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College of Natural Sciences(자연과학대학)Dept. of Physics(물리학과)PH-Journal Papers(저널논문)

Group dynamics of the Japanese market

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dc.contributor.authorJung, Woo-Sungko
dc.contributor.authorKwon, Okyuko
dc.contributor.authorWang, Fengzhongko
dc.contributor.authorKaizoji, Taiseiko
dc.contributor.authorMoon, Hie-Taeko
dc.contributor.authorStanley, H. Eugeneko
dc.date.accessioned2013-03-08T01:05:52Z-
dc.date.available2013-03-08T01:05:52Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued2008-01-
dc.identifier.citationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.387, no.2-3, pp.537 - 542-
dc.identifier.issn0378-4371-
dc.identifier.urihttp://hdl.handle.net/10203/91670-
dc.description.abstractWe 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.languageEnglish-
dc.publisherELSEVIER SCIENCE BV-
dc.subjectSTOCK-MARKET-
dc.subjectFINANCIAL-MARKETS-
dc.subjectRETURN-
dc.subjectFLUCTUATIONS-
dc.subjectEFFICIENCY-
dc.subjectNETWORKS-
dc.subjectEXCHANGE-
dc.subjectSCALE-
dc.subjectLAW-
dc.titleGroup dynamics of the Japanese market-
dc.typeArticle-
dc.identifier.wosid000251896800020-
dc.identifier.scopusid2-s2.0-36448969799-
dc.type.rimsART-
dc.citation.volume387-
dc.citation.issue2-3-
dc.citation.beginningpage537-
dc.citation.endingpage542-
dc.citation.publicationnamePHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS-
dc.identifier.doi10.1016/j.physa.2007.09.022-
dc.contributor.localauthorMoon, Hie-Tae-
dc.contributor.nonIdAuthorJung, Woo-Sung-
dc.contributor.nonIdAuthorKwon, Okyu-
dc.contributor.nonIdAuthorWang, Fengzhong-
dc.contributor.nonIdAuthorKaizoji, Taisei-
dc.contributor.nonIdAuthorStanley, H. Eugene-
dc.type.journalArticleArticle-
dc.subject.keywordAuthorcorrelation-based clustering-
dc.subject.keywordAuthoremerging market-
dc.subject.keywordAuthorminimum spanning tree-
dc.subject.keywordAuthoreconophysics-
dc.subject.keywordPlusSTOCK-MARKET-
dc.subject.keywordPlusFINANCIAL-MARKETS-
dc.subject.keywordPlusRETURN-
dc.subject.keywordPlusFLUCTUATIONS-
dc.subject.keywordPlusEFFICIENCY-
dc.subject.keywordPlusNETWORKS-
dc.subject.keywordPlusEXCHANGE-
dc.subject.keywordPlusSCALE-
dc.subject.keywordPlusLAW-
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