ScholarWorks@SUNGKYUNKWAN UNIVERSITY: RYU, DOO JIN

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RYU, DOO JIN (류두진)

Economics (Economics)

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VKOSPI:10||Implied volatility:7||market microstructure:6||Emerging market:6||Regulation:6||KOSPI200 options:5||Investor sentiment:5||index options:4||market efficiency:4||investor sentiment:4||주식수익률:4||investor type:4||정보비대칭:4||Market microstructure:4||Behavioral finance:4||VIX:4||핀테크:4||Korean market:4||규제:3||Default:3||emerging market:3||Product Market Competition:3||Asian financial crisis:3||R&:3||Investor type:3||implied volatility:3||행태재무:3||Information Asymmetry:3||Financial crisis:3||machine learning:3||Agency Problem:3||KOSPI 200 options:3||Machine Learning:3||Machine learning:3||price adjustment:3||price disagreement:3||Analyst recommendation:3||제품시장경쟁:3||Financial stability:3||대안금융:3||volatility:3||KOSPI200 futures:3||Stock market reaction:3||Volatility forecasting:3||Macroeconomic variables:3||Stock return:3||Case Study:3||KOSPI200 futures and options:3||G14:2||Overlapping generations model:2||Overnight return:2||G15:2||Informed trading:2||Macroeconomic shock:2||net buying pressure:2||Blockchain:2||Panel data regression:2||Institutional investor:2||Institutional monitoring:2||Platform:2||options market:2||options multiplier:2||classification:2||유동화:2||Financial market:2||Market liquidity:2||이중차분법:2||인공지능:2||인터넷전문은행:2||GARCH:2||Domestic investors:2||Stochastic volatility:2||product market competition:2||Game theory:2||Fintech:2||Central bank digital currency:2||Global financial crisis:2||Firm Value:2||Prepayment:2||COVID19:2||Firm characteristics:2||Stock price synchronicity:2||Price impact:2||Mispricing:2||Firm performance:2||Firm value:2||Structural VAR:2||emerging economy:2||플랫폼:2||Classification:2||event study:2||Mortgage:2||Business cycle:2||Firmspecific sentiment:2||Multidimensional auction:2||Highfrequency data:2||Fixed effects:2||trading strategy:2||Flowperformance sensitivity:2||HodrickPrescott filter:2||global financial crisis:2||Forecasting:2||ESG:2||vector autoregression:2||R38:2||weather effect:2||Foreign direct investment:2||가계부채:2||개별기업 투자자 심리:2||Corporate social responsibility:2||Event Study:2||Trading strategy:2||Agentbased simulation:2||index futures market:2||information asymmetry:2||금융규제:2||금융산업:2||금융시장:2||Cryptocurrency:2||금융정책:2||information content:2||FTA:2||기업가치:2||Costofcarry:2||Asian market:2||Basel III:2||FinTech:2||대리인문제:2||Funding liquidity:2||Liquidity:2||Artificial Intelligence:2||Indirect incentives:2||Volatility information:2||Financial Industry:2||Individual investor:2||Behavioral Finance:2||S&:2||liquidity risk:2||G10:2||Information asymmetry:2||Outsourced Chief Investment Officer:2||G12:2||Securitization:2||market liquidity:2||Earnings announcement:1||Earnings announcement return:1||Economic analysis:1||Economic indicators:1||Economic recession:1||Econophysics:1||Emerging Market:1||Emerging equity market:1||Emerging markets:1||Emerging stock market:1||Employee Participation:1||Encompassing regression:1||Endogeneity:1||Endogenous Markovswitching:1||Entrepreneurial alertness:1||Environmental, social, and governance (ESG) investing:1||EquityLinked Warrants:1||European countries:1||Exchangetraded Note:1||Exchangetraded note:1||Fake Review:1||Family ownership:1||Fear of missing out (FOMO):1||Female CEOs:1||Financial Crisis:1||Financial Economics:1||Financial crises:1||Financial economics:1||Financial engineering:1||Financial institutions:1||Financial regulation:1||Financial risk:1||Firm Characteristic:1||Firm Values:1||Firm characteristic:1||FirmSpecific Investor Sentiment:1||Firmspecific information:1||Firmspecific investor sentiment:1||Foreign Exchange:1||Foreign exchange market:1||Foreign institution:1||Foreign investment firm:1||Foreign investor:1||Foreign investors:1||Foreign ownership:1||FourFactor Risk Factor:1||Fourth Industrial Revolution:1||Free Bonus Issue:1||Fund:1||Fund of hedge funds:1||Funds from operations:1||Futures market:1||G02:1||G11:1||G17:1||G18:1||G21:1||G32:1||G34:1||GJRGARCH:1||Game Theory:1||Gender:1||General equilibrium:1||Global financial markets:1||Global index options markets:1||Governance:1||Government Policy:1||Governmentsponsored Venture Capital:1||Governmental institutions:1||Hawkesdiffusion process:1||Hazard model:1||Hedge funds:1||Heterogeneous autoregressive (HAR) model:1||Heterogeneous autoregressive model:1||HodrickPrescott Filter:1||Hotelling model:1||Household Debt:1||Household Debt Policy:1||Household Indebtedness:1||Housing Market Bubble:1||Human capital:1||Human development:1||Hybrid Roboadvisor:1||Hybrid bond issuance:1||IT기술:1||Implied spread:1||Implied volatility index:1||Implied volatility smile:1||Incentive contract:1||Index futures:1||Indexes:1||Individual firm:1||Industrial Concentration:1||Industry Structure:1||Information Technology(IT):1||Information spillover:1||Information uncertainty:1||Informed Trader Effect:1||Insider trading:1||Insolvency risk:1||Institutional blockholder:1||Institutional trade:1||Insurance Fraud:1||Insuranceadjusted valuation:1||Interdisciplinary Research:1||Interest rate:1||International evidence:1||Internet Only Bank:1||Internetonly bank:1||Intraday data:1||Intraday investor sentiment:1||Intraday market sentiment:1||Intraday seasonality:1||Intraday trades:1||Intraday volatility:1||Investment Sentiment Index:1||Investor behavior:1||Investor trading behavior:1||JEL Classifications:1||JooTaekYeonKeum:1||Jump–diffusion process:1||Jump model:1||KOSDAQ:1||KOSPI:1||KOSPI 200:1||KOSPI 200 futures:1||KOSPI market:1||KOSPI200:1||KOSPI200 index options:1||Keywords:Social Rental Housing:1||Kiosk:1||Korea:1||Korean banks:1||Korean equity market:1||Korean stock market:1||L22:1||LASSO:1||Labor market:1||LendingBased Crowdfunding:1||Limit order market:1||Loan Guarantee:1||Loanlevel dataset:1||Logit model:1||Long ShortTerm Memory:1||Long shortterm memory:1||Longrun restriction:1||Lowlatency:1||MCMC:1||MLE:1||Machinelearning:1||Macroeconomic announcement:1||Macroeconomic growth:1||Macroeconomic news:1||Manufacturing industry:1||Maritime Freight Index:1||Market Competition:1||Market Microstructure:1||Market Structure:1||Market anomaly:1||Market competition:1||Market microstructure model:1||Market order:1||Market reaction:1||Market reform:1||Market risk:1||Market stability:1||Market volatility:1||Marketable limit order:1||Markovswitching:1||Mathematical model:1||Medical Information:1||Mispricing factors:1||Momentum:1||Momentum Effect:1||Monday effect:1||Monetary Policy:1||Money laundering:1||MortgageBacked Securities:1||Multidimensional Auction:1||Multinomial logit:1||Multiperiod model:1||Mutual fund flows:1||NLSE:1||National competitiveness:1||Natural language processing:1||Net income:1||Net options demands:1||Networked evolutionary minority game:1||Neural networks:1||News sentiment:1||Newsvendor model:1||Nonlinear relationship:1||Nonlinearity:1||Numerical Experimentation:1||O16:1||O2O:1||OCIO:1||OCIO business model:1||OCIO consulting company:1||OCIO evaluation:1||OCIO financial investment company:1||OCIO 금융투자회사:1||OCIO 사업모형:1||OCIO 전문회사:1||OCIOspecialized company:1||OECD countries:1||Official development assistance:1||Oil price:1||Online Review:1||Opportunity identification:1||Option moneyness:1||Order imbalance:1||Order submission:1||Output and labor density:1||Outsourced Chief Investment Officer (OCIO):1||Outsourced chief investment officer:1||Outsourced chief investment officer (OCIO):1||Overconfidence:1||Overnight returns:1||Overseas shock:1||P 500:1||P 500 index:1||P2P lending:1||P2P 대출:1||Payment instrument:1||Payment portfolio model:1||PhaseShifting Behavior:1||Pollutant:1||Pollution control:1||Portfolio choice:1||PostConstruction Sales System of Housing:1||Postedprice market:1||Precautionary motive:1||Predictability:1||Predicting Loan Delinquency:1||Prediction:1||Predictive ability:1||Predictive models:1||Predictive regression:1||Price Manipulation Effect:1||Price adjustment:1||Price disagreement:1||Primary Collateralized Bond Obligation:1||Private Equity Trading Platform:1||Procurement Auction:1||Procurement auction:1||Profit Sharing:1||Profitability:1||Programming:1||Project finance:1||Public Procurement:1||Public procurement:1||Public transportation:1||Purchasing power parity:1||Putcall parity:1||Q53:1||Q56:1||Q58:1||Quantitative easing:1||R41:1||Random effects:1||Rankorder allocation:1||Rating:1||Real estate investment trust:1||Realtime transparency:1||Recession:1||Recurrent neural network:1||Regional Panel Data:1||Regulation Fair Disclosure:1||Regulatory Reform:1||Rental Housing Securitization:1||Residential Stability JEL Classification:R31:1||Retirement pension program:1||Return reversal:1||Reverse Mortgage:1||Reverse MortgageBacked Securities:1||Reverse auction:1||Risk:1||Risk Management:1||Risk factor:1||Risk premium:1||Riskadjusted valuation:1||Riskreturn tradeoff:1||Roboadvisor:1||SSE 50 ETF options:1||Safe Conversion Loan:1||Sample DB Remote Analysis System:1||Search Frequency:1||Seasonality:1||Seasonality test:1||Securities Exchange Commission:1||Securities Industry:1||Sentiment:1||Sentiment change:1||Service industry:1||Sharing economy:1||Shortterm effect:1||Signaling effect:1||Small Business:1||Small and MediumSized Construction Companies:1||Small and Mediumsized Enterprises:1||Smallsized asset owners:1||Social Value:1||Socioeconomic inequality:1||Sovereign CDS:1||Sovereign credit default swaps:1||Spatial distance:1||Spillover effect:1||Spread:1||Stability conditions:1||Stablecoin:1||Statistical methods:1||Stock Market Returns:1||Stock Market Volatility:1||Stock Return:1||Stock Returns:1||Stock Split:1||Stock chart image:1||Stock market:1||Stock market liquidity:1||Stock markets:1||Stock price forecasting:1||Stock returns:1||Stock splits:1||Strategic agility:1||Strategic development:1||Structured Finance:1||Style funds:1||Subordinated bond:1||Subordinated debt:1||Subordinated debts:1||Superior predictive ability:1||Supply Chain:1||Supply chain:1||Supply chain finance:1||Sustainability:1||Sustainable financial market:1||Sustainable growth:1||Tariff Elimination:1||Technical indicators:1||Technological advance:1||Technological change:1||Term structure:1||Timeseries Factor Decomposition:1||Timeseries momentum:1||Topdown approach:1||Tourism Management:1||Trade indicator model:1||Trading behavior:1||Transaction fee:1||Travel demand:1||Turnoftheyear effect:1||Tying:1||US:1||Underlying Asset:1||Unit recovery claim:1||Unseasoned equity offerings (capital increase without consideration):1||Unsecured Debts:1||Urban productivity:1||VARDCCMGARCH:1||VIX futures:1||Valueatrisk:1||Vega:1||Vega information:1||Veganeutral options trading:1||Volatility:1||Volatility risk:1||Volatility smile:1||Volatility spillover:1||Volatility trading:1||Weekend effect:1||ZScore:1||Zscore:1||adverse selection cost:1||aging:1||air pollution forecasting:1||analyst recommendation change:1||arbitrage duration:1||arbitrage opportunity:1||arbitrage profit:1||asset returns:1||asymmetric BEKKGARCH:1||asymmetric relationship:1||asymmetric 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market:1||firm value:1||firmlevel investor sentiment:1||flight to quality:1||forecast error variance:1||foreign exchange markets:1||funding liquidity:1||geometric lag:1||green bond:1||group inequality:1||hedge funds:1||heterogeneous institutions:1||holiday effect:1||household debt:1||housing bubbles:1||housing prices:1||imperfect competition:1||implied volatilities:1||implied volatility index:1||impulse response function:1||income distribution:1||information channel:1||information disclosure:1||informed trades:1||informed trading:1||insider trading:1||institutional investors:1||intertransaction time:1||international regulatory reform:1||international strategic alliance:1||international transmission:1||intraday analyses:1||intraday data:1||intraday dynamics:1||intraday information content:1||intraday seasonality:1||intraday trading:1||inventory holding cost:1||investor attention:1||joint venture:1||labor income share:1||leverage:1||licensing:1||limits to arbitrage:1||loantovalue ceiling:1||long shortterm memory:1||lottery stocks:1||macro shock:1||macroeconomic news announcement:1||macroeconomic shocks:1||market anomaly:1||market concentration:1||market depth:1||market overreaction:1||market reform:1||market runs:1||market shocks:1||monetary policy:1||monetary policy rule:1||multifactor model:1||net position:1||news sentiment:1||noise trading:1||nonperforming loans:1||option implied volatility:1||optionimplied volatility:1||options:1||options volume:1||order indicator model:1||overnight futures market:1||panel data regression:1||particulate matter emission:1||peer effects:1||portfolio management:1||price impact:1||price monotonicity:1||putcall parity:1||quantile regression:1||random forest:1||retail investor:1||retail investors:1||return predictability:1||return spillover:1||returnvolume relationship:1||risk management:1||risk measure:1||segregation:1||shareholder wealth:1||sovereign contagion:1||sovereign credit default swap:1||spatial dependence:1||stock 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