A unified econophysics explanation for the power-law exponents of stock market activity
Year of publication: |
2007
|
---|---|
Authors: | Gabaix, Xavier ; Gopikrishnan, Parameswaran ; Plerou, Vasiliki ; Stanley, Eugene |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 382.2007, 1, p. 81-88
|
Publisher: |
Elsevier |
Subject: | Stock market crashes | Power laws | Fat tails | Excess volatility | Fractals |
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