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arXiv physics/0511224physics.soc-phq-fin.ST
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在日本和韩国的股票市场上,

Grouping in the stock markets of Japan and Korea

Woo-Sung Jung, Okyu Kwon, Taisei Kaizoji, Seungbyung Chae, Hie-Tae Moon

摘要:

通过由上市股票组成的最小生成树,我们研究了日本和韩国股票市场的时间演化网络结构。我们检验了传统的按产业类别分组的有效性,发现日本和韩国的共同趋势是减少。这一现象说明,由于两国的全球化,对市场的外部影响越来越大。最后,韩国市场与摩根士丹利资本国际韩国指数,一个很好的参考外国人的交易,在21世纪初\cite{Jung2006}。在日本市场上,这种趋势随着20世纪90年代泡沫的破灭而越来越加强。

英文摘要:

We investigated the temporally evolving network structures of the Japanese and Korean stock markets through the minimum spanning trees composed of listed stocks. We tested the validity of conventional grouping by industrial categories, and found a common trend of decrease for Japan and Korea. This phenomenon supports the increasing external effects on the markets due to the globalization of both countries. At last the Korean market are grouped with the MSCI Korea Index, a good reference for foreigners' trading, in the early 2000s \cite{Jung2006}. In the Japanese market, this tendency is strengthened more and more by burst of the bubble in 1990's.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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