Two-faced property of a market factor in asset pricing and diversification effect von Eom, Cheoljun

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Bitcoin and investor sentiment: Statistical characteristics and predictability von Eom, Cheoljun, Kaizoji, Taisei, Kang, Sang Hoon, Pichl, Lukas

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Fat tails in financial return distributions revisited: Evidence from the Korean stock market von Eom, Cheoljun, Kaizoji, Taisei, Scalas, Enrico

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Effects of common factors on stock correlation networks and portfolio diversification von Eom, Cheoljun, Park, Jong Won

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A new method for better portfolio investment: A case of the Korean stock market von Eom, Cheoljun, Park, Jong Won

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Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence von Eom, Cheoljun, Kaizoji, Taisei, Livan, Giacomo, Scalas, Enrico

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Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets von Eom, Cheoljun, Choi, Sunghoon, Oh, Gabjin, Jung, Woo-Sung

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Long-term memory and volatility clustering in high-frequency price changes von oh, Gabjin, Kim, Seunghwan, Eom, Cheoljun

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Intermediate cross-sectional prospect theory value in stock markets: A novel method von EOM, Cheoljun, EOM, Yunsung, PARK, Jong Won

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Price behavior of small-cap stocks and momentum: A study using principal component momentum von Eom, Cheoljun, Park, Jong Won

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Left-tail momentum and tail properties of return distributions: A case of Korea von Eom, Cheoljun, Eom, Yunsung, Park, Jong Won

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Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market von Eom, Cheoljun, Park, Jong Won

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Effects of the fat-tail distribution on the relationship between prospect theory value and expected return von Eom, Cheoljun, Park, Jong Won

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Effect of changing data size on eigenvalues in the Korean and Japanese stock markets von Eom, Cheoljun, Jung, Woo-Sung, Kaizoji, Taisei, Kim, Seunghwan

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State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices von Tsai, Ping Chen, Eom, Cheoljun, Wang, Chou Wen

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Market efficiency in foreign exchange markets von Oh, Gabjin, Kim, Seunghwan, Eom, Cheoljun

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Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market von Hai, Hoang Van, Park, Jong Won, Tsai, Ping-Chen, Eom, Cheoljun

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Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series von Eom, Cheoljun, Oh, Gabjin, Jung, Woo-Sung, Jeong, Hawoong, Kim, Seunghwan

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Relationship between efficiency and predictability in stock price change von Eom, Cheoljun, Oh, Gabjin, Jung, Woo-Sung

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Deterministic factors of stock networks based on cross-correlation in financial market von Eom, Cheoljun, Oh, Gabjin, Kim, Seunghwan

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