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Power law and evolutionary trends in stock markets

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  • Balakrishnan, P.V. (Sundar)
  • Miller, James M.
  • Shankar, S. Gowri
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    File URL: http://www.sciencedirect.com/science/article/B6V84-4NMWPVM-3/2/47f4e3655b1a02c41511651478a9ea25
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    Bibliographic Info

    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 98 (2008)
    Issue (Month): 2 (February)
    Pages: 194-200

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    Handle: RePEc:eee:ecolet:v:98:y:2008:i:2:p:194-200

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    Web page: http://www.elsevier.com/locate/ecolet

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    1. Doray, Louis G. & Luong, Andrew, 1995. "Quadratic distance estimators for the zeta family," Insurance: Mathematics and Economics, Elsevier, vol. 16(3), pages 255-260, July.
    2. M. Goldstein & S. Morris & G. Yen, 2004. "Problems with fitting to the power-law distribution," The European Physical Journal B - Condensed Matter and Complex Systems, Springer, vol. 41(2), pages 255-258, 09.
    3. Parameswaran Gopikrishnan & Vasiliki Plerou & Xavier Gabaix & H. Eugene Stanley, 2000. "Statistical Properties of Share Volume Traded in Financial Markets," Papers cond-mat/0008113, arXiv.org.
    4. Naldi, M., 2003. "Concentration indices and Zipf's law," Economics Letters, Elsevier, vol. 78(3), pages 329-334, March.
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    Cited by:
    1. Todorova, Lora & Vogt, Bodo, 2011. "Power law distribution in high frequency financial data? An econometric analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4433-4444.

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