Characteristics of networks in financial markets

We investigate the financial network of the Korea Stock Exchange (KSE) using numerical simulations and scaling arguments. The frequency of degree and the edge density for a real stock market graph are mainly discussed from a numerical point of view. In particular, our frequency of degree follows approximately the power law distribution. Key words: Financial networks; Cross-correlation; Frequency of degree; Edge density

• Type: Journal
• Year: 2007
• Where: CPHYSICS
• Authors: Kyungsik Kim, Soo Yong Kim, Deock-Ho Ha
• Keywords: CPHYSICS 2007, Edge Density, Korea Stock Exchange, Stock Market Graph