한국 증권거래소에서 금융 그물망의 특성 = Characteristics of a Financial Network in the Korean Stock Exchange

다국어 초록 (Multilingual Abstract)

In this study, we investigate the financial network of the Korea Stock Exchange (KSE) by using both numerical simulations and scaling arguments. We estimate the cross correlation of stock prices for 554companies listed on the Korea Stock Exchange in 2003, where these companies are fully connected via links by introducing a random graph. The degree distribution and the edge density are discussed mainly from a numerical point of view. In particular, the degree distribution is found to follow approximately a power law.

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