Antoniou, I; Ivanov, Vi.V; Ivanov, Va.V; Zrelov, P.V - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 3, pp. 617-638
We present our recent studies on the development of a statistical model of stock market data. For some stock market data, the statistical distribution of closing prices normalized by the corresponding traded volumes, fits well a log-normal law. For other stocks, the log-normal law is obtained...