9 citations · 14 across the 4 of their papers we have counts for
4 papers
Words that Matter: The Impact of Negative Words on News Sentiment and Stock Market Index
Wonseong Kim
This study investigates the impact of negative words on sentiment analysis and its effect on the South Korean stock market index, KOSPI200. The research analyzes a dataset of 45,72…
Investigation of Flash Crash via Topological Data Analysis
Wonse Kim, Younng-Jin Kim, Gihyun Lee +1
Topological data analysis has been acknowledged as one of the most successful mathematical data analytic methodologies in various fields including medicine, genetics, and image ana…
The Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns
Wonse Kim, Junseok Lee, Kyungwon Kang
This paper investigates the effects of the launch of Bitcoin futures on the intraday volatility of Bitcoin. Based on one-minute price data collected from four cryptocurrency exchan…
Effects of a Price limit Change on Market Stability at the Intraday Horizon in the Korean Stock Market
Wonse Kim, Sungjae Jun
This paper investigates the effects of a price limit change on the volatility of the Korean stock market's (KRX) intraday stock price process. Based on the most recent transaction…