130 citations · 384 across the 13 of their papers we have counts for
3 papers · 1 filter
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets
Cheoljun Eom, Woo-Sung Jung, Taisei Kaizoji +1
In this study, we attempted to determine how eigenvalues change, according to random matrix theory (RMT), in stock market data as the number of stocks comprising the correlation ma…
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…
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…