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Physical Properties of the Korean Stock Market

  • Julian Juhi-Lian Ting
Conference paper

Summary

The mutual influence between the index time series and the vol­ume time series of the Korean stock market, KOSPI, is considered along with it volatility, first order Landau expansion fitting, and volume-index correla­tion based on one minute data. We find causality indeed exists in the index time series but not the volume time series.

Keywords

Price Change Trading Volume Index Difference Emergent Market Volatility History 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Japan 2004

Authors and Affiliations

  • Julian Juhi-Lian Ting
    • 1
  1. 1.Taichung, TaiwanROC

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