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Applied Economics Letters Volume 27, 2020 - Issue 1
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Articles

Vega-informed trading and options market reform

Doojin RyuCollege of Economics, Sungkyunkwan University, Seoul, KoreaView further author information
,
Doowon RyuKorea University Business School, Seoul, KoreaORCID Iconhttps://orcid.org/0000-0003-3625-817XView further author information
ORCID Icon &
Heejin YangDepartment of Global Economics and Commerce, Dongguk University Gyeongju Campus, Gyeongsangbuk-do, KoreaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2479-459XView further author information
ORCID Icon
Pages 19-24 | Published online: 25 Apr 2019

Citations (6)

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Read on this site (1)

Doojin Ryu, Robert I. Webb & Jinyoung Yu. (2022) Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components. The European Journal of Finance 28:9, pages 871-888.
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Articles from other publishers (5)

Doojin Ryu, Robert I. Webb, Heejin Yang & Jinyoung Yu. (2022) Investors’ net buying pressure and implied volatility dynamics. Borsa Istanbul Review 22:4, pages 627-640.
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Doojin Ryu & Jinyoung Yu. (2021) Informed options trading around holidays. Journal of Futures Markets 41:5, pages 658-685.
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Doojin Ryu, Doowon Ryu & Heejin Yang. (2020) The impact of net buying pressure on index options prices. Journal of Futures Markets 41:1, pages 27-45.
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Jinyoung Yu & Doojin Ryu. (2020) Effects of commodity exchange-traded note introductions: Adjustment for seasonality. Borsa Istanbul Review 20:3, pages 244-256.
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Daehyeon Park, Jiyeon Park & Doojin Ryu. (2020) Volatility Spillovers between Equity and Green Bond Markets. Sustainability 12:9, pages 3722.
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