Size matters: some stylized facts of the stock market revisited
- 31 May 2006
- journal article
- research article
- Published by Springer Nature in Zeitschrift für Physik B Condensed Matter
- Vol. 51 (1) , 145-154
- https://doi.org/10.1140/epjb/e2006-00189-6
Abstract
No abstract availableKeywords
All Related Versions
This publication has 27 references indexed in Scilit:
- Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocksPhysical Review E, 2006
- How trading activity scales with company size in the FTSE 100Quantitative Finance, 2004
- Common scaling patterns in intertrade times of U. S. stocksPhysical Review E, 2004
- On the origin of power-law fluctuations in stock pricesQuantitative Finance, 2004
- A theory of power-law distributions in financial market fluctuationsNature, 2003
- A Modern Course in Statistical Physics, 2nd EditionAmerican Journal of Physics, 1999
- Introduction to EconophysicsPublished by Cambridge University Press (CUP) ,1999
- Inverse cubic law for the distribution of stock price variationsZeitschrift für Physik B Condensed Matter, 1998
- Fractals and Scaling in FinancePublished by Springer Nature ,1997
- The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocksApplied Financial Economics, 1996