Checking financial markets via Benford's law: The S&P 500 case

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Volumn , Issue , 2010, Pages 93-102

  Corazza, Marco ^a   Ellero, Andrea ^a   Zorzi, Alberto ^a  

^a CA' FOSCARI UNIVERSITY OF VENICE   (Italy)

Author keywords

Benford's law; Consecutive rejection days analysis; Day by day analysis; Overall analysis; S P 500 stock market

Indexed keywords

COMMERCE; FINANCIAL MARKETS; STATISTICAL METHODS;

ANOMALOUS EVENTS; BENFORD'S LAW; CONSECUTIVE REJECTION DAYS ANALYSIS; DAY-BY-DAY ANALYSIS; OVERALL ANALYSIS; SIGNIFICANT DIGITS; WALL STREETS;

PROBABILITY DISTRIBUTIONS;

EID: 84900276847     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-88-470-1481-7_10     Document Type: Conference Paper

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