http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
- 中文 을 입력하시려면 zhongwen을 입력하시고 space를누르시면됩니다.
- 北京 을 입력하시려면 beijing을 입력하시고 space를 누르시면 됩니다.
RISS 인기검색어
- 검색키워드
- 저자 : 소재환 ( Jae-hwan So ) (검색결과 6 건)
- 무료
- 기관 내 무료
- 유료
-
-
박재학 ( Jae-hak Park ),소재환 ( Jae-hwan So ),최임천 ( Lim-cheon Choi ),박순철 ( Soon-cheol Park ) 한국정보처리학회 2011 한국정보처리학회 학술대회논문집 Vol.18 No.2
하드웨어의 발전으로 인하여 스마트폰이 등장함으로서 휴대폰도 PC의 기능적 부분을 수행할 수 있게 되었다. PC가 우리 생활 속에 많은 영향을 끼치는 만큼 스마트폰의 사용자 또한 급격하게 증가하는 추세이며 그에 따른 어플리케이션의 개발도 상당한 속도로 발전하고 있다. 본 논문에서는 기존에 웹 2.0 기반으로 설계된 무형문화 디지털 아카이브즈를 스마트폰 어플리케이션으로 구현함으로서 사람들의 접근성을 높이고 루씬 검색 시스템을 적용하여 기존 검색 시스템보다 효율적인 검색을 통해 사용자에게 정확한 정보를 전달할 수 있도록 하였다.
-
蘇宰煥 덕성여자대학교 사회과학연구소 1996 사회과학연구 Vol.3 No.-
In this study on the time lag of lead between trading volume and stock price change, Granger causality between trading volume(TV) and absolute value of Korean Stock Price Index change(ADSPI) was tested on the various unit periods including ascending period (Ⅰ),(Ⅱ), declining period(Ⅰ),(Ⅱ) and whole period from September 1, 1987 to June 30, 1996. In the Granger causality test, original daily data series(DATA Ⅰ) was processed into three different kinds of data series, DATA Ⅱ, Ⅲ and Ⅳ. Saturday's TV of DATA Ⅱ series has been doubled because on saturday, the market is open only half day. Holiday data of DATA Ⅲ series has been generated by using the arithmetic mean of the data before and after the holiday. DATA Ⅳ series has been generated by correcting both of the above problems; saturday's TV problem(settled in DATA Ⅱ series) and holiday's vacancy problem(settled in DATA Ⅲ series). The major test results are as follows. First, during the whole period, TV has both time lag and lead relationship with ADSPI on any data series from DATA Ⅰ to DATA Ⅳ. Secondly, during the ascending period(Ⅰ),(Ⅱ) and the declining period(Ⅰ), most results(about 70%) shows that TV has both time lag and lead relationship with ADSPI. Lastly, the above relationship has been confirmed much more perfectly in the test results by DATA Ⅲ or DATA Ⅳ series than in those of DATA Ⅰ or DATA Ⅱ series.
-
蘇宰煥 덕성여자대학교 사회과학연구소 1996 사회과학연구 Vol.4 No.-
In this empirical study, the day of the week effects of trading volume in Korean stock market was tested by the methods of descriptive statistical analysis, OLS regressive analysis and dummy regressive analysis using daily data from September 1, 1987 to June 30, 1996. The original daily data series was processed into two different kinds of data series, DATA Ⅰ and DATA Ⅱ. Holiday data of DATA Ⅰ series has been generated by using the arithmetic mean of the data before and after the holiday. Saturday's trading volume of DATA Ⅱ series has been generated by doubling that of DATA Ⅰ because on saturday, the market is open only half day. The major test results are aw follows. First, Saturday's trading volume of DATA Ⅱ was significantly higher than those of the other days of the week in all the test results. Secondly, the average trading volume of Monday has shown the lowest, which however was slightly ower than those of the other days of the week except Saturday. Lastly, Monday's trading volume of DATA Ⅱ was significantly lower than those of the other days of the week when it was tested by dummy regressive models which controlled the autocorrelation and monthly effect of trading volume.
-
蘇宰煥 덕성여자대학교 사회과학연구소 1996 사회과학연구 Vol.4 No.-
In this study, the relationship between trading volume and stock price change of Initial Public Offerings(IPOs) in the Korean stock market was empirically tested by the methods of descriptive statistical analysis and Kendall's coefficient of concordance test of non-parametric statistical analysis. The daily data of newly listed 63 common stocks are used from August 22, 1992 to December 31, 1995. The whole period is classified as ascending and declining period by Korea Composite Stock Price Index(KOSPI) standard. The major test results are as follows. First, it takes 11 days for the average of the cumulative daily return(ACDR) of 63 issues of IPOs during the whole period to make an end of its continuous uprising and arrive its first peak for the first time from the listing date. Secondly, on the same day when ACDR arrives its first peak, the average of the ratio of daily trading volume to offered volume(ARDTVOV) of 63 issues of IPOs during the whole period shows its biggest ARDTVOVs of about 9∼10% a day. We come to the conclusion that IPOs investors can decide the selling point by observing the extraordinarily big daily increase of ARDTVOV by about 9∼10%. Also, I got the similar result by analyzing the data during the ascending and decling period.
-
소재환 덕성여자대학교 사회과학연구소 1998 사회과학연구 Vol.5 No.-
Recently Korean capital market has been undergoing a significant change since Korea asked an IMF bailout program because of Korean currency crisis at the end of 1997. The extent of foreign securities company's entry into Korean market and the related law and regulations are reviewed. The implications and effects of foreign securities company's entry into Korean market are also discussed. Policy tasks concerning the successful opening of securities companies in Korea are suggested.
연관 검색어 추천
이 검색어로 많이 본 자료
활용도 높은 자료
