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      • 체 GF(p) 위의 비 승수수열에 관한 연구

        유원석 金烏工科大學校 産業技術開發硏究院 1999 産業技術開發硏究 Vol.15 No.-

        In this paper, we show that the rate-multiplier sequences over GF(p) have a long recursion length and the period of these sequences is long. In fact, this work is an extension of Chambers type results.

      • KCI등재

        선물 유통시장에서 시장지배력에 관한 연구

        유원석 한국유통과학회 2017 유통과학연구 Vol.15 No.11

        '스콜라' 이용 시 소속기관이 구독 중이 아닌 경우, 오후 4시부터 익일 오전 9시까지 원문보기가 가능합니다.

        Purpose - This paper aims to investigate a profit maximizing incentive of foreign traders in distributing the KOSPI 200 Futures. Such an incentive may induce unsophisticated retail traders to suffer loss from speculative trading. Since Korean government increased the entry barriers of the market to protect unsophisticated traders, the market size has been decreasing while the proportion of the contract held by foreign traders has been increasing. These on going changes make the market imperfectly competitive, where a profit maximization incentives of foreign traders are expected to grow. In this paper, we attempt to find any evidence of such behavior, thereby providing implications regarding market policy and market efficiency. Research design, data, and methodology - According to Kyle(1985), an informed trader exploits his/her monopoly power optimally in a dynamic context so that he/she makes positive profit, where he/she could conceal his/her trading utilizing noise trading as camouflage. We apply the KOSPI 200 Futures market to the Kyle’s model: foreign traders who take into account the effect of his/her trading to maximize expected profits as an informed trader, retail investors as noise traders, and financial institutions as market makers. To find any evidence of monopolistic behavior, we test the variants of trading volume and price data of the KOSPI 200 Futures over the period of 2009 and 2017. Results - First, we find that the price of the KOSPI 200 Futures are more volatile than the price of underlying asset. Second, we find that monopolistic foreign trader’s trading order flows are consistent with exploiting his/her monopoly power to maximize profit. Finally, we find that retail investors’ trading order flows are inversely consistent with maximizing profit, that is, uninformed retail investors suffer loss continuously in speculative trading against informed traders. Conclusions - Our results show that the quantity of strategic order flows may have a large effect on the price, therefore, resulting the market inefficiency. The results also imply that, in implementing regulations, the depth of the market must be considered to maintain market liquidity, and suggesting interesting research topics regarding the market structure.

      • KCI등재

        Compiling Multicopy Single-Stranded DNA Sequences from Bacterial Genome Sequences

        유원석,임동빈,김상수 한국유전체학회 2016 Genomics & informatics Vol.14 No.1

        A retron is a bacterial retroelement that encodes an RNA gene and a reverse transcriptase (RT). The former, once transcribed,works as a template primer for reverse transcription by the latter. The resulting DNA is covalently linked to the upstream partof the RNA; this chimera is called multicopy single-stranded DNA (msDNA), which is extrachromosomal DNA found in manybacterial species. Based on the conserved features in the eight known msDNA sequences, we developed a detection methodand applied it to scan National Center for Biotechnology Information (NCBI) RefSeq bacterial genome sequences. Among16,844 bacterial sequences possessing a retron-type RT domain, we identified 48 unique types of msDNA. Currently, thebiological role of msDNA is not well understood. Our work will be a useful tool in studying the distribution, evolution, andphysiological role of msDNA.

      • KCI등재

        Investigation of Splicing Quantitative Trait Loci in Arabidopsis thaliana

        유원석,경성규,한성균,김상수 한국유전체학회 2016 Genomics & informatics Vol.14 No.4

        The alteration of alternative splicing patterns has an effect on the quantification of functional proteins, leading to phenotype variation. The splicing quantitative trait locus (sQTL) is one of the main genetic elements affecting splicing patterns. Here, we report the results of genome-wide sQTLs across 141 strains of Arabidopsis thaliana with publicly available next generation sequencing datasets. As a result, we found 1,694 candidate sQTLs in Arabidopsis thaliana at a false discovery rate of 0.01. Furthermore, among the candidate sQTLs, we found 25 sQTLs that overlapped with the list of previously examined trait-associated single nucleotide polymorphisms (SNPs). In summary, this sQTL analysis provides new insight into genetic elements affecting alternative splicing patterns in Arabidopsis thaliana and the mechanism of previously reported trait-associated SNPs.

      • KCI등재

        장기소비 위험을 이용한 통화포트폴리오 수익률에 관한 연구

        유원석,손삼호 한국유통과학회 2013 유통과학연구 Vol.11 No.10

        '스콜라' 이용 시 소속기관이 구독 중이 아닌 경우, 오후 4시부터 익일 오전 9시까지 원문보기가 가능합니다.

        Purpose -The purpose of this study is to suggest a risk factor that significantly explains foreign currency risk premia. In recent years, some studies have found that the performance of the simultaneous consumption risk model improves considerably when tested on foreign currency portfolios, which are constructed based on the international interest rates differentials. However, this paper focuses on the long-run consumption risk factor. In our empirical research, we found that the real excess returns of high interest rate currency portfolios depreciate on average, when the future American long-run consumption growth rate appears low. This makes the high interest rate currency portfolios have relatively high risk premia. Meanwhile, the real excess returns of low interest rate currency portfolios appreciate on average, under the same conditions, which results in relatively low risk premia for these portfolios. Therefore, this long-run consumption risk factor might explain why low interest rate currencies do not appreciate as much as the interest rate differential, and why high interest rate currencies do not depreciate as much as the interest rate differential. Research design, data, methodology-In our explanation, we provide new evidence on the success of long-run consumption risks in currency risk premia by focusing on the long-run consumption risks borne by American representative investors. To uncover the hidden link between exchange rates and long-run consumption growth, we set the eight currency portfolios as our basic assets, which have been built based on the foreign interest rates of eighty countries. As these eight currency portfolios are rebalanced every year, the first group always contains the lowest interest rate currencies, and the last group contains the highest interest rate currencies. Against these basic eight currency portfolios, we estimate the long-run consumption risk model. We use recursive utility framework and the stochastic discount factor that depends on the present value of expected future consumption growth rates. We find that our model is optimized in the two-year period of constructing the durable consumption expectation factor. Our main results surprisingly surpass the performance of the existing benchmark simultaneous consumption model in terms of , relatively risk aversion coefficient , and p-value of J-test. Results-The performance of our model is superior. , relatively risk aversion coefficient , and p-value of J-test of our long-run durable consumption model are 90%, 93%, and 65.5%, respectively,while those of EZ-DCAPM are 87%, 113%, and 62.8%, respectively. Thus, we can speculate that the risk premia in foreign currency markets have been determined by the long-run consumption risk. Conclusions-The aggregate long-run consumption growth risk explains a large part of the average change in the real excess returns of foreign currency portfolios. The real excess returns of high interest rate currency portfolios depreciate on average when American long-run consumption growth rate is low, and the real excess returns of low interest rate currency portfolios appreciate under the same conditions. Thus, the low interest rate currency portfolios allow investors to hedge against aggregate long-run consumption growth risk.

      • KCI등재후보

        The structure of the radical of the non semisimple group rings

        유원석 강원경기수학회 2010 한국수학논문집 Vol.18 No.1

        It is well known that the group ring K[G] has the non-trivial Jacobson radical if K is a field of characteristic p and G is a finite group of which order is divided by a prime p. This paper is concerned with the structure of the Jacobson radical of such a group ring.

      • KCI등재

        The Geometry Descriptions of Crystallographic Groups of Sol

        유원석 조선대학교 기초과학연구원 2017 조선자연과학논문집 Vol.10 No.2

        The connected and simply connected four-dimensional matrix solvable Lie group is the four-dimensional geometry. A crystallographic group of is a discrete cocompact subgroup of Sol . In this paper, we geometrically describe the crystallographic groups of .

      • KCI등재

        Summability Results for Mapping Matrices

        유원석 조선대학교 기초과학연구원 2018 조선자연과학논문집 Vol.11 No.1

        For topological vector spaces and , let = . Then it is an extremely large family and the family of linear operators is a very small subfamily of . In this paper, we establish the characterizations of - matrix families and .

      • KCI등재

        일반 소비자의 공모펀드 구매유인 제고 방안: 글로벌 주식유통시장에서 요인포트폴리오 활용

        유원석 한국유통과학회 2019 유통과학연구 Vol.17 No.9

        '스콜라' 이용 시 소속기관이 구독 중이 아닌 경우, 오후 4시부터 익일 오전 9시까지 원문보기가 가능합니다.

        Purpose - We investigate how to increase consumer incentives to buy public offering funds, resulting in activating the public offering fund market. In particular, this study aims to find ways to expand diversity and to improve efficiency of public offering fund. The public fund market of Korea has been stagnant in recent years. However, the public offering fund market plays a very significant role in terms of consumer welfare. Since only a few wealthy investors can participate in the private equity market, the stagnation in the public offering fund market usually reduces the opportunity of consumer’s buying funds thus ultimately affecting their future wealth. Research design, data, and methodology - To attain our purpose, the 'factor-based portfolio strategy’ has been considered. It is an alternative portfolio strategy, which composites the advantages of the passive management and active management. For our empirical anaylsis, we used global stock distribution market data over the period of 1991 and 2016. Then we constructed portfolios based on firm-size, firm-value, and momentum. Finally, a regression model was set, then hypotheses were tested, analyzing the performances. Results - First, among the 15 factor-based portfolios of global, Europe, Asia-Pacific(ex Japan), US and Japan, in eight portfolios, positive excess returns are observed at 5% significance level. Further, there is another portfolio with positive excess return at 10% significance level. Second, most of the portfolios with significant excess performance show positive relationship with the market portfolio. However, the firm-value based portfolio in Asia-Pacific region shows no relationship, and the firm-value based portfolio in US shows negative relationship. Third, we confirmed that the two firm-value factor portfolios in Asia-Pacific region and US, not having positive relationship with market portfolio, provide significant excess returns. Conclusions - In this paper, we provide empirical evidences supporting that the factor-based portfolios expand the diversity of funds and improve the efficiency of investment performance. However, there is no guarantee that the efficiency will continue in the future. In addition, various constraints and costs must be considered. Nevertheless, our novel findings in the advanced financial market such as US and Asia-Pacific are very interesting and offers important implications.

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