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Stock Prices and the Real Economy: Power Law versus Exponential Distributions

  • Masanao Aoki
  • Hiroshi Yoshikawa

    ()

No abstract is available for this item.

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File URL: http://hdl.handle.net/10.1007/s11403-006-0003-x
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Article provided by Springer in its journal Journal of Economic Interaction and Coordination.

Volume (Year): 1 (2006)
Issue (Month): 1 (May)
Pages: 45-73

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Handle: RePEc:spr:jeicoo:v:1:y:2006:i:1:p:45-73
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  1. Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc.
  2. S. Grossman & R. Shiller, . "The Determinants of the Variability of Stock Market Price," Rodney L. White Center for Financial Research Working Papers 18-80, Wharton School Rodney L. White Center for Financial Research.
  3. Canning, D. & Amaral, L. A. N. & Lee, Y. & Meyer, M. & Stanley, H. E., 1998. "Scaling the volatility of GDP growth rates," Economics Letters, Elsevier, vol. 60(3), pages 335-341, September.
  4. Zhi-Feng Huang & Sorin Solomon, 2000. "Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems," Papers cond-mat/0008026, arXiv.org.
  5. Benoit Mandelbrot, 1963. "The Variation of Certain Speculative Prices," The Journal of Business, University of Chicago Press, vol. 36, pages 394.
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