Quantifying and understanding the economics of large financial movements

Journal of Economic Dynamics and Control

Volumn 32, Issue 1, 2008, Pages 303-319

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

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b Boston University   (United States)

Author keywords

Crashes; Econophysics; Excess volatility; Fat tails; Trading volume

Indexed keywords

EID: 36849042106     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2007.01.031     Document Type: Article

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