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Cheoljun Eom

Identifiers

  • name variant Cheoljun Eom 0.60 · backfill

Papers (16)

  1. Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market q-fin.GN · 2019 · author #1
  2. Statistical Properties of Cross-Correlation in the Korean Stock Market q-fin.ST · 2010 · author #2
  3. The effect of a market factor on information flow between stocks using minimal spanning tree q-fin.ST · 2009 · author #1
  4. The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets q-fin.PM · 2009 · author #1
  5. Effect of changing data size on eigenvalues in the Korean and Japanese stock markets q-fin.ST · 2008 · author #1
  6. Statistical properties of information flow in financial time series q-fin.ST · 2008 · author #1
  7. Effects of time dependency and efficiency on information flow in financial markets q-fin.ST · 2008 · author #1
  8. A Multifractal Analysis of Asian Foreign Exchange Markets q-fin.ST · 2008 · author #2
  9. Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets q-fin.ST · 2007 · author #1
  10. Measuring Volatility Clustering in Stock Markets q-fin.ST · 2007 · author #3
  11. Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series q-fin.ST · 2007 · author #1
  12. Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series q-fin.ST · 2007 · author #1
  13. Relationship between degree of efficiency and prediction in stock price changes q-fin.ST · 2007 · author #1
  14. Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market q-fin.ST · 2007 · author #1
  15. Topological Properties of the Minimal Spanning Tree in Korean and American Stock Markets physics.data-an · 2006 · author #1
  16. Market Efficiency in Foreign Exchange Markets physics.soc-ph · 2006 · author #3

Mentions

  • 1010.2048 #2 · backfill · confidence 0.70 Cheoljun Eom
  • 0905.2043 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0902.3836 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0811.4021 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0811.0448 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0802.1500 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0801.1475 #2 · backfill · confidence 0.70 Cheoljun Eom
  • 0712.1624 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0709.2416 #3 · backfill · confidence 0.70 Cheoljun Eom
  • 0709.2209 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0709.2200 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0708.4178 #1 · backfill · confidence 0.70 Cheoljun Eom
  • 0705.0076 #1 · backfill · confidence 0.70 Cheoljun Eom

Frequent Coauthors