| Market efficiency in foreign exchange markets G Oh, S Kim, C Eom Physica A: Statistical Mechanics and its Applications 382 (1), 209-212, 2007 | 169 | 2007 |
| Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets C Eom, S Choi, G Oh, WS Jung Physica A: Statistical Mechanics and its Applications 387 (18), 4630-4636, 2008 | 157 | 2008 |
| Bitcoin and investor sentiment: statistical characteristics and predictability C Eom, T Kaizoji, SH Kang, L Pichl Physica A: Statistical Mechanics and its Applications 514, 511-521, 2019 | 106 | 2019 |
| Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series C Eom, G Oh, WS Jung, H Jeong, S Kim Physica A: Statistical Mechanics and its Applications 388 (6), 900-906, 2009 | 101 | 2009 |
| Long-term memory and volatility clustering in high-frequency price changes S Kim, C Eom Physica A: Statistical Mechanics and its Applications 387 (5-6), 1247-1254, 2008 | 90 | 2008 |
| Relationship between efficiency and predictability in stock price change C Eom, G Oh, WS Jung Physica A: Statistical Mechanics and its Applications 387 (22), 5511-5517, 2008 | 68 | 2008 |
| Deterministic factors of stock networks based on cross-correlation in financial market C Eom, G Oh, S Kim Physica A: Statistical Mechanics and its Applications 383 (1), 139-146, 2007 | 55 | 2007 |
| Statistical properties of cross-correlation in the Korean stock market G Oh, C Eom, F Wang, WS Jung, HE Stanley, S Kim The European Physical Journal B 79 (1), 55-60, 2011 | 50 | 2011 |
| Topological properties of the minimal spanning tree in Korean and American stock markets C Eom, G Oh, S Kim arXiv preprint physics/0612068, 2006 | 39 | 2006 |
| The effect of a market factor on information flow between stocks using the minimal spanning tree C Eom, O Kwon, WS Jung, S Kim Physica A: Statistical Mechanics and its Applications 389 (8), 1643-1652, 2010 | 34 | 2010 |
| Fat tails in financial return distributions revisited: Evidence from the Korean stock market C Eom, T Kaizoji, E Scalas Physica A: Statistical Mechanics and its Applications 526, 121055, 2019 | 32 | 2019 |
| Effects of common factors on stock correlation networks and portfolio diversification C Eom, JW Park International Review of Financial Analysis 49, 1-11, 2017 | 28 | 2017 |
| Statistical investigation of connected structures of stock networks in financial time series C Eom, G Oh, S Kim arXiv preprint arXiv:0709.2200, 2007 | 24 | 2007 |
| Effects of time dependency and efficiency on information flow in financial markets C Eom, WS Jung, S Choi, G Oh, S Kim Physica A: Statistical Mechanics and its Applications 387 (21), 5219-5224, 2008 | 23 | 2008 |
| Long-term memory and volatility clustering in daily and high-frequency price changes GJ Oh, CJ Um, S Kim arXiv preprint physics/0601174, 2006 | 23 | 2006 |
| Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market H Van Hai, JW Park, PC Tsai, C Eom The North American Journal of Economics and Finance 54, 101266, 2020 | 13 | 2020 |
| Effects of the market factor on portfolio diversification: The case of market crashes C Eom, JW Park, YH Kim, T Kaizoji Investment Analysts Journal 44 (1), 71-83, 2015 | 12 | 2015 |
| Multifractal analysis of Korean stock market G Oh, S Kim, C Eom Journal of the Korean Physical Society 56 (3), 982-985, 2010 | 12 | 2010 |
| Effects of the fat-tail distribution on the relationship between prospect theory value and expected return C Eom, JW Park The North American Journal of Economics and Finance 51, 101052, 2020 | 10 | 2020 |
| Effect of changing data size on eigenvalues in the Korean and Japanese stock markets C Eom, WS Jung, T Kaizoji, S Kim Physica A: Statistical Mechanics and its Applications 388 (22), 4780-4786, 2009 | 10 | 2009 |
