Doojin Ryu
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View article: Effectiveness of domain stabilization: A broader perspective
Effectiveness of domain stabilization: A broader perspective Open
View article: Jeonse-as-a-sukuk: Why is Korea a hidden champion of Islamic finance?
Jeonse-as-a-sukuk: Why is Korea a hidden champion of Islamic finance? Open
View article: How well do machine learning models in finance work?
How well do machine learning models in finance work? Open
We examine how machine learning models predict stock returns in the Korean market. By analyzing various firm characteristics and macroeconomic variables, we find that tree-based models outperform other machine learning approaches. This fin…
View article: Price Discrimination, Two‐Part Tariff, and Hold‐Up
Price Discrimination, Two‐Part Tariff, and Hold‐Up Open
This study examines the impact of price discrimination on the investment decisions of downstream firms in an intermediate good market. The setting consists of two downstream firms with different marginal costs—one lower than the other—and …
View article: Bitcoin as a financial asset: a survey
Bitcoin as a financial asset: a survey Open
Since its introduction as a decentralized digital currency for peer-to-peer transactions, Bitcoin’s role in financial markets has undergone significant evolution. We employ bibliometric analysis to explore research trends in Bitcoin, ident…
View article: Digital Trade and Financial Development in European Transition Economies
Digital Trade and Financial Development in European Transition Economies Open
Advancements in high‐speed Internet and mobile technology in the 2000s accelerated global digital trade growth. However, financial development in European transition economies remains low, and its connection to digital trade remains largel…
View article: Sentiment Exposure and Corporate Innovation Investment
Sentiment Exposure and Corporate Innovation Investment Open
View article: Collaboration Dynamics in Legislative Co-Sponsorship Networks: Evidence from Korea
Collaboration Dynamics in Legislative Co-Sponsorship Networks: Evidence from Korea Open
We examine the factors shaping the formation of dynamic legislative co-sponsorship networks using unique data from the 20th Korean National Assembly. By employing dynamic probit, Poisson regression, and log-linear models, we explore the dr…
View article: A wolf in green clothing? The intersection of green finance and money laundering
A wolf in green clothing? The intersection of green finance and money laundering Open
View article: Does Market Sentiment Influence Corporate Innovation Investment?
Does Market Sentiment Influence Corporate Innovation Investment? Open
View article: Investor disagreement and short-squeeze risk
Investor disagreement and short-squeeze risk Open
View article: Heterogeneous agent-based model, artificial stock market, and secondary priority rules
Heterogeneous agent-based model, artificial stock market, and secondary priority rules Open
View article: To Hide or not to Hide: Industry Distress, Information Asymmetry, and Stock Price Crash Risk
To Hide or not to Hide: Industry Distress, Information Asymmetry, and Stock Price Crash Risk Open
View article: From risk to resilience: Roles of exchange rate risk in ESG activities
From risk to resilience: Roles of exchange rate risk in ESG activities Open
View article: Does risk aversion predict the future real economy?
Does risk aversion predict the future real economy? Open
View article: Green finance reform and relationship lending: Evidence from China
Green finance reform and relationship lending: Evidence from China Open
View article: Price discrimination, two-part tariff, and hold-up
Price discrimination, two-part tariff, and hold-up Open
View article: Does local corruption influence corporate risk-taking? Evidence from Vietnam's Anti-corruption campaigns
Does local corruption influence corporate risk-taking? Evidence from Vietnam's Anti-corruption campaigns Open
View article: DisCorrGAN: A Disentangled and Correlation-Aware Generative Adversarial Networks for Multivariate Financial Time Series Generation
DisCorrGAN: A Disentangled and Correlation-Aware Generative Adversarial Networks for Multivariate Financial Time Series Generation Open
View article: Risk-Neutral Option Pricing Via Generative Adversarial Network
Risk-Neutral Option Pricing Via Generative Adversarial Network Open
View article: Do GPs Truly Present Fair Value? The Case of Continuation Funds
Do GPs Truly Present Fair Value? The Case of Continuation Funds Open
View article: Investor-induced contagion after crypto exchange cyberattacks: Wealth effect or portfolio rebalancing
Investor-induced contagion after crypto exchange cyberattacks: Wealth effect or portfolio rebalancing Open
View article: Does a higher hashrate strengthen Bitcoin network security?
Does a higher hashrate strengthen Bitcoin network security? Open
In the blockchain world, proof-of-work is the dominant protocol mechanism that determines the consensus of the ledger. The hashrate, a measure of the computational power directed toward securing a blockchain through proof-of-work consensus…
View article: ESG activities and financial stability: The case of Korean financial firms
ESG activities and financial stability: The case of Korean financial firms Open
This study explores the relationship between financial firms' environmental, social, and governance (ESG) activities and their financial stability measured by Altman's Z-score. Based on a dataset of listed financial institutions in Korea, …
View article: Evolving roles of energy futures markets: A survey
Evolving roles of energy futures markets: A survey Open
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 futures market prices play as reliable forecasts of fu…
View article: Linear extrapolation and model-free option implied moments
Linear extrapolation and model-free option implied moments Open
This study proposes an approach for assessing the effectiveness of linear extrapolation (LE) for the implied moment estimators even in cases in which the true values of implied moments are unknown. To this end, we develop truncation sensit…
View article: Bitcoin as a Legal Tender
Bitcoin as a Legal Tender Open
View article: Household saving behaviors among newlyweds based on housing types
Household saving behaviors among newlyweds based on housing types Open
View article: How do options contract sizes affect investor composition and market liquidity?
How do options contract sizes affect investor composition and market liquidity? Open
View article: Jeonse-as-a-Sukuk: Why is Korea a hidden champion of Islamic Finance?
Jeonse-as-a-Sukuk: Why is Korea a hidden champion of Islamic Finance? Open