Cheoljun Eom

Market efficiency in foreign exchange markets

Gabjin Oh, Seunghwan Kim, Cheoljun Eom · Physica A Statistical Mechanics and its Applications · 2007 · 129 citations · Full text

Global Markets, Economics, International Finance +4

Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets

Cheoljun Eom, Sunghoon Choi, Gabjin Oh et al. · Physica A Statistical Mechanics and its Applications · 2008 · 116 citations · Full text

Asset Pricing, Market Trend, Business +8

Bitcoin and investor sentiment: Statistical characteristics and predictability

Cheoljun Eom, Taisei Kaizoji, Sang Hoon Kang et al. · Physica A Statistical Mechanics and its Applications · 2018 · 111 citations

Economics, Financial Economics, Market Trend +5

Long-term memory and volatility clustering in high-frequency price changes

Gabjin Oh, Seunghwan Kim, Cheoljun Eom · Physica A Statistical Mechanics and its Applications · 2007 · 85 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +5

A multifractal analysis of Asian foreign exchange markets

Gabjin Oh, Cheoljun Eom, Shlomo Havlin et al. · The European Physical Journal B · 2012 · 85 citations · Full text

Multifractal Analysis, Trade, Exchange Rate Movement +4