On the Distribution of Stock Price Differences

• 1 December 1967
• journal article
• Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
• Vol. 15  (6) , 1057-1062
• https://doi.org/10.1287/opre.15.6.1057

Abstract

Keywords

• PRICE DIFFERENCES
• FUNCTION
• INFINITE
• TAYLOB
• EARLIER
• STOCK
• DISAGREEMENT
• INTIMATELY
• MARKET