Why does the power law for stock price hold?

DOI10.1016/J.CHAOS.2016.03.015MaRDI QIDQ508273zbMATH OpenOpenAlexFDO

Authors Taisei Kaizoji, Michiko Miyano

Publication date 10 February 2017

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2016.03.015

zbMATH Keywords

company fundamentalspower-lawstock price

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• scientific article; zbMATH DE number 480659 (Why is no real title available?)
• scientific article; zbMATH DE number 821171 (Why is no real title available?)
• On 1/ f noise and other distributions with long tails
• On the origin of power-law tails in price fluctuations
• Physics of biological systems. From molecules to species
• Possible generalization of Boltzmann-Gibbs statistics.
• Rank -1/2: a simple way to improve the OLS estimation of tail exponents
• The Pareto-Levy Law and the Distribution of Income

Cited in

(3)

• Power law and evolutionary trends in stock markets
• What does the tail of the distribution of current stock prices tell us about future economic activity?
• Power law analysis of financial index dynamics

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