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| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jung, WS | - |
| dc.contributor.author | Okyu Kwon | - |
| dc.contributor.author | Fengzhong Wang | - |
| dc.contributor.author | Taisei Kaizoji | - |
| dc.contributor.author | Hie-Tae Moon | - |
| dc.contributor.author | H. Eugene Stanley | - |
| dc.date.accessioned | 2016-04-01T02:29:43Z | - |
| dc.date.available | 2016-04-01T02:29:43Z | - |
| dc.date.created | 2010-12-20 | - |
| dc.date.issued | 2008-01-15 | - |
| dc.identifier.issn | 0378-4371 | - |
| dc.identifier.other | 2008-OAK-0000022502 | - |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/25238 | - |
| dc.description.abstract | We investigated the network structures of the Japanese stock market using the minimum spanning tree. We defined a grouping coefficient to test the validity of the conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the increasing external influences on the market due to globalization. To reduce this influence, we used S&P500 index as the international market and removed its correlation with every stock. We found stronger a grouping in this measurement when compared to the original analysis, which agrees with our assumption that the international market influences to the Japanese market. (C) 2007 Elsevier B.V. All rights reserved. | - |
| dc.description.statementofresponsibility | X | - |
| dc.language | English | - |
| dc.publisher | Elsevier | - |
| dc.relation.isPartOf | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.subject | correlation-based clustering | - |
| dc.subject | emerging market | - |
| dc.subject | minimum spanning tree | - |
| dc.subject | econophysics | - |
| dc.subject | STOCK-MARKET | - |
| dc.subject | FINANCIAL-MARKETS | - |
| dc.subject | RETURN | - |
| dc.subject | FLUCTUATIONS | - |
| dc.subject | EFFICIENCY | - |
| dc.subject | NETWORKS | - |
| dc.subject | EXCHANGE | - |
| dc.subject | SCALE | - |
| dc.subject | LAW | - |
| dc.title | Group dynamics of the Japanese market | - |
| dc.type | Article | - |
| dc.contributor.college | 기술경영 대학원 과정 | - |
| dc.identifier.doi | 10.1016/J.PHYSA.2007.09.022 | - |
| dc.author.google | Jung, WS | - |
| dc.author.google | Kwon, O | - |
| dc.author.google | Wang, F | - |
| dc.author.google | Kaizoji, T | - |
| dc.author.google | Moon, HT | - |
| dc.author.google | Stanley, HE | - |
| dc.relation.volume | 387 | - |
| dc.relation.issue | 2-3 | - |
| dc.relation.startpage | 537 | - |
| dc.relation.lastpage | 542 | - |
| dc.contributor.id | 10150087 | - |
| dc.relation.journal | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.relation.index | SCI급, SCOPUS 등재논문 | - |
| dc.relation.sci | SCI | - |
| dc.collections.name | Journal Papers | - |
| dc.type.rims | ART | - |
| dc.identifier.bibliographicCitation | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.2-3, pp.537 - 542 | - |
| dc.identifier.wosid | 000251896800020 | - |
| dc.date.tcdate | 2019-02-01 | - |
| dc.citation.endPage | 542 | - |
| dc.citation.number | 2-3 | - |
| dc.citation.startPage | 537 | - |
| dc.citation.title | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.citation.volume | 387 | - |
| dc.contributor.affiliatedAuthor | Jung, WS | - |
| dc.identifier.scopusid | 2-s2.0-36448969799 | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalClass | 1 | - |
| dc.description.wostc | 30 | - |
| dc.description.scptc | 29 | * |
| dc.date.scptcdate | 2018-05-121 | * |
| dc.type.docType | Article | - |
| dc.subject.keywordPlus | STOCK | - |
| dc.subject.keywordPlus | RETURN | - |
| dc.subject.keywordPlus | FLUCTUATIONS | - |
| dc.subject.keywordPlus | EFFICIENCY | - |
| dc.subject.keywordPlus | SCALE | - |
| dc.subject.keywordPlus | LAW | - |
| dc.subject.keywordAuthor | correlation-based clustering | - |
| dc.subject.keywordAuthor | emerging market | - |
| dc.subject.keywordAuthor | minimum spanning tree | - |
| dc.subject.keywordAuthor | econophysics | - |
| dc.relation.journalWebOfScienceCategory | Physics, Multidisciplinary | - |
| dc.description.journalRegisteredClass | scie | - |
| dc.description.journalRegisteredClass | scopus | - |
| dc.relation.journalResearchArea | Physics | - |
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- 정우성JUNG, WOO SUNG
- Dept of Industrial & Management Enginrg