Article
Cited 6 time in 
Cited 6 time in 
Cited 6 time in
Metadata Downloads
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Woong Jeon | - |
| dc.contributor.author | Hie-Tae Moon | - |
| dc.contributor.author | Gabjin Oh | - |
| dc.contributor.author | Jae-Suk Yang | - |
| dc.contributor.author | Jung, WS | - |
| dc.date.accessioned | 2016-04-01T02:29:26Z | - |
| dc.date.available | 2016-04-01T02:29:26Z | - |
| dc.date.created | 2010-12-20 | - |
| dc.date.issued | 2010-03 | - |
| dc.identifier.issn | 0374-4884 | - |
| dc.identifier.other | 2010-OAK-0000022513 | - |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/25229 | - |
| dc.description.abstract | We analyze the return intervals in Korean stock prices. While scaling and memory effects prevail in mature markets, such as the US and Japanese markets, the Korean market does not exhibit the scaling effect, but rather the memory effect. Multiscaling behavior appears as well. Interestingly, the return interval distribution of the Korean market shows neither a stretched exponential nor an exponential distribution. We propose that the features we have found can be a distinct feature of the Korean market. | - |
| dc.description.statementofresponsibility | X | - |
| dc.language | English | - |
| dc.publisher | Korean Physical Society | - |
| dc.relation.isPartOf | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
| dc.subject | Stock market | - |
| dc.subject | Return interval | - |
| dc.subject | Econophysics | - |
| dc.subject | FINANCIAL-MARKETS | - |
| dc.subject | VOLATILITY | - |
| dc.subject | MEMORY | - |
| dc.title | Return Intervals Analysis of the Korean Stock Market | - |
| dc.type | Article | - |
| dc.contributor.college | 기술경영 대학원 과정 | - |
| dc.identifier.doi | 10.3938/JKPS.56.922 | - |
| dc.author.google | Jeon, W | - |
| dc.author.google | Moon, HT | - |
| dc.author.google | Oh, G | - |
| dc.author.google | Yang, JS | - |
| dc.author.google | Jung, WS | - |
| dc.relation.volume | 56 | - |
| dc.relation.issue | 3 | - |
| dc.relation.startpage | 922 | - |
| dc.relation.lastpage | 925 | - |
| dc.contributor.id | 10150087 | - |
| dc.relation.journal | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
| dc.relation.index | SCI급, SCOPUS 등재논문 | - |
| dc.relation.sci | SCI | - |
| dc.collections.name | Journal Papers | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.56, no.3, pp.922 - 925 | - |
| dc.identifier.wosid | 000275624200042 | - |
| dc.date.tcdate | 2019-02-01 | - |
| dc.citation.endPage | 925 | - |
| dc.citation.number | 3 | - |
| dc.citation.startPage | 922 | - |
| dc.citation.title | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
| dc.citation.volume | 56 | - |
| dc.contributor.affiliatedAuthor | Jung, WS | - |
| dc.identifier.scopusid | 2-s2.0-77954854612 | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalClass | 1 | - |
| dc.description.wostc | 6 | - |
| dc.description.scptc | 5 | * |
| dc.date.scptcdate | 2018-05-121 | * |
| dc.type.docType | Article | - |
| dc.subject.keywordAuthor | Stock market | - |
| dc.subject.keywordAuthor | Return interval | - |
| dc.subject.keywordAuthor | Econophysics | - |
| dc.relation.journalWebOfScienceCategory | Physics, Multidisciplinary | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.description.journalRegisteredClass | kci | - |
| dc.relation.journalResearchArea | Physics | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.
Communities & Collection
Related Researcher
- 정우성JUNG, WOO SUNG
- Dept of Industrial & Management Enginrg