Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Herd Behavior of Returns in the Futures Exchange Market   The herd behavior of returns is investigated in Korean futures exchange
market. It is obtained that the probability distribution of returns for three
types of herding parameter scales as a power law $R^{-\beta}$ with the
exponents $ \beta=3.6$(KTB203) and 2.9(KTB209) in two kinds of Korean treasury
bond. For our case since the active state of transaction exists to decrease
lesser than the herding parameter $h=2.33$, the crash regime appears to
increase in the probability with high returns values. Especially, we find that
it shows a crossover toward a Gaussian probability function near the time step
$\Delta t=360$ from the distribution of normalized returns. Our result will be
also compared with other well-known results.

21
The categories of this paper are: adap-org
32
The categories of this paper are: atom-ph
12
The categories of this paper are: nucl-th
9
The categories of this paper are: nlin
24
The categories of this paper are: dg-ga
31
The categories of this paper are: ao-sci
18
The categories of this paper are: econ
3
The categories of this paper are: physics
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
25
The categories of this paper are: patt-sol
1
The categories of this paper are: cs
19
The categories of this paper are: eess
23
The categories of this paper are: solv-int
16
The categories of this paper are: stat