79 citations · 321 across the 25 of their papers we have counts for
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cond-mat.stat-mech2003★ 25 cited
Herd Behaviors in the Stock and Foreign Exchange Markets
Kyungsik Kim, Seong-Min Yoon, Yup Kim
The herd behaviors of returns for the won-dollar exchange rate and the KOSPI are analyzed in Korean financial markets. It is shown that the probability distribution of price…
cond-mat.stat-mech2003★ 1 cited
Herd Behavior of Returns in the Futures Exchange Market
Kyungsik Kim, Seong-Min Yoon, Yup Kim
The herd behavior of returns is investigated in Korean futures exchange market. It is obtained that the probability distribution of returns for three types of herding parameter sca…