3 papers
physics.soc-ph2005
Grouping in the stock markets of Japan and Korea
Woo-Sung Jung, Okyu Kwon, Taisei Kaizoji +2
We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the vali…
physics.soc-ph2005
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…
physics.soc-ph2005
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…