Article
Cited 90 time in 
Cited 94 time in 
Cited 94 time in
Metadata Downloads
Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jung, WS | - |
| dc.contributor.author | Seungbyung Chae | - |
| dc.contributor.author | Jae-Suk Yang | - |
| dc.contributor.author | Hie-Tae Moon | - |
| dc.date.accessioned | 2016-04-01T02:30:41Z | - |
| dc.date.available | 2016-04-01T02:30:41Z | - |
| dc.date.created | 2010-12-20 | - |
| dc.date.issued | 2006-02-15 | - |
| dc.identifier.issn | 0378-4371 | - |
| dc.identifier.other | 2006-OAK-0000022457 | - |
| dc.identifier.uri | https://oasis.postech.ac.kr/handle/2014.oak/25268 | - |
| dc.description.abstract | We establish in this study a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Based on this analysis, it is found that the Korean stock market does not form the clusters of the business sectors or of the industry categories. When the MSCI (Morgan Stanley Capital International Inc.) index is exploited, we find that the Clusters of the Korean stock market is formed. This finding implicates that the Korean market, in this context, is characteristically different from the mature markets. (c) 2005 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 | NETWORKS | - |
| dc.subject | INTERNET | - |
| dc.title | Characteristics of the Korean stock market correlations | - |
| dc.type | Article | - |
| dc.contributor.college | 기술경영 대학원 과정 | - |
| dc.identifier.doi | 10.1016/J.PHYSA.2005.06.081 | - |
| dc.author.google | Jung, WS | - |
| dc.author.google | Chae, S | - |
| dc.author.google | Yang, JS | - |
| dc.author.google | Moon, HT | - |
| dc.relation.volume | 361 | - |
| dc.relation.issue | 1 | - |
| dc.relation.startpage | 263 | - |
| dc.relation.lastpage | 271 | - |
| 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.361, no.1, pp.263 - 271 | - |
| dc.identifier.wosid | 000235533200020 | - |
| dc.date.tcdate | 2019-02-01 | - |
| dc.citation.endPage | 271 | - |
| dc.citation.number | 1 | - |
| dc.citation.startPage | 263 | - |
| dc.citation.title | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | - |
| dc.citation.volume | 361 | - |
| dc.contributor.affiliatedAuthor | Jung, WS | - |
| dc.identifier.scopusid | 2-s2.0-27744470275 | - |
| dc.description.journalClass | 1 | - |
| dc.description.journalClass | 1 | - |
| dc.description.wostc | 68 | - |
| dc.description.scptc | 66 | * |
| dc.date.scptcdate | 2018-05-121 | * |
| dc.type.docType | Article | - |
| 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 | - |
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