Ahlgren, Peter Toke Heden; Jensen, Mogens H.; Simonsen, … - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 1-4
By applying inverse statistics to financial data it has recently been found from empirical studies that indices exhibit a pronounced gain-loss asymmetry [M.H. Jensen, Phys. Rev. Lett. 83 (1999) 76; I. Simonsen, M.H. Jensen, A. Johansen, Eur. Phys. J. B 27 (2002) 583; M.H. Jensen, A. Johansen, I....
