DC Field | Value | Language |
---|---|---|
dc.contributor.author | Jeon, Woong | ko |
dc.contributor.author | Moon, Hie-Tae | ko |
dc.contributor.author | Oh, Gabjin | ko |
dc.contributor.author | Yang, Jae-Suk | ko |
dc.contributor.author | Jung, Woo-Sung | ko |
dc.date.accessioned | 2013-03-09T16:01:26Z | - |
dc.date.available | 2013-03-09T16:01:26Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 2010-03 | - |
dc.identifier.citation | JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.56, pp.922 - 925 | - |
dc.identifier.issn | 0374-4884 | - |
dc.identifier.uri | http://hdl.handle.net/10203/96808 | - |
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.language | English | - |
dc.publisher | KOREAN PHYSICAL SOC | - |
dc.title | Return Intervals Analysis of the Korean Stock Market | - |
dc.type | Article | - |
dc.identifier.wosid | 000275624200042 | - |
dc.identifier.scopusid | 2-s2.0-77954854612 | - |
dc.type.rims | ART | - |
dc.citation.volume | 56 | - |
dc.citation.beginningpage | 922 | - |
dc.citation.endingpage | 925 | - |
dc.citation.publicationname | JOURNAL OF THE KOREAN PHYSICAL SOCIETY | - |
dc.identifier.doi | 10.3938/jkps.56.922 | - |
dc.contributor.localauthor | Moon, Hie-Tae | - |
dc.contributor.localauthor | Yang, Jae-Suk | - |
dc.contributor.nonIdAuthor | Oh, Gabjin | - |
dc.contributor.nonIdAuthor | Jung, Woo-Sung | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Stock market | - |
dc.subject.keywordAuthor | Return interval | - |
dc.subject.keywordAuthor | Econophysics | - |
dc.subject.keywordPlus | FINANCIAL-MARKETS | - |
dc.subject.keywordPlus | VOLATILITY | - |
dc.subject.keywordPlus | MEMORY | - |
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