On the Network Effect in the Stock Market, The N^3/2 Power Law, and Optimal Volatility Equilibrium
Year of publication: |
2010
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Authors: | Lihn, Stephen H.T. |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Aktienmarkt | Stock market | Theorie | Theory | Volatilität | Volatility | Netzwerkökonomik | Network economics | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (10 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 21, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1538274 [DOI] |
Classification: | C22 - Time-Series Models ; D3 - Distribution ; E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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