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Power Law Versus Exponential Law in Characterizing Stock Market Returns

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  • Mahua Barari
  • Saibal Mitra

Abstract

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Suggested Citation

  • Mahua Barari & Saibal Mitra, 2008. "Power Law Versus Exponential Law in Characterizing Stock Market Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 36(3), pages 377-379, September.
    • Handle: RePEc:kap:atlecj:v:36:y:2008:i:3:p:377-379
    DOI: 10.1007/s11293-008-9131-0
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    References listed on IDEAS

    as
    1. P. Gopikrishnan & M. Meyer & L.A.N. Amaral & H.E. Stanley, 1998. "Inverse cubic law for the distribution of stock price variations," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 3(2), pages 139-140, July.
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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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    More about this item

    Keywords

    G10;

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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