{
  "annotation_id": "0497457d-c9cb-42fb-8259-f36d50db717b",
  "date_created": "2026-03-02T18:00:56.761000Z",
  "date_modified": "2026-03-02T18:00:56.761000Z",
  "file_hash": "9f589ee12d9e2995b14dc46651850dff6b837d8a5608313fea90c6c5e88ec016",
  "private": false,
  "record": {
    "abstract": "In this study, we establish a network structure of the Korean stock market,\none of the emerging markets, with its minimum spanning tree through the\ncorrelation matrix. Base on this analysis, it is found that the Korean stock\nmarket doesn\u0027t form the clusters of the business sectors or of the industry\ncategories. When the MSCI (Morgan Stanley Capital International Inc.) index is\nexploited, we found that the clusters of the Korean stock market is formed.\nThis finding implicates that the Korean market, in this context, is\ncharacteristically different form the mature markets.",
    "arxiv_id": "physics/0504009",
    "authors": [
      "Woo-Sung Jung",
      "Seungbyung Chae",
      "Jae-Suk Yang",
      "Hie-Tae Moon"
    ],
    "categories": [
      "physics.soc-ph",
      "cond-mat.stat-mech",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2005.06.081",
    "journal_ref": "Physica A 361 pp.263-271 (2006).",
    "title": "Characteristics of the Korean stock market correlations",
    "url": "https://arxiv.org/abs/physics/0504009"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "ac94bd01-c779-47b7-99d2-0f26e4376b2f",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}