  We investigate the financial network in the Korean stock exchange (KSE)
market, using both numerical simulations and scaling arguments. We estimate the
cross-correlation on the stock price exchanges of all companies listed on the
the Korean stock exchange market, where all companies are fully connected via
weighted links, by introducing a weighted random graph. The degree distribution
and the edge density are discussed numerically from the market graph, and the
statistical analysis for the degree distribution of vertices is particularly
found to approximately follow the power law.
