Scaling in the Norwegian stock market-Reference-Cited by-同舟云学术

Scaling in the Norwegian stock market

Published:2000-08 Issue:3-4 Volume:283 Page:486-528
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Skjeltorp Johannes A

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference35 articles.

1. An Introduction to Econphysics: Correlations and Complexity in Finance;Mantegna,2000

2. C.F. Huang, R.L. Litzenberger, Allocative efficiency and the valuation of state contingent securities, Foundations for Financial Economics, North-Holland, Amsterdam, 1988, pp. 83–117 (Chapter 5).

3. E.F. Fama, Efficient capital markets: a review of theory and empirical work, J. Finance (1970) 383–417.

4. The Random Character of Stock Market Prices;Cootner,1964

5. Chaos and Order in the Capital Markets;Peters,1991

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