A theory of power-law distributions in financial market fluctuations

Nature

Volumn 423, Issue 6937, 2003, Pages 267-270

  Gabaix, Xavier ^a   Gopikrishnan, Parameswaran ^b,c   Plerou, Vasiliki ^b   Stanley, H Eugene ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Boston University   (United States)

^c Goldman Sachs Group   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DATABASE SYSTEMS; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; STATISTICAL METHODS;

MARKET TRENDS; MUTUAL FUNDS; POWER LAW DISTRIBUTIONS; STATISTICAL BEHAVIOR;

FINANCE;

FINANCIAL MARKET; POWER LAW;

ARTICLE; DATA BASE; DYNAMICS; HISTOGRAM; MARKET; PRIORITY JOURNAL; STATISTICAL ANALYSIS; THEORETICAL MODEL;

EID: 3042831202     PISSN: 00280836     EISSN: None     Source Type: Journal    
DOI: 10.1038/nature01624     Document Type: Article

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