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Eom Cheoljun
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Cited by
Cited by
Year
Market efficiency in foreign exchange markets
G Oh, S Kim, C Eom
Physica A: Statistical Mechanics and its Applications 382 (1), 209-212, 2007
1522007
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
1422008
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
1012009
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
852019
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
812008
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
602008
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
542007
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
482011
Topological properties of the minimal spanning tree in Korean and American stock markets
C Eom, G Oh, S Kim
arXiv preprint physics/0612068, 2006
372006
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
342010
Effects of common factors on stock correlation networks and portfolio diversification
C Eom, JW Park
International Review of Financial Analysis 49, 1-11, 2017
232017
Statistical investigation of connected structures of stock networks in financial time series
C Eom, G Oh, S Kim
arXiv preprint arXiv:0709.2200, 2007
232007
Long-term memory and volatility clustering in daily and high-frequency price changes
GJ Oh, CJ Um, S Kim
arXiv preprint physics/0601174, 2006
222006
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
212019
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
212008
Multifractal analysis of Korean stock market
G Oh, S Kim, C Eom
Journal of the Korean Physical Society 56 (3), 982-985, 2010
122010
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
112015
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
102009
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
82020
시장상황을 고려한 기대 주식수익률의 횡단면에 관한 재조사
엄철준
재무연구 25 (4), 599-639, 2012
72012
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