Tests of nonuniversality of the stock return distributions in an emerging market

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 82, Issue 6, 2010, Pages

  Mu, Guo Hua ^a,b   Zhou, Wei Xing ^a,b,c  

^a EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b EAST CHINA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^c INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

Author keywords

[No Author keywords available]

Indexed keywords

CHINESE STOCK MARKET; CUBIC LAWS; DIFFERENT TIME SCALE; EMERGING MARKETS; INDUSTRY SECTORS; MARKET CAPITALIZATION; MATURE MARKETS; NONUNIVERSALITY; POWER LAW RELAXATION; POWER-LAW TAIL; STOCK MARKET; STOCK RETURNS; TIME-SCALES; TURNOVER RATE;

COMMERCE; FINANCE; TIME MEASUREMENT;

PROBABILITY DISTRIBUTIONS;

EID: 78651401667     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.82.066103     Document Type: Article

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