40 citations · 43 across the 3 of their papers we have counts for
3 papers
q-fin.PM2009★ 1 cited
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
Cheoljun Eom, Jongwon Park, Woo-Sung Jung +2
In this study, we have investigated empirically the effects of market properties on the degree of diversification of investment weights among stocks in a portfolio. The weights of…
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This paper has been withdrawn by the authors.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…