Curriculum Vitae - Doojin Ryu

Academic Appointments 2011-Current Cuang-Ang University, School of Economics, Seoul, Korea Professor (tenure track) 2010-2011 Hankuk University of Foreign Studies, Dep. of International Business, Korea Professor (tenure track) Education 2003-2009 KAIST Business School, Seoul, Korea Ph.D. in Management Engineering (Finance) MS & Ph.D. integrated program 1999- 2003 Seoul National University, Seoul, Korea B.S. in Electrical Engineering (Cum Laude) Work Experience 2009-2010 National Pension Service (NPS), Seoul, Korea Research Fellow, Investment Policy Team Field of Study Financial Economics (Asset Pricing, Behavioral Finance, Corporate Finance, Derivatives, Financial Econometrics, Market Microstructure, International Finance, Investments, and etc.) Publication (SSCI) “Is KOSPI 200 options market efficient? Parametric and nonparametric tests of martingale restriction,” Journal of Futures Markets (SSCI), forthcoming (2013), Corresponding Author “Implied Volatility Index of KOSPI 200: The Information Content and Properties,” Emerging Markets Finance and Trade (SSCI), forthcoming (2012), Single Author “Which trader’s order-splitting strategy is effective? The case of an index options market,” Applied Economics Letters (SSCI), 19, 1683-1692, 2012, Corresponding Author “The profitability of day trading: An empirical study using high-quality data.” Investment Analysts Journal (SSCI), 75, 17-28, 2012, Single Author “The Effectiveness of the Order-Splitting Strategy: An Analysis of Unique Data,” Applied Economics Letters (SSCI), 19, 541-549, 2012, Single Author “Intraday Price Formation and Bid-Ask Spread Components: A New Approach Using a Cross-Market Model,” Journal of Futures Markets (SSCI), 31, 1142–1169, 2011, Single Author “Which Trades Move Asset Prices? An Analysis of Futures Trading Data,” Lead Article, Emerging Markets Finance and Trade (SSCI), 46, 7-22, 2010, Corresponding Author “Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI200 Index Options Market,” Asia-Pacific Journal of Financial Studies (SSCI), 39, 301-339, 2010, Corresponding Author “Informed Trading in the Index Option Market: the Case of KOSPI200 Options,” Lead Article, Journal of Futures Markets (SSCI), 28, 1118-1146, 2008, Corresponding Author Publication (Scopus) “Market Interdependence before, during, and after the 2007 US Subprime Crisis: Evidence from Index Futures Markets,” Afro-Asian Journal of Finance and Accounting (Scopus), 2, 230-247, 2011, Corresponding Author “Phase-Transition Behavior in the Emerging Market: Evidence from the KOSPI200 Futures Market,” International Review of Financial Analysis (Scopus), 19, 35-46, 2010, Corresponding Author