| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481490 | Physica A: Statistical Mechanics and its Applications | 2012 | 7 Pages |
Abstract
⺠We analyze high-frequency intraday level Korean stock market data using the minimum spanning tree (MST) method. ⺠As the market volatility increases, the MST of stocks becomes denser. ⺠Under volatile market conditions, stock prices are more correlated with each other.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Junghoon Lee, Janghyuk Youn, Woojin Chang,