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Author

Cheoljun Eom

Observed names: C. Eom, Cheoljun EOM, Eom, Cheoljun, 부산대학교 경영대학 교수
Observed institutions: Korea National Open University, University of Seoul, Soongsil University, Hansung University, Pusan National University, University of Cincinnati, Duksung Women's University
ORCID: 0000-0001-6362-9947
Observed ORCID: 0000-0001-6362-9947
OpenAlex ID: A5015794039
Market efficiency in foreign exchange markets
2007 · Gabjin Oh, Seunghwan Kim, et al. · Physica A Statistical Mechanics and its Applications · 136
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Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets
2008 · Cheoljun Eom, Sunghoon Choi, et al. · Physica A Statistical Mechanics and its Applications · 123
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Bitcoin and investor sentiment: Statistical characteristics and predictability
2018 · Cheoljun Eom, Taisei Kaizoji, et al. · Physica A Statistical Mechanics and its Applications · 117
Long-term memory and volatility clustering in high-frequency price changes
2007 · Gabjin oh, Seunghwan Kim, et al. · Physica A Statistical Mechanics and its Applications · 96
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A multifractal analysis of Asian foreign exchange markets
2012 · G. Oh, C. Eom, et al. · The European Physical Journal B · 90
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Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series
2008 · Cheoljun Eom, Gabjin Oh, et al. · Physica A Statistical Mechanics and its Applications · 74
Relationship between efficiency and predictability in stock price change
2008 · Cheoljun Eom, Gabjin Oh, et al. · Physica A Statistical Mechanics and its Applications · 53
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Fat tails in financial return distributions revisited: Evidence from the Korean stock market
2019 · Cheoljun Eom, Taisei Kaizoji, et al. · Physica A Statistical Mechanics and its Applications · 44
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Statistical properties of cross-correlation in the Korean stock market
2010 · G. Oh, C. Eom, et al. · The European Physical Journal B · 41
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Deterministic factors of stock networks based on cross-correlation in financial market
2007 · Cheoljun Eom, Gabjin Oh, et al. · Physica A Statistical Mechanics and its Applications · 32
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Effects of common factors on stock correlation networks and portfolio diversification
2016 · Cheoljun Eom, Jong Won Park · International Review of Financial Analysis · 30
Advanced Studies of Financial Technologies and Cryptocurrency Markets
2020 · Lukáš Pichl, Cheoljun Eom, et al. · Springer eBooks · 26
The effect of a market factor on information flow between stocks using the minimal spanning tree
2010 · Cheoljun Eom, Okyu Kwon, et al. · Physica A Statistical Mechanics and its Applications · 23
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Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
2020 · Hoang Van Hai, Jong Won Park, et al. · The North American Journal of Economics and Finance · 19
Effects of time dependency and efficiency on information flow in financial markets
2008 · Cheoljun Eom, Woo-Sung Jung, et al. · Physica A Statistical Mechanics and its Applications · 17
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Statistical Investigation of Connected Structures of Stock Networks in a Financial Time Series
2008 · Cheoljun Eom, Gabjin Oh, et al. · Journal of the Korean Physical Society · 15
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Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence
2021 · Cheoljun Eom, Taisei Kaizoji, et al. · The North American Journal of Economics and Finance · 14
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Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
2019 · Cheoljun Eom, Jong Won Park · The North American Journal of Economics and Finance · 14
Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market
2021 · Cheoljun Eom, Jong Won Park · Research in International Business and Finance · 11
Effects of the market factor on portfolio diversification: the case of market crashes
2015 · Cheoljun Eom, Jong Won Park, et al. · Investment Analysts Journal · 11
A Study on the Relationship between Idiosyncratic Volatility and Stock Returns in the Korean Stock Markets
2014 · Cheoljun Eom, Woo‐Baik Lee, et al. · Korean Journal of Financial Studies · 10
Intermediate cross-sectional prospect theory value in stock markets: A novel method
2024 · Cheoljun EOM, Yunsung EOM, et al. · International Review of Financial Analysis · 9
Analysis of Bitcoin Market Efficiency by Using Machine Learning
2018 · Yuki Hirano, Lukáš Pichl, et al. · CBU International Conference Proceedings · 9
Multifractal Analysis of Korean Stock Market
2010 · Gabjin Oh, Seunghwan Kim, et al. · Journal of the Korean Physical Society · 9
Effect of changing data size on eigenvalues in the Korean and Japanese stock markets
2009 · Cheoljun Eom, Woo-Sung Jung, et al. · Physica A Statistical Mechanics and its Applications · 9
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Works count: 74
Citation count: 1,096
H-index: 15
I10-index: 21
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