Ahn, Sanghyun; Choi, Jaewon; Lim, Gyuchang; Cha, Kil Young - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 11, pp. 1991-2001
We investigate the structure of the cross-correlation in the Korean stock market. We analyze daily cross-correlations between price fluctuations of 586 different Korean stock entities for the 6-year time period from 2003 to 2008. The main purpose is to investigate the structure of group...
