164 citations · 396 across the 11 of their papers we have counts for
4 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…
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,…
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This paper has been withdrawn by the authors due to a crucial error in calculation.