, D., Webb, R.I., Yu, J. (2022). Liquidity-adjusted value-at-risk: A comprehensive extension with microstructural liquidity components. European Journal of Finance (SSCI), 28:9 (Jun.), 871-888, First. [Link]

 

■ [133] Ryu, D., Webb, R.I., Yu, J. (2022). Funding liquidity shocks and market liquidity providers. Finance Research Letters (SSCI), 47:Part B (Jun.), 102734, First. [Link]

 

■ [132] Kim, K., Ryu, D. (2022). Sentiment changes and the Monday effect. Finance Research Letters (SSCI), 47:Part B (Jun.), 102709, Corresponding. [Link]

 

■ [131] Ryu, D., Yang, H., Yu, J. (2022). Insider trading and information asymmetry: Evidence from the Korea Exchange. Emerging Markets Review (SSCI), 51:Part A (Jun.), 100847, First. [Link]

 

■ [130] Lee, H., Ryu, D., Son, J. (2022). Risk-adjusted valuation in the worker's economic decision making. Finance Research Letters (SSCI), 46:Part B (May), 102408. [Link]

 

■ [129] Luo, X., Cai, W., Ryu, D. (2022). Information contents of intraday SSE 50 ETF options trades. Journal of Futures Markets (SSCI), 42:4 (Apr.), 580-604, Corresponding. [Link]

 

■ [128] Kim, H., Cho, H., Ryu, D. (2022). Corporate bankruptcy prediction using machine learning methodologies with a focus on sequential data. Computational Economics (SSCI), 59 (Mar.), 1231-1249, Corresponding. [Link]

 

■ [127] Chen, J., Han, Q., Ryu, D., Tang, J. (2022). Does the world smile together? A network analysis of global index option implied volatilities. Journal of International Financial Markets, Institutions and Money (SSCI), 77 (Mar.), 101497, Corresponding. [Link]

 

■ [126] Ryu, D., Yang, H. (2022). Intraday option price changes and net buying pressure. Applied Economics Letters (SSCI), 29:4 (Feb.), 292-297, First. [Link]

 

■ [125] Ryu, D., Yu, J. (2022). Sentiment-dependent impact of funding liquidity shocks on futures market liquidity. Journal of Futures Markets (SSCI), 42:1 (Jan.), 61-76, First. [Link]

 

■ [124] Park, S.G., Ryu, D. (2021). Contract size changes in the options market: Effects on market efficiency and investor behaviour. Applied Economics (SSCI), 53:57 (Dec.), 6670-6682. [Link]

 

■ [123] Seok, S.I., Cho, H., Ryu, D. (2021). Stock market's responses to intraday investor sentiment. North American Journal of Economics and Finance (SSCI), 58 (Nov.), 101516, Corresponding. [Link]

 

■ [122] Kim, K., Ryu, D. (2021). Term structure of sentiment effect on investor trading behavior. Finance Research Letters (SSCI), 43 (Nov.), 102005, Corresponding. [Link]

 

■ [121] Kim, K., Ryu, D., Yang, H. (2021). Information uncertainty, investor sentiment, and analyst reports. International Review of Financial Analysis (SSCI), 77 (Oct.), 101835, Corresponding. [Link]

 

■ [120] Kim, D., Bilgin, M.H., Ryu, D. (2021). Are suspicious activity reporting requirements for cryptocurrency exchanges effective? Financial Innovation (SSCI), 7 (Oct.), 78, Corresponding. [Link]

 

■ [119] Kim, H., Cho, H., Ryu, D. (2021). Forecasting consumer credit recovery failure: Classification approaches. Journal of Credit Risk (SSCI), 17:3 (Sep.), 117-140, Corresponding. [Link]

 

■ [118] Kim, H., Cho, H., Ryu, D. (2021). Predicting corporate defaults using machine learning with geometric-lag variables. Investment Analysts Journal (SSCI), 50:3 (Jul.), 161-175, Corresponding. [Link]

 

■ [117] Lee, J., Ryu, D., Yang, H. (2021). Does vega-neutral options trading contain information? Journal of Empirical Finance (SSCI), 62 (Jun.), 294-314, Corresponding. [Link]

 

■ [116] Yu, J., Ryu, D. (2021). Effectiveness of the Basel III framework: Procyclicality in the banking sector and macroeconomic fluctuations. Singapore Economic Review (SSCI), 66:3 (Jun.), 855-879, Corresponding. [Link]

 

■ [115] Song, J., Ryu, D. (2021). Houses as collateral and household debt deleveraging in Korea. Economics: The Open-Access, Open-Assessment Journal (SSCI), 15:1 (Jun.), 3-27, Corresponding. [Link]

 

■ [114] Kim, K., Ryu, D. (2021). Does sentiment determine investor trading behaviour? Applied Economics Letters (SSCI), 28:10 (Jun.), 811-816, Corresponding. [Link]

 

■ [113] Park, D., Ryu, D. (2021). Forecasting stock market dynamics using bidirectional long short-term memory. Romanian Journal of Economic Forecasting (SSCI), 24:2 (Jun), 22-34, Corresponding. [Link]

 

■ [112] Ryu, D., Yu, J. (2021). Informed options trading around holidays. Journal of Futures Markets (SSCI), 41:5 (May), 658-685, First. [Link]

 

■ [111] Park, D., Jo, J., Ryu, D. (2021). Incentive contracts for sustainable growth of small or medium-sized enterprise. Sustainability (SSCI), 13:9 (May), 4964, Corresponding. [Link]

 

■ [110] Kim, K., Ryu, D., Yu, J. (2021). Do sentiment trades explain investor overconfidence around analyst recommendation revisions?. Research in International Business and Finance (SSCI), 56 (Apr.), 101376, Corresponding. [Link]

 

■ [109] Ryu, D., Ryu, D., Yang, H. (2021). The impact of net buying pressure on index options prices. Journal of Futures Markets (SSCI), 41:1 (Jan.), 27-45, First. [Link]

 

■ [108] Ryu, D., Yu, J. (2021). Nonlinear effect of subordinated debt changes on bank performance. Finance Research Letters (SSCI), 38 (Jan.), 101496, First. [Link]

 

■ [107] Sung, S., Chun, D., Cho, H., Ryu, D. (2021). Hedge fund market runs during financial crises. Economic Research-Ekonomska Istraživanja (SSCI), 34:1 (Jan.), 266-291, Corresponding. [Link]

 

■ [106] Ryu, D., Yu, J. (2020). Hybrid bond issuances by insurance firms. Emerging Markets Review (SSCI), 45 (Dec.), 100722, First. [Link]

 

■ [105] Kim, K., Ryu, D. (2020). Predictive ability of investor sentiment for the stock market. Romanian Journal of Economic Forecasting (SSCI), 23:4 (Dec.), 33-46, Corresponding. [Link]

 

■ [104] Yu, J., Ryu, D. (2020). Effects of commodity exchange-traded note introductions: Adjustment for seasonality. Borsa Istanbul Review (SSCI), 20:3 (Sep.), 244-256, Corresponding. [Link]

 

■ [103] Kim, H., Cho, H., Ryu, D. (2020). Corporate default predictions using machine learning: Literature review. Sustainability (SSCI), 12:16 (Aug.), 6325, Corresponding. [Link]

 

■ [102] Chun, D., Cho, H., Ryu, D. (2020). Economic indicators and stock market volatility in an emerging economy. Economic Systems (SSCI), 44:2 (Jun.), 100788, Corresponding. [Link]

 

■ [101] Ryu, D., Ryu, D., Yang, H. (2020). Investor sentiment, market competition, and financial crisis: Evidence from the Korean stock market. Emerging Markets Finance and Trade (SSCI), 56:8 (Jun.), 1804-1816, Corresponding. [Link]

 

■ [100] Park, D., Park, J., Ryu, D. (2020). Volatility spillovers between equity and green bond markets. Sustainability (SSCI), 12:9 (May), 3722, Corresponding. [Link]

 

■ [99] Ryu, D., Yang, H. (2020). Noise traders, mispricing, and price adjustments in derivatives markets. European Journal of Finance (SSCI), 26:6 (Apr.), 480-499, First. [Link]

 

■ [98] Ryu, D., Webb, R.I., Yu, J. (2020). Bank sensitivity to international regulatory reform: The case of Korea. Investment Analysts Journal (SSCI), 49:2 (Apr.), 149-162, First. [Link]

 

■ [97] Guo, B., Han, Q., Liang, J., Ryu, D., Yu, J. (2020). Sovereign credit spread spillovers in Asia. Sustainability (SSCI), 12:4 (Feb.), 1472, Corresponding. [Link]

 

■ [96] Kim, H., Batten, J.A., Ryu, D. (2020). Financial crisis, bank diversification, and financial stability: OECD countries. International Review of Economics and Finance (SSCI), 65 (Jan.), 94-104, Corresponding. [Link]

 

■ [95] Seok, S.I., Cho, H., Ryu, D. (2020). The information content of funds from operations and net income in real estate investment trusts. North American Journal of Economics and Finance (SSCI), 51 (Jan.), 101063, Corresponding. [Link]

 

■ [94] Ryu, D., Ryu, D., Yang, H. (2020). Vega-informed trading and options market reform. Applied Economics Letters (SSCI), 27:1 (Jan.), 19-24, First. [Link]

 

■ [93] Ham, H., Cho, H., Kim, H., Ryu, D. (2019). Time‐series momentum in China's commodity futures market. Journal of Futures Markets (SSCI), 39:12 (Dec.), 1515-1528, Corresponding. [Link]

 

■ [92] Ryu, D., Kim, M.H., Ryu, D. (2019). The effect of international strategic alliances on firm performance before and after the global financial crisis. Emerging Markets Finance and Trade (SSCI), 55:15 (Dec.), 3539-3552, Corresponding. [Link]

 

■ [91] Yu, J., Ryu, D. (2019). Predicting banks' subordinated bond issuances. Romanian Journal of Economic Forecasting (SSCI), 22:4 (Dec.), 87-99, Corresponding. [Link]

 

■ [90] Yang, H., Kutan, A.M., Ryu, D. (2019). Volatility information trading in the index options market: An intraday analysis. International Review of Economics and Finance (SSCI), 64 (Nov.), 412-426, Corresponding. [Link]

 

■ [89] Seok, S.I., Cho, H., Ryu, D. (2019). Firm-specific investor sentiment and daily stock returns. North American Journal of Economics and Finance (SSCI), 50 (Nov.), 100857, Corresponding. [Link]

 

■ [88] Ryu, D., Yang, H. (2019). Who has volatility information in the index options market?. Finance Research Letters (SSCI), 30 (Sep.), 266-270, First. [Link]

 

■ [87] Chung, C.Y., Cho, S.J., Ryu, D., Ryu, D. (2019). Institutional blockholders and corporate social responsibility. Asian Business & Management (SSCI), 18:3 (Jul.), 143-186, Corresponding. [Link]

 

■ [86] Seok, S.I., Cho, H., Park, C., Ryu, D. (2019). Do overnight returns truly measure firm-specific investor sentiment in the KOSPI market?. Sustainability (SSCI), 11:13 (Jul.), 3718, Corresponding. [Link]

 

■ [85] Lee, J., Ryu, D. (2019). The impacts of public news announcements on intraday implied volatility dynamics. Journal of Futures Markets (SSCI), 39:6 (Jun.), 656-685, Corresponding. [Link]

 

■ [84] Lee, J., Ryu, D. (2019). How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. Emerging Markets Review (SSCI), 39 (Jun.), 101-119, Corresponding. [Link]

 

■ [83] Seok, S.I., Cho, H., Ryu, D. (2019). Firm-specific investor sentiment and the stock market response to earnings news. North American Journal of Economics and Finance (SSCI), 48 (Apr.), 221-240, Corresponding. [Link]

 

■ [82] Kim, K., Ryu, D., Yang, H. (2019). Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market. Investment Analysts Journal (SSCI), 48:2 (Apr.), 89-101, Corresponding. [Link]

 

■ [81] Lee, J., Lee, G., Ryu, D. (2019). The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach. Economics: The Open-Access, Open-Assessment Journal (SSCI), 13:2019-26 (Mar.), 1-38, Corresponding. [Link]

 

■ [80] Park, S.G., Ryu, D. (2019). Speed and trading behavior in an order-driven market. Pacific-Basin Finance Journal (SSCI), 53 (Feb.), 145-164. [Link]

 

■ [79] Kang, H., Ryu, D. (2019). Information in mispricing factors for future investment opportunities. North American Journal of Economics and Finance (SSCI), 47 (Jan.), 657-668, Corresponding. [Link]

 

■ [78] Park, Y.J., Kutan, A.M., Ryu, D. (2019). The impacts of overseas market shocks on the CDS-option basis. North American Journal of Economics and Finance (SSCI), 47 (Jan.), 622-636, Corresponding. [Link]

 

■ [77] Seo, S.W., Kim, J.S., Ryu, D. (2019). Effects of the Asian financial crisis on the relation between leverage and employee compensation. Spanish Journal of Finance and Accounting (SSCI), 48:1 (Jan.), 1-20, Corresponding. [Link]

 

■ [76] Sung, S., Cho, H., Ryu, D. (2019). The behavior of an institutional investor with arbitrage opportunities and liquidity risk. Emerging Markets Finance and Trade (SSCI), 55:1 (Jan.), 1-12, Corresponding. [Link]

 

■ [75] Ryu, D., Yang, H. (2018). The directional information content of options volumes. Journal of Futures Markets (SSCI), 38:12 (Dec.), 1533-1548, First. [Link]

 

■ [74] Kim, H., Cho, H., Ryu, D. (2018). Characteristics of mortgage terminations: An analysis of a loan-level dataset. Journal of Real Estate Finance and Economics (SSCI), 57:4 (Nov.), 647–676, Corresponding. [Link]

 

■ [73] Song, J., Ryu, D. (2018). Aging effects on consumption risk-sharing channels in European countries. Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business (SSCI), 36:2 (Nov.), 585-617, Corresponding. [Link]

 

■ [72] Ko, T., Lee, J., Ryu, D. (2018). Blockchain technology and manufacturing industry: Real-time transparency and cost savings. Sustainability (SSCI), 10:11 (Nov.), 4274, Corresponding. [Link]

 

■ [71] Yang, H., Ryu, D., Ryu, D. (2018). Market reform and efficiency: The case of KOSPI200 options. Emerging Markets Finance and Trade (SSCI), 54:12 (Oct.), 2687-2697, Corresponding. [Link]

 

■ [70] Song, W., Ryu, D., Webb, R.I. (2018). Volatility dynamics under an endogenous Markov-switching framework: A cross-market approach. Quantitative Finance (SSCI), 18:9 (Sep.), 1559-1571, Corresponding. [Link]

 

■ [69] Kim, H., Cho, H., Ryu, D. (2018). An empirical study on credit card loan delinquency. Economic Systems (SSCI), 42:3 (Sep.), 437-449, Corresponding. [Link]

 

■ [68] Yang, H., Lee, J., Ryu, D. (2018). Market depth, domestic investors and price monotonicity violations. Applied Economics Letters (SSCI), 25:10 (Jun.), 688-692, Corresponding. [Link]

 

■ [67] Choi, H.-S., Ryu, D., Yang, H. (2018). International transmission of risk factor movements: The case of developed markets. Investment Analysts Journal (SSCI), 47:2 (Jun.), 111-126, Corresponding. [Link]

 

■ [66] Chun, D., Cho, H., Ryu, D. (2018). Macroeconomic structural changes in a leading emerging market: The effects of the Asian financial crisis. Romanian Journal of Economic Forecasting (SSCI), 21:2 (Jun.), 22-42, Corresponding. [Link]

 

■ [65] Lee, G., Ryu, D. (2018). Asymmetry in the stock price response to macroeconomic shocks: Evidence from the Korean market. Journal of Business Economics and Management (SSCI), 19:2 (Apr.), 343-359, Corresponding. [Link]

 

■ [64] Chung, C.Y., Ryu, D., Wang, K., Zykaj, B.B. (2018). Optionable stocks and mutual fund performance. Journal of Futures Markets (SSCI), 38:3 (Mar.), 390–412. [Link]

 

■ [63] Chung, C.Y., Kang, S., Ryu, D. (2018). Does institutional monitoring matter? Evidence from insider trading by information risk level. Investment Analysts Journal (SSCI), 47:1 (Mar.), 48-64, Corresponding. [Link]

 

■ [62] Yang, E., Kim, S., Kim, M.H., Ryu, D. (2018). Macroeconomic shocks and stock market returns: The case of Korea. Applied Economics (SSCI), 50:7 (Feb.), 757-773, Corresponding. [Link]

 

■ [61] Yang, H., Kutan, A.M., Ryu, D. (2018). Option moneyness and price disagreements. Applied Economics Letters (SSCI), 25:3 (Feb.), 192-196, Corresponding. [Link]

 

■ [60] Shim, H., Chung, C.Y., Ryu, D. (2018). Labor income share and imperfectly competitive product market. B.E. Journal of Macroeconomics (SSCI), 18:1 (Jan.), 20160188 (1-16), Corresponding. [Link]

 

■ [59] Yang, H., Ahn, H.-J., Kim, M.H., Ryu, D. (2017). Information asymmetry and investor trading behavior around bond rating change announcements. Emerging Markets Review (SSCI), 32 (Sep.), 38-51, Corresponding. [Link]

 

■ [58] Shim, H., Kim, M.H., Ryu, D. (2017). Effects of intraday weather changes on asset returns and volatilities. Proceedings of Rijeka Faculty of Economics: Journal of Economics and Business (SSCI), 35:2 (Fall), 301-330, Corresponding. [Link]

 

■ [57] Song, W., Park, S., Ryu, D. (2017). Information quality of online reviews in the presence of potentially fake reviews. Korean Economic Review (SSCI), 33:1 (Summer), 5-34, Corresponding. [Link]

 

■ [56] Ryu, D., Kim, H., Yang, H. (2017). Investor sentiment, trading behavior and stock returns. Applied Economics Letters (SSCI), 24:12 (Jul.), 826-830, First. [Link]

 

■ [55] Yang, H., Ryu, D., Ryu, D. (2017). Investor sentiment, asset returns and firm characteristics: Evidence from the Korean stock market. Investment Analysts Journal (SSCI), 46:2 (Jun.), 132-147, Corresponding. [Link]

 

■ [54] Ryu, D., Shim, H. (2017). Intraday dynamics of asset returns, trading activities, and implied volatilities: A trivariate GARCH framework. Romanian Journal of Economic Forecasting (SSCI), 20:2 (Jun.), 45-61, First. [Link]

 

■ [53] Choi, H.S., Ryu, D., Seok, S.I. (2017). The turn-of-the-year effect in mutual fund flows. Risk Management (SSCI), 19:2 (May), 131-157, Corresponding. [Link]

 

■ [52] Lee, J., Ihm, J., Ryu, D. (2017). Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches. Finance Research Letters (SSCI), 21 (May), 53-56, Corresponding. [Link]

 

■ [51] Yang, H., Choi, H.-S., Ryu, D. (2017). Option market characteristics and price monotonicity violations. Journal of Futures Markets (SSCI), 37:5 (May), 473-498, Corresponding. [Link]

 

■ [50] Chung, C.Y., Kim H., Ryu, D. (2017). Foreign investor trading and information asymmetry: Evidence from a leading emerging market. Applied Economics Letters (SSCI), 24:8 (May), 540-544, Corresponding. [Link]

 

■ [49] Ryu, D. (2017). Comprehensive market microstructure model: Considering the inventory holding costs. Journal of Business Economics and Management (SSCI), 18:2 (Apr.), 183-201, Single. [Link]

 

■ [48] Ryu, D., Ryu, D., Hwang, J.H. (2017). Corporate governance, product-market competition, and stock returns: Evidence from the Korean market. Asian Business and Management (SSCI), 16:1-2 (Feb.-Apr.), 50-91, Corresponding. [Link]

 

■ [47] Kim, H., Park, K., Ryu, D. (2017). Corporate environmental responsibility: A legal origins perspective. Journal of Business Ethics (SSCI), 140:3 (Feb.), 381-402, Corresponding. [Link]

 

■ [46] Ryu, D., Yang, H. (2017). Price disagreements and adjustments in index derivatives markets. Economics Letters (SSCI), 151 (Feb.), 104-106, First. [Link]

 

■ [45] Song, J., Ryu, D. (2016). Credit cycle and balancing the capital gap: Evidence from Korea. Economic Systems (SSCI), 40:4 (Dec.), 595-611, Corresponding. [Link]

 

■ [44] Ryu, D. (2016). Considering all microstructure effects: The extension of a trade indicator model. Economics Letters (SSCI), 146 (Sep.), 107-110, Single. [Link]

 

■ [43] Azari, M., Kim, H., Kim J.Y., Ryu, D. (2016). The effect of agglomeration on the productivity of urban manufacturing sectors in a leading emerging economy. Economic Systems (SSCI), 40:3 (Sep.), 422-432, Corresponding. [Link]

 

■ [42] Lee, J., Ryu, D., Kutan A.M. (2016). Monetary policy announcements, communication, and stock market liquidity. Australian Economic Papers (SSCI), 55:3 (Sep.), 227-250, Corresponding. [Link]

 

■ [41] Chung, K.H., Park, S.G., Ryu, D. (2016). Trade duration, informed trading, and option moneyness. International Review of Economics and Finance (SSCI), 44 (Jul.), 395-411, Corresponding. [Link]

 

■ [40] Sim, M., Ryu, D., Yang, H. (2016). Tests on the monotonicity properties of KOSPI 200 options prices. Journal of Futures Markets (SSCI), 36:7 (Jul.), 625-646, Corresponding. [Link]

 

■ [39] Shim, H., Kim, H., Kim, S., Ryu, D. (2016). Testing the relative purchasing power parity hypothesis: The case of Korea. Applied Economics (SSCI), 48:25 (May), 2383-2395, Corresponding. [Link]

 

■ [38] Webb, R.I., Ryu, D., Ryu, D., Han, J. (2016). The price impact of futures trades and their intraday seasonality. Emerging Markets Review (SSCI), 26 (Mar.), 80-98, Corresponding. [Link]

 

■ [37] Lee, J., Ryu, D. (2016). Asymmetric mispricing and regime-dependent dynamics in futures and options markets. Asian Economic Journal (SSCI), 30:1 (Mar.), 47-65, Corresponding. [Link]

 

■ [36] Ryu, D., Ryu, D., Hwang, J.H. (2016). Corporate social responsibility, market competition, and shareholder wealth. Investment Analysts Journal (SSCI), 45:1 (Mar.), 16-30, Corresponding. [Link]

 

■ [35] Song, W., Ryu, D., Webb R.I. (2016). Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. Finance Research Letters (SSCI), 16 (Feb.), 275-282, Corresponding. [Link]

 

■ [34] Guo, B., Han, Q., Lee, J., Ryu, D. (2015). How important is a non-default factor for CDS valuation?. Journal of Futures Markets (SSCI), 35:11 (Nov.), 1088-1101, Corresponding. [Link]

 

■ [33] Han, C., Hwang, S., Ryu, D. (2015). Market overreaction and investment strategies. Applied Economics (SSCI), 47:54 (Nov.), 5868-5885, Corresponding. [Link]

 

■ [32] Han, H., Kutan, A.M., Ryu, D. (2015). Effects of the US stock market return and volatility on the VKOSPI. Economics: The Open-Access, Open-Assessment Journal (SSCI), 9:2015-35 (Nov.), 1-34, Corresponding. [Link]

 

■ [31] Kim, J.S., Ryu, D., Seo, S.W. (2015). Corporate vulnerability index as a fear gauge? Exploring the contagion effect between U.S. and Korean markets. Journal of Derivatives (SSCI), 23:1 (Fall), 73-88, Corresponding. [Link]

 

■ [30] Shim, H., Kim, H., Kim, J.Y., Ryu, D. (2015). Weather and stock market volatility: The case of a leading emerging market. Applied Economics Letters (SSCI), 22:12 (Aug.), 987-992, Corresponding. [Link]

 

■ [29] Ryu, D. (2015). Information content of inter-transaction time: A structural approach. Journal of Business Economics and Management (SSCI), 16:4 (Jul.), 697-711, Single. [Link]

 

■ [28] Lee, J., Kang, J., Ryu, D. (2015). Common deviation and regime-dependent dynamics in the index derivatives markets. Pacific-Basin Finance Journal (SSCI), 33 (Jun.), 1-22, Corresponding. [Link]

 

■ [27] Kim, J.S., Ryu, D. (2015). Effect of the subprime mortgage crisis on a leading emerging market. Investment Analysts Journal (SSCI), 44:1 (Apr.), 20-42, Corresponding. [Link]

 

■ [26] Ryu, D. (2015). The information content of trades: An analysis of KOSPI 200 index derivatives. Journal of Futures Markets (SSCI), 35:3 (Mar.), 201-221, Single. [Link]

 

■ [25] Kim, J.S., Ryu, D. (2015). Are the KOSPI 200 implied volatilities useful in value-at-risk models?. Emerging Markets Review (SSCI), 22 (Mar.), 43-64, Corresponding. [Link]

 

■ [24] Ryu, D., Kang, J., Suh, S. (2015). Implied pricing kernels: An alternative approach for option valuation. Journal of Futures Markets (SSCI), 35:2 (Feb.), 127-147, Corresponding. [Link]

 

■ [23] Kim, J.S., Ryu, D. (2015). Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets. Emerging Markets Finance and Trade (SSCI), 51:S1 (Feb.), S3-S17, Corresponding. [Link]

 

■ [22] Kim, H., Kim, J., Lee, J., Ryu, D. (2014). The impact of monetary policy on banking and finance stock prices in China. Applied Economics Letters (SSCI), 21:18 (Dec.), 1257-1261, Corresponding. [Link]

 

■ [21] Lee, J., Ryu, D. (2014). Regime-dependent relationships between the implied volatility index and stock market index. Emerging Markets Finance and Trade (SSCI), 50:5 (Sep.-Oct.), 5-17, Corresponding. [Link]

 

■ [20] Kim, J.S., Ryu, D., Seo, S.W. (2014). Investor sentiment and return predictability of disagreement. Journal of Banking and Finance (SSCI), 42 (May), 166-178. [Link]

 

■ [19] Lee, C., Ryu, D. (2014). The volatility index and style rotation: Evidence from the Korean stock market and VKOSPI. Investment Analysts Journal (SSCI), 43:79 (May), 29-39, Corresponding. [Link]

 

■ [18] Kim, J.S., Kim, H., Ryu, D. (2014). ELW pricing kernel and empirical risk aversion. Applied Economics Letters (SSCI), 21:5 (Apr.), 372-376, Corresponding. [Link]

 

■ [17] Kim, E., Ahn, Y., Ryu, D. (2014). Application of the carbon emission pricing model in the Korean market. Energy and Environment (SSCI), 25:1 (Feb.), 63-78, Corresponding. [Link]

 

■ [16] Ryu, D. (2013). Spread and depth adjustment process: An analysis of high-quality microstructure data. Applied Economics Letters (SSCI), 20:16 (Nov.), 1506-1510, Single. [Link]

 

■ [15] Guo, B., Han, Q., Liu, M., Ryu, D. (2013). A tale of two index futures: The intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange. Emerging Markets Finance and Trade (SSCI), 49:S4 (Sep.-Oct.), 197-212, Corresponding. [Link]

 

■ [14] Kim, H., Ryu, D. (2013). Forecasting exchange rate from combination Taylor rule fundamental. Emerging Markets Finance and Trade (SSCI), 49:S4 (Sep.-Oct.), 81-92, Corresponding. [Link]

 

■ [13] Guo, B., Han, Q., Ryu, D. (2013). Is the KOSPI 200 options market efficient? Parametric and nonparametric tests of the martingale restriction. Journal of Futures Markets (SSCI), 33:7 (Jul.), 629-652, Corresponding. [Link]

 

■ [12] Ryu, D. (2013). Price impact asymmetry of futures trades: Trade direction and trade size. Emerging Markets Review (SSCI), 14 (Mar.), 110-130, Single. [Link]

 

■ [11] Lee, B.S., Ryu, D. (2013). Stock returns and implied volatility: A new VAR approach. Economics: The Open-Access, Open-Assessment Journal (SSCI), 7:2013-3 (Feb.), 1-20, Corresponding. [Link]

 

■ [10] Kim, H., Ryu, D. (2012). Which trader’s order-splitting strategy is effective? The case of an index options market. Applied Economics Letters (SSCI), 19:17 (Dec.), 1683-1692, Corresponding. [Link]

 

■ [9] Han, Q., Guo, B., Ryu, D., Webb, R.I. (2012). Asymmetric and negative return-volatility relationship: The case of the VKOSPI. Investment Analysts Journal (SSCI), 41:76 (Nov.), 69-78, Corresponding. [Link]

 

■ [8] Ryu, D. (2012). Implied volatility index of KOSPI200: Information contents and properties. Emerging Markets Finance and Trade (SSCI), 48:S2 (Jul.-Aug.), 24-39, Single. [Link]

 

■ [7] Ryu, D. (2012). The profitability of day trading: An empirical study using high-quality data. Investment Analysts Journal (SSCI), 41:75 (May), 43-54, Single. [Link]

 

■ [6] Ryu, D. (2012). The effectiveness of the order-splitting strategy: An analysis of unique data. Applied Economics Letters (SSCI), 19:6 (Apr.), 541-549, Single. [Link]

 

■ [5] Ryu, D. (2011). Intraday price formation and bid-ask spread components: A new approach using a cross-market model. Journal of Futures Markets (SSCI), 31:12 (Dec.), 1142-1169, Single. [Link]

 

■ [4] Hwang, K., Kang, J., Ryu, D. (2010). Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market. International Review of Financial Analysis (SSCI), 19:1 (Jan.), 35-46, Corresponding. [Link]

 

■ [3] Ahn, H.-J., Kang, J., Ryu, D. (2010). Information effects of trade size and trade direction: Evidence from the KOSPI 200 index options market. Asia-Pacific Journal of Financial Studies (SSCI), 39:3 (Jun.), 301-339, Corresponding. [Link]

 

■ [2] Kang, J., Ryu, D. (2010). Which trades move asset prices? An analysis of futures trading data. Emerging Markets Finance and Trade (SSCI), 46:S1 (May-Jun.), 7-22, Corresponding. [Link]

 

■ [1] Ahn, H.-J., Kang, J., Ryu, D. (2008). Informed trading in the index option market: The case of KOSPI 200 options. Journal of Futures Markets (SSCI), 28:12 (Dec.), 1118-1146, Corresponding. [Link]

 

 

Publication (SCIE)

 

■ [11] Park, D., Ryu, D. (2021). A machine learning-based early warning system for the housing and stock markets. IEEE Access (SCIE), 9 (May), 85566-85572, Corresponding. [Link]

 

■ [10] Chun, D., Cho, H., Ryu, D. (2019). Forecasting the KOSPI200 spot volatility using various volatility measures. Physica A: Statistical Mechanics and its Applications (SCI), 514 (Jan.), 156-166, Corresponding. [Link]

 

■ [9] Song, W., Park, S.Y., Ryu, D. (2018). Dynamic conditional relationships between developed and emerging markets. Physica A: Statistical Mechanics and its Applications (SCI), 507 (Oct.), 534-543, Corresponding. [Link]

 

■ [8] Kim, J., Park, Y.J., Ryu, D. (2018). Testing CEV stochastic volatility models using implied volatility index data. Physica A: Statistical Mechanics and its Applications (SCI), 499 (Jun.), 224-232, Corresponding. [Link]

 

■ [7] Park S.Y., Ryu, D., Song, J. (2017). The dynamic conditional relationship between stock market returns and implied volatility. Physica A: Statistical Mechanics and its Applications (SCI), 482 (Sep.), 638-648, Corresponding. [Link]

 

■ [6] Kim, J., Park, Y.J., Ryu, D. (2017). Stochastic volatility of the futures prices of emission allowances: A Bayesian approach. Physica A: Statistical Mechanics and its Applications (SCI), 465 (Jan.), 714-724, Corresponding. [Link]

 

■ [5] Kim, J., Park, Y.J., Ryu, D. (2016). Hawkes-diffusion process and the conditional probability of defaults in the Eurozone. Physica A: Statistical Mechanics and its Applications (SCI), 449 (May), 301-310, Corresponding. [Link]

 

■ [4] Kang, B.S., Park, C., Ryu, D., Song, W. (2015). Phase transition phenomenon: A compound measure analysis. Physica A: Statistical Mechanics and its Applications (SCI), 428 (Jun.), 383–395, Corresponding. [Link]

 

■ [3] Kang, B.S., Ryu, D., Ryu, D. (2014). Phase-shifting behaviour revisited: An alternative measure. Physica A: Statistical Mechanics and its Applications (SCI), 401 (May), 167-173, Corresponding. [Link]

 

■ [2] Kim, J.S., Ryu, D. (2014). Intraday price dynamics in spot and derivatives markets. Physica A: Statistical Mechanics and its Applications (SCI), 394 (Jan.), 247-253, Corresponding. [Link]

 

■ [1] Ryu, D. (2013). What types of investors generate the two-phase phenomenon?. Physica A: Statistical Mechanics and its Applications (SCI), 392:23 (Dec.), 5939-5946, Single. [Link]

 

 

Publication (Scopus/ESCI)

 

■ [9] Syahnur, S., Frohberg K.K., Ryu, D., Diantimala, Y. (2021). Enriching the socio-economic inequality model by using alternative indices. Economics & Sociology (Scopus/ESCI), 14:4 (Dec.), 47-72. [Link]

 

■ [8] Binh, K.B., Jhang, H., Park, D., Ryu, D. (2020). Capital markets for small- and medium-sized enterprises and startups in Korea. Journal of Asian Finance, Economics and Business (Scopus/ESCI), 7:12 (Dec.), 195-210, Corresponding. [Link]

 

■ [7] Kim, H., Cho, H., Ryu, D. (2019). Default risk characteristics of construction surety bonds. Journal of Fixed Income (Scopus), 29:1, 77-87, Corresponding. [Link]

 

■ [6] Kwon, S.J., Ryu, D., Park, E. (2018). The influence of entrepreneurs' strategic agility and dynamic capability on the opportunity pursuit process of new ventures: Evidence from South Korea. Academy of Strategic Management Journal (Scopus), 17:1, 1-17. [Link]

 

■ [5] Chung, C.Y., Lee, Y., Ryu, D. (2017). Do domestic institutional trades exacerbate information asymmetry? Evidence from the Korean stock market. Asia-Pacific Financial Markets (Scopus), 24:4 (Dec.), 309-322, Corresponding. [Link]

 

■ [4] Chung, C.Y., Ju, K., Ryu, D. (2016). Stock split, unseasoned equity offering, and firm value: Evidence from the Korean stock market. Investment Management and Financial Innovations (Scopus), 13:3, 105-109, Corresponding. [Link]

 

■ [3] Lee, G., Park, J., Ryu, D., Yang, J. (2013). What is the key driver of bank stock returns? A comparative analysis. JASSA-The Finsia Journal of Applied Finance (Scopus/ESCI), 2, 36-42, Corresponding. [Link]

 

■ [2] Bagchi, D., Lee, C., Ryu, D. (2013). An investigation of return-volatility relationship using high-frequency VKOSPI data. Afro-Asian Journal of Finance and Accounting (Scopus), 3:3, 258-273, Corresponding. [Link]

 

■ [1] Bagchi, D., Ryu, D. (2011). Market interdependence before, during, and after the 2007 US subprime crisis: Evidence from index futures markets. Afro-Asian Journal of Finance and Accounting (Scopus), 2:3, 230-247, Corresponding. [Link]