23 citations · 25 across the 3 of their papers we have counts for
Showing physics.soc-phShow all
2 papers · 1 filter
physics.soc-ph2007★ 23 cited
Power Law in Firms Bankruptcy
Byoung Hee Hong, Kyoung Eun Lee, Jae Woo Lee
We consider the scaling behaviors for fluctuations of the number of Korean firms bankrupted in the period from August 1 2002 to October 28 2003. We observe a power law for the dist…
physics.soc-ph2005
Waiting-time distribution for a stock-market index
Jae Woo Lee, Kyoung Eun Lee, Per Arne Rikvold
We investigate the waiting-time distribution of the absolute return in the Korean stock-market index KOSPI. We define the waiting time as a time interval during which the normalize…