Similar Search Results

Programs trades and trade regulation: An evidence of the Korean securities market

Eom, Cheoljun; Jordan, Steven J.; Lee, Woo‐Baik; … - In: Journal of Futures Markets 40 (2019) 1, pp. 44-66

Persistent link: https://www.econbiz.de/10012082230

Grouping Properties of Industry Sectors in Financial Markets

Oh, Gabjin - 2009

We investigate the grouping property of industry sectors in the complex network based on stock data for US and Korean stock markets. The complex networks are constructed by the minimal spanning tree (MST). We propose a novel approach based on the shortest path length (SPL) between stocks to...

Persistent link: https://www.econbiz.de/10013156804

거래승수 인상이 KOSPI 200 옵션시장의 가격발견기능에 미치는 효과 (Increase of Option Multiplier and Price Discovery in KOSPI 200 Spot and Option Markets)

Lee, Woo-Baik - 2019

Korean Abstract: 본 연구는 KOSPI200 옵션의 거래승수 인상이 옵션시장의 가격발견기능에 미치는 영향을 분석한다. 풋-콜 패리티로부터 도출된 KOSPI200 내재지수와 현물지수로 구성된 벡터오차수정모형을 이용한 주요 분석결과는...

Persistent link: https://www.econbiz.de/10012901374

Limitations of portfolio diversification through fat tails of the return Distributions : some empirical evidence

Eom, Cheoljun; Kaizoji, Taisei; Livan, Giacomo; Scalas, … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012821302

Effects of the fat-tail distribution on the relationship between prospect theory value and expected return

Eom, Cheoljun; Park, Jong Won - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012659131

주식네트워크를 통한 코로나19 충격의 금융산업 시스템 위험에 대한 영향 : 경제충격과의 비교 (Effects of COVID-19 Pandemic on Systemic Risk of Financial Industry through Stock Networks: Comparison with Economic Shocks)...

Eom, Cheoljun - 2021

Korean Abstract: 본 연구는 코로나19 충격이 금융산업의 주식들 간 연결 관계에 미치는 영향을 네트워크 관점에서 관찰한다. 코로나19 충격에 기인한 시장붕괴는 경제충격의 경우와 매우 유사한 시계열 특징을 보인다. 최소 신장...

Persistent link: https://www.econbiz.de/10013220879

Lottery mindset, mispricing and idiosyncratic volatility puzzle : evidence from the Chinese stock market

Hoang Van Hai; Park, Jong Won; Tsai, Ping-Chen; Eom, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012665099

A new method for better portfolio investment : a case of the Korean stock market

Eom, Cheoljun; Park, Jong Won - In: Pacific-Basin finance journal 49 (2018), pp. 213-231

Persistent link: https://www.econbiz.de/10012117694

Effects of common factors on stock correlation networks and portfolio diversification

Eom, Cheoljun; Park, Jong Won - In: International review of financial analysis 49 (2017), pp. 1-11

Persistent link: https://www.econbiz.de/10011741216

Advanced Studies of Financial Technologies and Cryptocurrency Markets

Pichl, Lukáš. (ed.); Eom, Cheoljun (ed.); … - 2020 - 1st ed. 2020.

Trader behavior in FX market -- The effects of information reliability on financial market -- Property price distributions of Taiwan and the UK -- Phase transition in estimation of parameters of low default portfolio -- A Cryptocurrency Fraud Spill in Japan -- Idiosyncratic volatility of the...

Persistent link: https://www.econbiz.de/10012399615