Why does the power law for stock price hold?

DOI10.1016/J.CHAOS.2016.03.015zbMath1415.91310OpenAlexW2339478432MaRDI QIDQ508273

Michiko Miyano, Taisei Kaizoji

Publication date: 10 February 2017

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2016.03.015

zbMATH Keywords

stock pricepower-lawcompany fundamentals

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

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• Physics of biological systems. From molecules to species
• Possible generalization of Boltzmann-Gibbs statistics.
• On 1/ f noise and other distributions with long tails
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• On the origin of power-law tails in price fluctuations
• Rank − 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents
• The Pareto-Levy Law and the Distribution of Income

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