Articles by Author: Doojin Ryu

Search results for Doojin Ryu

We found 4 results for you
  1. Effect of the subprime mortgage crisis on a leading emerging market

    Effect of the subprime mortgage crisis on a leading emerging market

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study examines how the US subprime mortgage crisis affects the behaviour of the Korean stock and futures market and how the futures traders react to the shocks related to the crisis. Analysing a unique and high-quality daily data set...
  2. Corporate social responsibility, market competition, and shareholder wealth

    Corporate social responsibility, market competition, and shareholder wealth

    Item type: Journal Article • Journal: Investment Analysts Journal
    This paper examines the association between corporate social responsibility (CSR), product market competition (PMC) and shareholder wealth by analysing CSR and market data from January 2006 to December 2012 (excluding 2009) in Korea. We focus on the role of PMC,...
  3. Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market

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

    Item type: Journal Article • Journal: Investment Analysts Journal
    This study investigates the effects of investor sentiment on asset returns with respect to firm characteristics. By analysing a unique stock trading dataset of the Korean Stock Market that contains rich information on investor types and sentiment, we confirm that...
  4. Does institutional monitoring matter? Evidence from insider trading by information risk level

    Does institutional monitoring matter? Evidence from insider trading by information risk level

    Item type: Journal Article • Journal: Investment Analysts Journal
    We examine the effects of institutional ownership on insider exploitation of asymmetric information. Because institutional investors monitor firm activities in order to improve the corporate information environment, such monitoring could decrease the intensity of insider trading on private information. We...