[학력]

- 부산대학교 경영학과, 경영학박사 1997

- 부산대학교 경영학과, 경영학석사 1991

- 부산대학교 경영학과, 경영학사 1989

[보직 및 위원회활동]

- 2014.04.07.-2016.04.06. 기획위원회 위원

- 2013.07.01.-2018.04.30. 입학전형 공정관리위원회 위원

- 2010.09.01.-2013.08.31. 경영대학원 부원장

- 2007.09.01.-2009.08.31. 선물.금융연구원장

[관심분야]
자산가격결정(Asset pricing); 포트폴리오 최적화(Portfolio optimizaton); 계량금융(Financial econometrics); 경제물리학(Econophysics)

[단행본 및 저서]

- 엄철준, 2020년 외부연구지원 공모논문집 ('주식네트워크를 통한 COVID-19 충격의 금융산업 시스템 위험에 대한 영향: 경제충격과의 비교') 예금보험공사, 2020.

- 엄철준, 지역주도형 모태펀드 조성, 부산테크노파크, 2020.

- Pichl, L., Eom, C., Scalas, E., and Kaizoji, T., Advanced Studies of Financial Technologies and Cryptocurrency Markets, Springer, 2020.

- MATLAB을 이용한 재무 투자론 실증사례 계량금융: 그림이야기, 부산대학교 출판부, 2015

- 복잡계 워크샵 : 복잡계 이론의 사회과학적 적용/Complexity sciences workshop, 삼성경제연구소, 2006.

[학술지 발표]

- Tasi, P.-C., and C. Eom (2023), "Leverage Effect Has an Intraday Pattern and Intraday Volatility Pattern Has a Leverage Effect: A Range-based Approach," Journal of Futures and Options 16(2), 1-53.

- 엄철준, 박종원 (2023), "한국주식시장의 단기반전과 단기모멘텀," 재무괸리연구 40(4), 187-222.

- Eom, C., Y. Eom, and J. W. Park (2023) "Left-tail momentum and tail properties of return distributions: A case of Korea" International Review of Financial Analysis 87, 102570.

- Eom, C., and J. W. Park (2023) "Price behavior of small-cap stocks and momentum: A study using principal component momentum", Research in International Business and Finance 65, 101908.

- 엄철준, 엄윤성, 박종원 (2022), "한국주식시장의 Left-tail Mpmentum 현상에 대한 연구" 한국증권학회지 51(6), 693-728.

- 엄철준 (2022), "전망이론효용과 주식프리미엄 퍼즐" 아태경상저널, 14(3), 191-201.

- Lai, C.-Y., Z.-Y. Lin, C. Eom, and P.-C. Tsai (2022), "Market intraday momentum with new measures for trading cost: Evidence from KOSPI index" Journal of Risk and Financial Management 15(11), 523.

- 엄철준, 박종원 (2022), "한국주식시장에서 모멘텀 정보의 지연 반영과 소규모주식의 성과 지속성" 금융정보연구 11(3), 61-120.

- 박종원, 엄철준, 장욱, 강병진, 이우백 (2022), "옵션 거래승수 인하와 투자자주체별 거래 행태" 재무연구 35(2), 147-189

- 엄철준 (2021), "주식네트워크를 통한 코로나19 충격의 금융산업 시스템 위험에 대한 영향: 경제충격과의 비교" 금융안정연구 22(1), 39-88.
- 강병진, 엄철준, 이우백, 장욱, 박종원 (2021), "옵션전략지수의 성과: 글로벌 시장 간 비교" 한국증권학회지 50(4), 439-472.

- Eom, C., and J. W. Park, (2021), 'Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market', Research in International Business and Finance, 57, 1-26.

- Eom, C., T. Kaizoji, G. Livan, and E. Scalas, (2021), 'Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence' North American Journal of Economics and Finance, 56, 1-17.

- 엄철준, 박종원, (2021), '주성분분석을 이용한 한국주식시장의 모멘텀 효과 연구' 재무관리연구, 38(1), 103-148.

- Eom, C., (2020), 'Risk Characteristic on Fat-tails of Return Distribution: An Evidence of the Korean Stock Market' Asia-Pacific Journal of Business, 11(4), 37-48.

- Hai, H. V., J. W. Park, P.-C. Tsai, and C. Eom (2020), 'Lottery Mindset, Mispricing and Idiosyncratic Volatility Puzzle: Evidence from the Chinese Stock Market' The North American Journal of Economics and Finance, 54. 101266

- 엄철준 (2020), "최적 포트폴리오의 개선: 새로운 상관행렬 개선방법', 보험금융연구, 31(3), 171-210.

- Pichl, L., C. Eom, E. Scalas, and T. Kaizoji (2020), 'Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety', Advanced Studies of Financial Technologies and Cryptocurrency Markets, 1-9.

- 엄철준, 장욱, 강병진, 이우백, 박종원 (2020), '투자자관심과 시장상황이 한국주식시장의 모멘텀 효과에 미치는 영향', 한국증권학회지 49(4), 589-641.

- Cheoljun Eom and Jong Won Park (2020), "Effects of the fat-tail distribution on the relationship between prospect theory value and expected return," North American Journal of Economics and Finance, Volume 51, 101052.

- Cheoljun Eom, S. J. Jordan, W.-B Lee and J. W. Park (2020), "Programs trades and trade regulation: An evidence of the Korean securities market," Journal of Futures Markets 40(1), 44-66.

- 엄철준, 이우백, 박종원 (2019), "변동성분해와 조건부 변동성-주식수익률의 관계," 재무관리연구 36(3), 1-28.

- Cheoljun Eom, Taisei Kaizoji, and Enrico Scalas (2019), "Fat tails in financial return distributions revisited: Evidence from the Korean stock market," Physica A - Statistical Mechanics and Its Applications, 526, 121055.

- Cheolju Eom, Taisei Kaizoji, Sang Hoon Kang, and Lucas Pichl (2019), “Bitcoin and Investor Sentiment: Satistical Characteristics and Predictability,” Physica A - Statistical Mechanics and Its Applications, 514, 511-521

- Cheoljun Eom and Jong Won Park (2018), “A New Method for Better Portfolio Investment: A Case of the Korean Stock Market,” Pacific-Basin Finance Journal, 49, 213-231.

- 엄철준 (2018), "횡단면 주식가격오류와 고유변동성: 새로운 접근법," 한국증권학회지 47(3), 471-503.

- Eom, C., T. Kaizoji,J. W. Park,E. Scalas (2018), "Realized FX Volatility : Statistical Properties and Applications," 선물연구 26(1), 1-25.

- 엄철준,장욱,박종원 (2017), "외부충격과 실현변동성의 이질적 자기회귀모형," 재무연구 30(2), 181-216.

- Cheoljun Eom (2017), “Two-faced Property of a Market Factor in Asset Pricing and Diversification Effect,” Physica A: Statistical Mechanics and its Applications, 471, 190-199.

- Cheoljun Eom, and Jong Won Park (2017), “Effects of Common Factors on Stock Correlation Networks and Portfolio Diversification,” International Review of Financial Analysis, 49, 1-11.

- 엄철준,박종원 (2016), "공통요인이 주식수익률간 상관행렬과 분산투자에 미치는 영향," 한국증권학회지 45(4), 865-894.

- 엄철준,박종원 (2016), "변동성 예측에서 실현 왜도와 첨도가 갖는 정보효과: 이질적 자기회귀모형의 개선을 중심으로," 경영학연구 45(4), 1173-1211.

- 장욱,엄철준,박종원 (2016), "차익거래 비대칭이 고유변동성 퍼즐에 미치는 영향: 한국 주식시장, 금융공학연구 15(1), 21-44.

- 엄철준 (2015), 고빈도 수익률과 실현변동성을 이용한 금융자료의 통계적 속성에 관한 재고찰," 재무연구 28(3), 453-485.

- Cheoljun Eom, Jong Won Park, Yong H. Kim, and Taisei Kaizoji (2015), "Effects of the Market Factor on Portfolio Diversification: The Case of Market Crashes," Investment Analysts Journal, 44(1), 71-83.

- 이우백,엄철준,박종원 (2014), "거래승수 인상이 KOSPI 200 옵션시장의 가격발견기능에 미치는 효과," 금융안정연구 15(2), 129-159.

- 엄철준,이우백,박래수,장욱,박종원 (2014), "한국주식시장의 고유변동성 퍼즐에 대한 연구," 한국증권학회지 43(4), 753-784.

- 엄철준,이우백,박종원 (2014), "한국 주식시장의 규모효과에 대한 재검증," 재무관리연구 31(3), 753-784.

- 엄철준 (2012), "시장상황을 고려한 기대 주식수익률의 횡단면에 관한 재조사," 재무연구 25(4), 599-639.

- Cheoljun Eom, Okyu Kwon, Woo-Sung Jung, and Seunghwan Kim (2010), "The effect of a market factor on information flow between stocks using the minimal spanning tree", Physica A: Statistical Mechanics and its Applications, 389(8), 1643-1652.

- Cheoljun Eom, Woo-Sung Jung, Taisei Kaizoji, and Seunghwan Kim (2009), "Effect of changing data size on eigenvalues in the Korean and Japanese stock markets", Physica A: Statistical Mechanics and its Applications, 388(22), 4780-4786.

- Cheoljun Eom, Gabjin Oh, Woo-Sung Jung, Hawoong Jeong, and Seunghwan Kim (2009), "Topological Properties of Stock Networks based on Minimal Spanning Tree and Random Matrix Theory in Financial Time Series", Physica A: Statistical Mechanics and its ApplicationsA, 388(6), 900-906.

- Cheoljun Eom, Gabjin Oh, and Seunghwan Kim (2008), "Statistical Investigation of Connected Structure of Stock Networks in a Financial Time Series", Journal of the Korean Physical Society, 53(6), 3837-3841.

- Cheoljun Eom, Gabjin Oh and, Woo-Sung Jung (2008), "Relationship between Efficiency and predictability in Stock Price Change", Physica A: Statistical Mechanics and its Applications, 387(22), 5511-5517.

- Cheoljun Eom, Woo-sung Jung, Sunghoon Choi, Gabjin Oh and, Seunghwan Kim (2008), "Effects of Time Dependency and Efficiency on Information Flow in Financial Markets", Physica A: Statistical Mechanics and its Applications, 387(21), 5219-5224.

- Cheoljun Eom, Woo-sung Jung, Sunghoon Choi, and Gabjin Oh (2008), "Hurst Exponent and Prediction based on Weak-form Efficient Market Hypothesis on Stock Markets", Physica A: Statistical Mechanics and its Applications, 387(18), 4630-4636.

- Cheoljun Eom, Gabjin Oh, and Seunghwan Kim (2007), "Topological Properties of a Minimal Spanning Tree in the Korean and the American Stock Markets", Journal of the Korean Physical Society, 51(4), 1432-1436.

- Cheoljun Eom, Gabjin Oh, and Seunghwan Kim (2007), "Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market," Physica A: Statistical Mechanics and its Applications, 383(1), 139-146.