We consider the scaling behaviors for fluctuations of the number of Korean firms bankrupted in the period from August 1 2002 to October 28 2003. We observe a power law for the distribution of the number of the bankrupted firms. The Pareto exponent is close to unity. We also consider the daily...

We report the quiet-time probability distribution of the absolute return in the Korean stock-market index. We define the quiet time as a time interval during the absolute return of the stock index that are above a threshold rc. Through an exponential bin plot, we observe that the quiet-time...

We consider the probability distribution function of the trading volume and the volume changes in the Korean stock market. The probability distribution function of the trading volume shows double peaks and follows a power law, P(V/〈V〉)∼(V/〈V〉)−α at the tail part of the distribution...