[HTML][HTML] Evolving roles of energy futures markets: A Survey

A Kim, D Ryu, RI Webb - Borsa Istanbul Review, 2024 - Elsevier
Energy markets are important in global trade and economic stability, and energy futures play
a critical role in energy market dynamics. This study reviews: i) the important role energy …

Investor sentiment and futures market mispricing

D Ryu, D Ryu, H Yang - Finance Research Letters, 2023 - Elsevier
We examine the effects of sentiment on mispricing in a highly liquid index futures market.
Investor sentiment significantly affects futures mispricing, supporting its role in explaining …

An anatomy of retail option trading

V Bogousslavsky, D Muravyev - Available at SSRN 4682388, 2024 - papers.ssrn.com
The recent surge in retail option trading has sparked concerns about trading motives and
significant losses. To evaluate these concerns, we offer the first trader-level analysis of …

Retail Traders Love 0DTE Options... But Should They?

H Beckmeyer, N Branger, L Gayda - But Should They, 2023 - papers.ssrn.com
Our study investigates the implications of trading in options that expire on the same day-so-
called 0DTE options-through the lens of retail investors. Almost the entire growth of trading …

Stock price synchronicity and market liquidity: The role of funding liquidity

D Ryu, RI Webb, J Yu - Finance Research Letters, 2024 - Elsevier
We examine the role of funding liquidity in sha** the relationship between stock price
synchronicity and equity market liquidity in the context of an emerging market. Equity market …

Do changes in star selection criteria affect analyst behaviour?

K Kim, D Ryu, J Yu - Investment Analysts Journal, 2024 - journals.co.za
This study examines whether the star analyst selection criteria affect analysts' coverage
decisions and the informativeness of their reports. We focus on a change to the star …

[HTML][HTML] Social interactions in short squeeze scenarios

M Suchanek - International Review of Economics & Finance, 2024 - Elsevier
This paper studies the relationship between the intent dimension of social media postings
and stock metrics such as trading volume and returns. Thereby, the paper contributes to the …

Investor sentiment or information content? A simple test for investor sentiment proxies

G Lee, D Ryu - The North American Journal of Economics and Finance, 2024 - Elsevier
This study suggests a simple test to assess the validity of employing a variable as an
investor sentiment proxy by examining whether the variable exerts a long-run impact on …

Fear of missing out and market stability: A networked minority game approach

D Park, D Ryu, RI Webb - Physica A: Statistical Mechanics and its …, 2024 - Elsevier
This study examines the influence of the fear of missing out (FOMO), which spreads through
social networks, on financial market stability. We extend the networked evolutionary minority …

Star analyst activities and stock price synchronicity: Korean equity market reforms

K Kim, D Ryu, J Yu - Emerging Markets Review, 2024 - Elsevier
This study examines whether analysts' informativeness and activities change following
regulatory reforms strengthening market surveillance in Korea. Only star analysts provide …