Trade clustering and power laws in financial markets
Year of publication: |
2020
|
---|---|
Authors: | Nirei, Makoto ; Stachurski, John ; Watanabe, Tsutomu |
Published in: |
Theoretical Economics. - New Haven, CT : The Econometric Society, ISSN 1555-7561. - Vol. 15.2020, 4, p. 1365-1398
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Herd behavior | trading volume | stock returns | fat tail | power law |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/TE3523 [DOI] 1744848211 [GVK] hdl:10419/253466 [Handle] RePEc:the:publsh:3523 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Herd Behavior and Fat Tails in Financial Markets
Nirei, Makoto, (2006)
-
Beauty Contests and Fat Tails in Financial Markets
Nirei, Makoto, (2014)
- More ...
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Trade clustering and power laws in financial markets
Nirei, Makoto, (2020)
-
Closely competing firms and price adjustment : some findings from an online marketplace
Mizuno, Takayuki, (2010)
- More ...