papers
Publications (14)
q-fin.ST2007
Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets
Cheoljun Eom, Sunghoon Choi, Gabjin Oh +1
q-fin.ST2009
Statistical properties of information flow in financial time series
Cheoljun Eom, Okyu Kwon, Woo-Sung Jung
q-fin.ST2007
Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series
Cheoljun Eom, Gapjin Oh, Hawoong Jeong +1
q-fin.ST2007
Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.PM2009
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
Cheoljun Eom, Jongwon Park, Woo-Sung Jung +2
q-fin.ST2007
Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.ST2007
Relationship between degree of efficiency and prediction in stock price changes
Cheoljun Eom, Gabjin Oh, Woo-Sung Jung
physics.data-an2007
Topological Properties of the Minimal Spanning Tree in Korean and American Stock Markets
Cheoljun Eom, Gabjin Oh, Seunghwan Kim
q-fin.ST2007
Measuring Volatility Clustering in Stock Markets
Gabjin Oh, Seunghwan Kim, Cheoljun Eom +1
q-fin.ST2008
Effects of time dependency and efficiency on information flow in financial markets
Cheoljun Eom, Woo-Sung Jung, Sunghoon Choi +2
q-fin.ST2010
Statistical Properties of Cross-Correlation in the Korean Stock Market
Gabjin Oh, Cheoljun Eom, Fengzhong Wang +3
physics.soc-ph2006
Market Efficiency in Foreign Exchange Markets
Gabjin Oh, Seunghwan Kim, Cheoljun Eom
q-fin.ST2009
The effect of a market factor on information flow between stocks using minimal spanning tree
Cheoljun Eom, Okyu Kwon, Woo-Sung Jung +1
q-fin.ST2009
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets
Cheoljun Eom, Woo-Sung Jung, Taisei Kaizoji +1