Turnover activity in wealth portfolios
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
References listed on IDEAS
- Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
- Levy, Moshe & Solomon, Sorin, 1997. "New evidence for the power-law distribution of wealth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 242(1), pages 90-94.
- Bottazzi, Giulio & Dosi, Giovanni & Lippi, Marco & Pammolli, Fabio & Riccaboni, Massimo, 2001.
"Innovation and corporate growth in the evolution of the drug industry,"
International Journal of Industrial Organization,
Elsevier, vol. 19(7), pages 1161-1187, July.
- Giulio Bottazzi & Giovanni Dosi & Marco Lippi & Fabio Pammolli & Massimo Riccaboni, 2001. "Innovation and Corporate Growth in the Evolution of the Drug Industry," LEM Papers Series 2001/02, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Joseph Persky, 1992. "Retrospectives: Pareto's Law," Journal of Economic Perspectives, American Economic Association, vol. 6(2), pages 181-192, Spring.
- Thomas Lux, 2001. "The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 11(3), pages 299-315.
- Bottazzi, Giulio & Secchi, Angelo, 2003. "Why are distributions of firm growth rates tent-shaped?," Economics Letters, Elsevier, vol. 80(3), pages 415-420, September.
- Davies, James B. & Shorrocks, Anthony F., 2000. "The distribution of wealth," Handbook of Income Distribution, in: A.B. Atkinson & F. Bourguignon (ed.),Handbook of Income Distribution, edition 1, volume 1, chapter 11, pages 605-675, Elsevier.
- Giulio Bottazzi, 2004. "Subbotools User's Manual," LEM Papers Series 2004/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Fields, Gary S. & Ok, Efe A., 1996. "The Meaning and Measurement of Income Mobility," Journal of Economic Theory, Elsevier, vol. 71(2), pages 349-377, November.
- George Sheldon & Martin Maurer, 1998. "Interbank Lending and Systemic Risk: An Empirical Analysis for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 134(IV), pages 685-704, December.
- Shorrocks, A F, 1978. "The Measurement of Mobility," Econometrica, Econometric Society, vol. 46(5), pages 1013-1024, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
- Thomas Lux, 2009. "Applications of Statistical Physics in Finance and Economics," Chapters, in: J. Barkley Rosser Jr. (ed.),Handbook of Research on Complexity, chapter 9, Edward Elgar Publishing.
- Fiaschi, Davide & Marsili, Matteo, 2012.
"Distribution of wealth and incomplete markets: Theory and empirical evidence,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 81(1), pages 243-267.
- Davide Fiaschi & Matteo Marsili, 2009. "Distribution of Wealth and Incomplete Markets: Theory and Empirical Evidence," Discussion Papers 2009/83, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- Sylvain Barde, 2012. "Back to the future: economic rationality and maximum entropy prediction," Studies in Economics 1202, School of Economics, University of Kent.
- Rishabh Kumar, 2016. "Capital and the Hindu rate of growth: Top Indian wealth holders 1961-1986," Working Papers 1608, New School for Social Research, Department of Economics.
- Alfarano, Simone & Milaković, Mishael & Irle, Albrecht & Kauschke, Jonas, 2012.
"A statistical equilibrium model of competitive firms,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 36(1), pages 136-149.
- Irle, Albrecht & Milaković, Mishael & Alfarano, Simone & Kauschke, Jonas, 2008. "A Statistical Equilibrium Model of Competitive Firms," Economics Working Papers 2008-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Alfarano, Simone & Milakovic, Mishael, 2008.
"Does classical competition explain the statistical features of firm growth?,"
Elsevier, vol. 101(3), pages 272-274, December.
- Alfarano, Simone & Milaković, Mishael, 2008. "Does Classical Competition Explain the Statistical Features of Firm Growth?," Economics Working Papers 2008-03, Christian-Albrechts-University of Kiel, Department of Economics.
- Mikhail Goykhman, 2017. "Wealth dynamics in a sentiment-driven market," Papers 1705.07092, arXiv.org.
- Lux, Thomas, 2008. "Applications of statistical physics in finance and economics," Kiel Working Papers 1425, Kiel Institute for the World Economy (IfW).
- Sylvain Barde, 2015. "Back to the Future: Economic Self-Organisation and Maximum Entropy Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 337-358, February.
- Philip Hans Franses & Stephanie Vermeer, 2012.
"Inequality amongst the wealthiest and its link with economic growth,"
Taylor & Francis Journals, vol. 44(22), pages 2851-2858, August.
- Franses, Ph.H.B.F. & Vermeer, S., 2010. "Inequality amongst the wealthiest and its link with economic growth," Econometric Institute Research Papers EI 2010-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Philip Hans Franses, 2011. "Inequality amongst the wealthiest and its link with economic growth," Post-Print hal-00708543, HAL.
- Giulio Bottazzi, 2007. "On the Pareto Type III distribution," LEM Papers Series 2007/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
- Goykhman, Mikhail, 2017. "Wealth dynamics in a sentiment-driven market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 488(C), pages 132-148.
More about this item
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jeborg:v:63:y:2007:i:3:p:537-552. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Haili He). General contact details of provider: http://www.elsevier.com/locate/jebo .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.