Vany, Arthur De; Walls, W. David - In: The Journal of Business 75 (2002) 3, pp. 425-452
We estimate the probability distributions of budgets, revenues, returns, and profits to G-, PG-, PG13-, and R-rated movies. The distributions are non-Gaussian and show a self-similar stable Paretian form with nonfinite variance and nonstationary mean. The profit distributions have asymmetric...