Scaling of the distribution of price fluctuations of individual companies
We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major U.S. stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association o...
| Veröffentlicht in: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics. - 1993. - 60(1999), 6 Pt A vom: 30. Dez., Seite 6519-29 |
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| 1. Verfasser: | |
| Weitere Verfasser: | , , , |
| Format: | Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1999
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| Zugriff auf das übergeordnete Werk: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics |
| Schlagworte: | Journal Article |