SCOPUS 정보 검색 플랫폼

Volumn 4, Issue 1, 2004, Pages C11-C15

On the origin of power-law fluctuations in stock prices

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EID: 1542718489 PISSN: 14697688 EISSN: 14697696 Source Type: Journal
DOI: 10.1088/1469-7688/4/1/C02 Document Type: Note

Times cited : (78)

References (12)

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- On the origin of power-law tails in price fluctuations
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3
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- preparation
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- Gabaix X, Gopikrishnan P, Plerou V and Stanley H E 2004 A theory of large movements in stock market activity Working paper http://ssrn.com/abstract=442940
- (2004)
- Gabaix, X.¹ Gopikrishnan, P.² Plerou, V.³ Stanley, H.E.⁴

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- Measuring the information content of stock trades
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- The behavior of stock prices around institutional trades
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- Statistical properties of share volume traded in financial markets
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- Quantifying stock price response to demand fluctuations
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