Characteristics of the Korean stock market correlations

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dc.creatorJung, Woo-Sung
dc.creatorChae, Seungbyung
dc.creatorYang, Jae-Suk
dc.creatorMoon, Hie-Tae
dc.date2005-04-01
dc.date2005-06-16
dc.date.accessioned2026-07-07T12:07:31Z
dc.date.available2026-07-07T12:07:31Z
dc.descriptionIn 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 analysis, it is found that the Korean stock market doesn't form the clusters of the business sectors or of the industry categories. When the MSCI (Morgan Stanley Capital International Inc.) index is exploited, we found that the clusters of the Korean stock market is formed. This finding implicates that the Korean market, in this context, is characteristically different form the mature markets.
dc.description11 pages, 3 figures, revised on June 2005
dc.identifierhttps://arxiv.org/abs/physics/0504009
dc.identifierhttp://arxiv.org/abs/physics/0504009
dc.identifierPhysica A 361 pp.263-271 (2006).
dc.identifierdoi:10.1016/j.physa.2005.06.081
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208998
dc.subjectPhysics and Society
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleCharacteristics of the Korean stock market correlations
dc.typetext

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