Power law for ensembles of stock prices

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 240-243

  Kaizoji, Taisei ^a,b   Kaizoji, Michiyo ^b  

^a INTERNATIONAL CHRISTIAN UNIVERSITY   (Japan)

^b Econophysics Library   (Japan)

Author keywords

Econophysics; Ensemble distribution; Power law

Indexed keywords

GRAPH THEORY; INTERNATIONAL TRADE; INVENTORY CONTROL; MATHEMATICAL MODELS; STATISTICAL METHODS;

ECONOPHYSICS; ENSEMBLE DISTRIBUTION; POWER LAW;

INDUSTRIAL ECONOMICS;

EID: 5444248121     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.125     Document Type: Conference Paper

References (6)

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4. F. Lillo, R.N. Mantegna, Physica A 299 (2001) 161-167.
5. T. Kaizoji, M. Kaizoji, A mechanism leading bubbles to crashes: the case of the Japanese land markets, Physica A (2004), in this issue, doi:10.1016/j.physa.2004.06.104.
6. B.G. Malkiel, A Random Walk Down Wall Street, W. W. Norton and Company, 1996.