DOI10.3982/TE3523zbMath1466.91314OpenAlexW2973078842MaRDI QIDQ4992067
Makoto Nirei, Tsutomu Watanabe, John Stachurski
Publication date: 7 June 2021 Published in: Theoretical Economics (Search for Journal in Brave) Full work available at URL: https://doi.org/10.3982/te3523
zbMATH Keywords
stock returnspower lawherd behaviortrading volumefat tail
Mathematics Subject Classification ID
Financial markets (91G15)