Financial Networks in the Korean Stock Exchange Market

2005/03/01 by Seong‐Min Yoon, Seong-Min Yoon, Yoon, Seong-Min +2
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Physical sciences #Insurance and Financial Risk Management #Physics and Society (physics.soc-ph) #physics.soc-ph

paper · pdf · doi:10.48550/arxiv.physics/0503017

3 pages, 4 figures

arxiv created 2005/03/01 · openalex publication_date 2005/03/01 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We investigate the financial network in the Korean stock exchange (KSE) market, using both numerical simulations and scaling arguments. We estimate the cross-correlation on the stock price exchanges of all companies listed on the the Korean stock exchange market, where all companies are fully connected via weighted links, by introducing a weighted random graph. The degree distribution and the edge density are discussed numerically from the market graph, and the statistical analysis for the degree distribution of vertices is particularly found to approximately follow the power law.

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