The non-random walk of stock prices: the long-term correlation between signs and sizes
| Year of publication: |
2008
|
|---|---|
| Authors: | Spada, G. ; Farmer, J. ; Lillo, F. |
| Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 64.2008, 3, p. 607-614
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| Publisher: |
Springer |
| Subject: | PACS. 89.65.Gh Economics | econophysics | financial markets | business and management | 05.40.Jc Brownian motion | 02.50.Ey Stochastic processes |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009282356