Scale-free network in stock markets

Journal of the Korean Physical Society

Volumn 40, Issue 6, 2002, Pages 1105-1108

  Kim, H J ^a   Kim, I M ^a   Lee, Y ^b   Kahng, B ^c  

^a Korea University   (South Korea)

^b YANBIAN UNIVERSITY   (China)

^c Seoul National University   (South Korea)

Author keywords

Econophysics; Stock market

Indexed keywords

EID: 0035998242     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

References (23)

1. N. Goldenfeld and L.P. Kadanoff, Science 284, 87 (1999).
2. W.B. Arthur, Science 284, 107 (1999).
3. R.N. Mantegna and H.E. Stanley, An Introduction to Econophysics: Correlations and Complexity in Finance (Cambridge Univ., Cambridge, 2000).
4. J.-P. Bouchaud and M. Potters, Theory of Financial Risks: From Statistical Physics to Risk Management, (Cambridge Univ., Cambridge, 2000).
5. L. Laloux, P. Cizeau, J.-P. Bouchaud and M. Potters, Phys. Rev. Lett. 83, 1467 (1999).
6. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral and H.E. Stanley, Phys. Rev. Lett. 83, 1471 (1999).
7. J.D. Noh, Phys. Rev. E 61, 5981 (2000).
8. R.N. Mantegna, Eur. Phys. J. B 11, 193 (1999).
9. G. Bonanno, N. Vandewalle and R.N. Mantegna, Phys. Rev. E 62, R7615 (2000).
10. B. Bollobás, Random Graphs (Academic, London, 1985).
11. P. Erdös and A. Rényi, Publ. Math. Inst. Hung. Acad. Sci. Ser. A 5, 17 (1960).
12. A.-L. Barabási and R. Albert, Science 286, 509 (1999).
13. H.-J. Kim and In-Mook Kim, J. Korean Phys. Soc. 38, 497 (2001); H.-J. Kim, In-Mook Kim and J.M. Kim, Phys. Rev. E 62, 3121 (2000).
14. H.-J. Kim and In-Mook Kim, J. Korean Phys. Soc. 38, 497 (2001); H.-J. Kim, In-Mook Kim and J.M. Kim, Phys. Rev. E 62, 3121 (2000).
15. R. Albert and A.-L. Barabási, (cond-mat/0106096).
16. S.N. Dorogovtsev and J.F.F. Mendes, (cond-mat/0106144).
17. E.L. Berlow, Nature 398, 330 (1999).
18. S.H. Yook, H. Jeong, A.-L. Barabási and Y. Tu, Phys. Rev. Lett. 86, 5835 (2001).
19. R.N. Mantegna, in Applied Nonlinear Dynamics and Stochastic Systems near the Millennium, edited by J.B. Kadtke and A. Bulsara (AIP Press, New York, 1997).
20. M. Faloutsos, P. Faloutsos and C. Faloutsos, Comp. Comm. Rev. 29, 251 (1999).
21. R. Albert, H. Jeong and A.-L. Barabási, Nature 401, 130 (1999).
22. H. Jeong, B. Tombor, R. Albert, Z.N. Oltvani and A.-L. Barabási, Nature 407, 651 (2000).
23. N. Vandewalle, F. Brisbois and X. Tordoir, (cond-mat/0009245).