227 citations · 517 across the 8 of their papers we have counts for
5 papers · 1 filter
Gravity model for dyadic Olympic competitions
Hyeseung Choi, Hyungsoo Woo, Ji-Hyun Kim +1
In the Olympic Games, professional athletes representing their nations compete regardless of economic, political and cultural differences. In this study, we apply gravity model to…
Complexity analysis of the stock market
Joongwoo Brian Park, Jeong Won Lee, Jae-Suk Yang +2
We study the complexity of the stock market by constructing -machines of Standard and Poor's 500 index from February 1983 to April 2006 and by measuring the statistical complexi…
Dynamics of the return distribution in the Korean financial market
Jae-Suk Yang, Seungbyung Chae, Woo-Sung Jung +1
In this paper, we studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, we…
Effects of the globalization in the Korean financial markets
Woo-Sung Jung, Okyu Kwon, Jae-Suk Yang +1
We study the effect of globalization on the Korean market, one of the emerging markets. Some characteristics of the Korean market are different from those of the mature market acco…
Characteristics of the Korean stock market correlations
Woo-Sung Jung, Seungbyung Chae, Jae-Suk Yang +1
In this study, we establish a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Base on this…