A unified econophysics explanation for the power-law exponents of stock market activity

Physica A: Statistical Mechanics and its Applications

Volumn 382, Issue 1, 2007, Pages 81-88

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

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b USA   (United States)

Author keywords

Excess volatility; Fat tails; Fractals; Power laws; Stock market crashes

Indexed keywords

ECONOMIC ANALYSIS; INVENTORY CONTROL;

EXCESS VOLATILITY; FINANCIAL VARIABLES; POWER LAWS; STOCK MARKET CRASHES;

FINANCE;

EID: 34249823637     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.02.030     Document Type: Article

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