| Do sentiment trades explain investor overconfidence around analyst recommendation revisions? K Kim, D Ryu, J Yu Research in International Business and Finance 56, 101376, 2021 | 58 | 2021 |
| ESG controversies and investor trading behavior in the Korean market J Bang, D Ryu, J Yu Finance Research Letters 54, 103750, 2023 | 43 | 2023 |
| Is a sentiment-based trading strategy profitable? K Kim, D Ryu, J Yu Investment Analysts Journal 51 (2), 94-107, 2022 | 26 | 2022 |
| Insider trading and information asymmetry: Evidence from the Korea Exchange D Ryu, H Yang, J Yu Emerging Markets Review 51, 100847, 2022 | 25 | 2022 |
| Informed options trading around holidays D Ryu, J Yu Journal of Futures Markets 41 (5), 658-685, 2021 | 25 | 2021 |
| Sentiment-dependent impact of funding liquidity shocks on futures market liquidity D Ryu, J Yu Journal of Futures Markets 42 (1), 61-76, 2022 | 19 | 2022 |
| Nonlinear effect of subordinated debt changes on bank performance D Ryu, J Yu Finance Research Letters 38, 101496, 2021 | 19 | 2021 |
| Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components D Ryu, RI Webb, J Yu The European Journal of Finance 28 (9), 871-888, 2022 | 17 | 2022 |
| Effectiveness of the Basel III framework: Procyclicality in the banking sector and macroeconomic fluctuations J Yu, D Ryu The Singapore Economic Review 66 (03), 855-879, 2021 | 16 | 2021 |
| Hybrid bond issuances by insurance firms D Ryu, J Yu Emerging Markets Review 45, 100722, 2020 | 13 | 2020 |
| Foreign institutions and the behavior of liquidity following macroeconomic announcements D Ryu, RI Webb, J Yu Finance Research Letters 50, 103239, 2022 | 12 | 2022 |
| Bank sensitivity to international regulatory reform: The case of Korea D Ryu, RI Webb, J Yu Investment Analysts Journal 49 (2), 149-162, 2020 | 12 | 2020 |
| Funding liquidity shocks and market liquidity providers D Ryu, RI Webb, J Yu Finance Research Letters 47, 102734, 2022 | 11 | 2022 |
| Effects of commodity exchange-traded note introductions: Adjustment for seasonality J Yu, D Ryu Borsa Istanbul Review 20 (3), 244-256, 2020 | 10 | 2020 |
| Predicting banks’ subordinated bond issuances J Yu, D Ryu Romanian Journal of Economic Forecasting 22 (4), 87-99, 2019 | 10 | 2019 |
| Who pays the liquidity cost? Central bank announcements and adverse selection D Ryu, RI Webb, J Yu Journal of Futures Markets 43 (7), 904-924, 2023 | 9 | 2023 |
| Investors’ net buying pressure and implied volatility dynamics D Ryu, RI Webb, H Yang, J Yu Borsa Istanbul Review 22 (4), 627-640, 2022 | 9 | 2022 |
| How do investors react to overnight returns? Evidence from Korea H Ham, D Ryu, RI Webb, J Yu Finance Research Letters 54, 103779, 2023 | 8 | 2023 |
| Stock price synchronicity and market liquidity: The role of funding liquidity D Ryu, RI Webb, J Yu Finance Research Letters 61, 105051, 2024 | 5 | 2024 |
| Changes in the options contract size and arbitrage opportunities J Song, D Ryu, J Yu Journal of Futures Markets 43 (1), 122-137, 2023 | 5 | 2023 |