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Analyses of the structure of group correlations in Korean financial markets

โœ Scribed by Jeung Su Ko, Gyuchang Lim, Kyungsik Kim


Book ID
119937083
Publisher
The Korean Physical Society
Year
2012
Tongue
English
Weight
426 KB
Volume
61
Category
Article
ISSN
0374-4884

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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 industr