161 citations
- Centro de Estudios CientíficosCL8 papers
- Waseda UniversityJP7 papers
- Rikkyo UniversityJP6 papers
- Boston UniversityUS2 papers
- Inter-University Centre for Astronomy and AstrophysicsIN2 papers
- Korea Advanced Institute of Science and TechnologyKR2 papers
- Korea UniversityKR2 papers
- Queen Mary University of LondonGB2 papers
- The University of TokyoJP2 papers
- Bar-Ilan UniversityIL1 paper
- Daido UniversityJP1 paper
- Institute of Molecular Bioimaging and PhysiologyIT1 paper
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q-fin.ST2007★ 35 cited
Volatility return intervals analysis of the Japanese market
Woo-Sung Jung, Fengzhong Wang, Shlomo Havlin +3
We investigate scaling and memory effects in return intervals between price volatilities above a certain threshold for the Japanese stock market using daily and intraday data s…
q-fin.ST2007★ 40 cited
Group dynamics of the Japanese market
Woo-Sung Jung, Okyu Kwon, Fengzhong Wang +3
We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping…