Comparison of gain-loss asymmetry behavior for stocks and indexes

Acta Physica Polonica B

Volumn 37, Issue 11, 2006, Pages 3187-3192

  ZaŁuska Kotur, Magdalena ^a,b   Karpio, Krzysztof ^c,d   OrŁowski, Arkadiusz ^a,c  

^a INSTITUTE OF PHYSICS   (Poland)

^b CARDINAL STEFAN WYSZY SKI UNIVERSITY   (Poland)

^c WARSAW UNIVERSITY OF LIFE SCIENCES   (Poland)

^d INSTITUTE OF NUCLEAR CHEMISTRY AND TECHNOLOGY   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; ECONOMICS; FUNCTIONS; PROBABILITY DISTRIBUTIONS;

GAIN-LOSS CURVES; INVESTMENT HORIZON APPROACH; POLISH STOCK MARKET;

ECONOMIC AND SOCIAL EFFECTS;

EID: 33845516834     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

1. K. Karpio, M.A. Załuska-Kotur, A. Orłowski, submitted to Physica A.
2. R.N. Mantegna, H.E. Stanley, An Introduction to Econophysics: Correlations and Complexity in Finance, Cambridge University Press, Cambridge, England 2000.
3. N.F. Johnson, P. Jefferies, P.M. Hui, Financial Market Complexity, Oxford University Press, 2003.
4. J.P. Bouchard, M. Potters, Theory of Financial Risks: from Statistical Physics to Risk Management, Cambridge University Press, 2000.
5. M.H. Jensen, A. Johansen, F. Petroni, I. Simonsen, Physica A 340, 678 (2004).
6. M.H. Jensen, A. Johansen, I. Simonsen, Int. J. Mod. Phys. B17, 4003 (2003).
7. M.H. Jensen, A. Johansen, I. Simonsen, Physica A 324, 338 (2003).
8. I. Simonsen, M.H. Jensen, A. Johansen, Europ. Phys. J. B27, 583 (2002).
9. M.H. Jensen, A. Johansen, I. Simonsen, F. Petroni, Physica A 340, 678(2004).
10. W.X. Zhou, W.K. Yuan, Physica A 353, 433 (2005).