164 citations · 335 across the 3 of their papers we have counts for
3 papers
q-fin.ST2010★ 134 cited
Impact of the topology of global macroeconomic network on the spreading of economic crises
Kyu-Min Lee, Jae-Suk Yang, Gunn Kim +3
Throughout economic history, the global economy has experienced recurring crises. The persistent recurrence of such economic crises calls for an understanding of their generic feat…
q-fin.ST2008★ 164 cited
Information flow between stock indices
Okyu Kwon, Jae-Suk Yang
Using transfer entropy, we observed the strength and direction of information flow between stock indices. We uncovered that the biggest source of information flow is America. In co…
physics.soc-ph2007★ 37 cited
The market efficiency in the stock markets
Jae-Suk Yang, Wooseop Kwak, Taisei Kaizoji +1
We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability d…