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In this study, we attempted to determine how eigenvalues change, according torandom matrix theory (RMT), in stock market data as the number of stockscomprising the correlation matrix changes. Specifically, we tested for changesin the eigenvalue properties as a function of the number and type of stocks inthe correlation matrix. We determined that the value of the eigenvalueincreases in proportion with the number of stocks. Furthermore, we noted thatthe largest eigenvalue maintains its identical properties, regardless of thenumber and type, whereas other eigenvalues evidence different features.

Effect of changing data size on eigenvalues in the Korean and Japanese stock markets