94 citations · 136 across the 3 of their papers we have counts for
3 papers
q-fin.ST2008★ 2 cited
Statistical properties of information flow in financial time series
Cheoljun Eom, Okyu Kwon, Woo-Sung Jung
This paper has been withdrawn by the authors.
q-fin.ST2007★ 40 cited
Group dynamics of the Japanese market
Woo-Sung Jung, Okyu Kwon, Fengzhong Wang +3
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping…
q-fin.ST2007★ 94 cited
Information flow between composite stock index and individual stocks
Okyu Kwon, Jae-Suk Yang
We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stoc…