Quantifying price fluctuations in the Brazilian stock market

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 1, 2009, Pages 59-62

  Tabak, B M ^a,b   Takami, M Y ^a   Cajueiro, D O ^c   Petitinga, A ^c  

^a BANCO CENTRAL DO BRASIL   (Brazil)

^b UNIVERSIDADE CATÓLICA DE BRASÍLIA   (Brazil)

^c UNIVERSITY OF BRASILIA   (Brazil)

Author keywords

Econophysics; Emerging markets; Power law distribution; Stock market

Indexed keywords

COMMERCE;

DATA SET; ECONOPHYSICSS; EMERGING MARKETS; POWER LAW DISTRIBUTION; POWER-LAW; PRICE FLUCTUATION; STOCK PRICE;

FINANCIAL MARKETS;

EID: 55549147866     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.09.028     Document Type: Article

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