most citedTransfer Entropy Analysis of the Korean Stock Market

3 citations · 6 across the 2 of their papers we have counts for

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physics.soc-ph2008162 cited

Statistical Analysis of the Metropolitan Seoul Subway System: Network Structure and Passenger Flows

Keumsook Lee, Woo-Sung Jung, Jong Soo Park +1

The Metropolitan Seoul Subway system, consisting of 380 stations, provides the major transportation mode in the metropolitan Seoul area. Focusing on the network structure, we analy…

physics.soc-ph2007296 cited

Gravity model in the Korean highway

Woo-Sung Jung, Fengzhong Wang, H. Eugene Stanley

We investigate the traffic flows of the Korean highway system, which contains both public and private transportation information. We find that the traffic flow T(ij) between city i…

physics.soc-ph20062 cited

Dynamics of Helping Behavior and Networks in a Small World

Hang-Hyun Jo, Woo-Sung Jung, Hie-Tae Moon

To investigate an effect of social interaction on the bystanders' intervention in emergency situations a rescue model was introduced which includes the effects of the victim's acqu…

physics.soc-ph2005

Grouping in the stock markets of Japan and Korea

Woo-Sung Jung, Okyu Kwon, Taisei Kaizoji +2

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the vali…

physics.soc-ph2005

Dynamics of the return distribution in the Korean financial market

Jae-Suk Yang, Seungbyung Chae, Woo-Sung Jung +1

In this paper, we studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, we…

physics.soc-ph2005

Transfer Entropy Analysis of the Stock Market

Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1

In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer,…