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
β¦ LIBER β¦
The Index cohesive effect on stock market correlations
β Scribed by Y. Shapira; D. Y. Kenett; E. Ben-Jacob
- Book ID
- 111623215
- Publisher
- Springer
- Year
- 2009
- Tongue
- English
- Weight
- 730 KB
- Volume
- 72
- Category
- Article
- ISSN
- 1434-6036
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