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D-Index & Metrics

Economics and Finance

D-Index
42
Citations
6615
World Ranking
2088
National Ranking
8

Overview

Doojin Ryu is a researcher affiliated with Sungkyunkwan University in South Korea. Their work predominantly focuses on the intersection of economics, econometrics, and finance, with significant contributions in business, management, and accounting.

Their main areas of research span across various subfields, including economics and econometrics, finance, accounting, strategy and management, and information systems. Within these disciplines, Doojin Ryu has concentrated on topics related to financial markets and investment strategies, market dynamics and volatility, corporate finance and governance, banking stability, regulation and efficiency, housing market economics, auditing, earnings management and governance, as well as complex systems and time series analysis.

Doojin Ryu's scholarly output includes influential papers such as:

  • "Volatility Spillovers between Equity and Green Bond Markets" (2020) published in Sustainability
  • "ESG performance and firm value in the Chinese market" (2023) published in Investment Analysts Journal
  • "Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data" (2021) published in Computational Economics
  • "Information uncertainty, investor sentiment, and analyst reports" (2021) published in International Review of Financial Analysis
  • "Corporate Default Predictions Using Machine Learning: Literature Review" (2020) published in Sustainability

Frequent co-authors who have collaborated with Doojin Ryu include:

  • Jinyoung Yu
  • Hoon Cho
  • Robert I. Webb
  • Hyun-Jung Nam
  • Daehyeon Park

Their research frequently appears in several publication venues, with the most common being:

  • SSRN Electronic Journal
  • Finance Research Letters
  • Investment Analysts Journal
  • Journal of Futures Markets
  • Borsa Istanbul Review

Doojin Ryu's work involves the application of machine learning methodologies to corporate bankruptcy and default prediction, as well as the analysis of volatility spillovers in green bond and equity markets. Additionally, their research covers environmental, social, and governance (ESG) performance and its impact on firm value within varying market contexts.

The combination of topics and interdisciplinary approaches suggests a comprehensive engagement with quantitative finance, financial economics, and corporate governance issues that influence market behavior and investment decisions.

Best Publications

  • Informed trading in the index option market: The case of KOSPI 200 options

    Hee-Joon Ahn;Jangkoo Kang;Doojin Ryu

  • Blockchain Technology and Manufacturing Industry: Real-Time Transparency and Cost Savings

    Taehyun Ko;Jaeram Lee;Doojin Ryu

  • Corporate Environmental Responsibility: A Legal Origins Perspective

    Hakkon Kim;Kwangwoo Park;Doojin Ryu

  • Financial crisis, bank diversification, and financial stability: OECD countries

    Hakkon Kim;Jonathan A. Batten;Doojin Ryu

  • Investor sentiment and return predictability of disagreement

    Jun Sik Kim;Doojin Ryu;Sung Won Seo

  • Investor sentiment, trading behavior and stock returns

    Doojin Ryu;Hyeyoen Kim;Heejin Yang

  • The Information Content of Trades: An Analysis of KOSPI 200 Index Derivatives

    Doojin Ryu

  • Volatility Spillovers between Equity and Green Bond Markets

    Daehyeon Park;Jiyeon Park;Doojin Ryu

  • Intraday price formation and bid–ask spread components: A new approach using a cross‐market model

    Doojin Ryu

  • Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market*

    Hee-Joon Ahn;Jangkoo Kang;Doojin Ryu

  • ESG performance and firm value in the Chinese market

    Unknown

  • Corporate Bankruptcy Prediction Using Machine Learning Methodologies with a Focus on Sequential Data

    Hyeongjun Kim;Hoon Cho;Doojin Ryu

  • Firm-specific investor sentiment and daily stock returns

    Sang Ik Seok;Hoon Cho;Doojin Ryu

  • ESG controversies and investor trading behavior in the Korean market

    Unknown

  • Information uncertainty, investor sentiment, and analyst reports

    Karam Kim;Doojin Ryu;Heejin Yang

  • Price impact asymmetry of futures trades: Trade direction and trade size

    Doojin Ryu

  • Corporate Default Predictions Using Machine Learning: Literature Review

    Hyeongjun Kim;Hoon Cho;Doojin Ryu

  • Implied Volatility Index of KOSPI200: Information Contents and Properties

    Doojin Ryu

  • Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market

    Heejin Yang;Doojin Ryu;Doowon Ryu

  • Firm-specific investor sentiment and the stock market response to earnings news

    Sang Ik Seok;Hoon Cho;Doojin Ryu

  • Option Market Characteristics and Price Monotonicity Violations

    Heejin Yang;Hyung Suk Choi;Doojin Ryu

  • Trade duration, informed trading, and option moneyness

    Kee H. Chung;Seongkyu “Gilbert” Park;Doojin Ryu

  • Corporate Vulnerability Index as a Fear Gauge? Exploring the Contagion Effect between U.S. and Korean Markets

    Jun Sik Kim;Doojin Ryu;Sung Won Seo

  • Asymmetric and negative return-volatility relationship: the case of the VKOSPI

    Qian Han;Biao Guo;Doojin Ryu;Robert I. Webb

Frequent Co-Authors

Ali M. Kutan
Ali M. Kutan Southern Illinois University Edwardsville
Kee H. Chung
Kee H. Chung University at Buffalo, State University of New York
Bong-Soo Lee
Bong-Soo Lee Korea Advanced Institute of Science and Technology
Jonathan A. Batten
Jonathan A. Batten RMIT University

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