130 citations · 521 across the 16 of their papers we have counts for
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q-fin.ST2008★ 15 cited
Effects of time dependency and efficiency on information flow in financial markets
Cheoljun Eom, Woo-Sung Jung, Sunghoon Choi +2
We investigated financial market data to determine which factors affect information flow between stocks. Two factors, the time dependency and the degree of efficiency, were conside…
q-fin.ST2008★ 85 cited
A Multifractal Analysis of Asian Foreign Exchange Markets
Gabjin Oh, Cheoljun Eom, Shlomo Havlin +4
We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find th…