Cheoljun Eom

Pusan National University

Professor

2, Busandaehak-ro 63beon-gil

Geumjeong-gu

Busan, 46241

Korea, Republic of (South Korea)

  • Pusan National University

SCHOLARLY PAPERS

5

DOWNLOADS

345

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Empirical Asset Pricing in Korean Stock Markets: A Review of Models and Anomalies

Number of pages: 80 Posted: 30 Sep 2022
Cheoljun Eom
Pusan National University
Downloads 118 (359,747)

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Empirical asset pricing; Cross-sectional relation; models; anomalies; Korean stock markets

2.

Short-Term Idiosyncratic Momentum in Cross-Sectional Stock Returns: Empirical Evidence

Number of pages: 44 Posted: 03 Mar 2023
Cheoljun Eom
Pusan National University
Downloads 78 (470,583)

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Short-term idiosyncratic momentum, Idiosyncratic volatility, Short-term reversal, Underreaction hypothesis, Reciprocal barometer relationship

3.

Grouping Properties of Industry Sectors in Financial Markets

Number of pages: 12 Posted: 31 Aug 2009
Gabjin Oh, Cheoljun Eom and Seunghwan Kim
Chosun University, Pusan National University and POSTECH - Department of Physics
Downloads 58 (549,294)

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complex network, minimum spanning tree, grouping coefficient

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코로나19, 시스템 위험, 주식네트워크, 최소 신장 트리, 그랜저 인과관계, COVID-19 pandemic, Systemic risk, Stock networks, Minimal spanning tree, Granger causality

5.

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

Financial Stability Studies, Vol. 15, No. 2, Korea Deposit Insurance Corporation(KDIC), 2014, pp. 129-159.
Number of pages: 31 Posted: 11 Aug 2017 Last Revised: 09 Jan 2019
Woo-Baik Lee, Cheoljun Eom and Jong Won Park
Korea Open University, Pusan National University and University of Seoul
Downloads 36 (665,265)

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거래승수, KOSPI200옵션, 가격발견, 풋-콜 패리티, 차익거래, 유동성, Option Multiplier, KOSPI 200 Option, Put-Call Parity, Price Discovery, Liquidity