40 citations · 123 across the 9 of their papers we have counts for
7 papers · 2 filters
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…
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…
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,…
Rescue Model for the Bystanders' Intervention in Emergencies
Hang-Hyun Jo, Woo-Sung Jung, Hie-Tae Moon
To investigate an effect of social interaction on the bystanders' intervention in emergency situations we introduce a rescue model which includes the effects of the victim's acquai…
Effects of the globalization in the Korean financial markets
Woo-Sung Jung, Okyu Kwon, Jae-Suk Yang +1
We study the effect of globalization on the Korean market, one of the emerging markets. Some characteristics of the Korean market are different from those of the mature market acco…
Transfer Entropy Analysis of the Korean Stock Market
Seung Ki Baek, Woo-Sung Jung, Okyu Kwon +1
This paper has been withdrawn by the authors due to a crucial error in calculation.