Stanley, H. Eugene; Plerou, Vasiliki; Gabaix, Xavier - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 15, pp. 3967-3981
The unique scaling behavior of financial time series have attracted the research interest of physicists. Variables such as stock returns, share volume, and number of trades have been found to display distributions that are consistent with a power-law tail. We present an overview of recent...