Author:
Plerou Vasiliki,Stanley H Eugene,Gabaix Xavier,Gopikrishnan Parameswaran
Subject
General Economics, Econometrics and Finance,Finance
Reference11 articles.
1. A theory of power-law distributions in financial market fluctuations
2. On the origin of power-law tails in price fluctuations
3. Master curve for price-impact function
4. Gabaix, X, Gopikrishnan, P, Plerou, V and Stanley, H E. A theory of large movements in stock market activity. Working paper. http://ssrn.com/abstract=442940
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76 articles.
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