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On the origin of power-law fluctuations in stock prices

Quantitative Finance, 4(1): 11--15, 2004.
Authors: Vasiliki Plerou and H. Eugene Stanley and Xavier Gabaix and Parameswaran Gopikrishnan
URL: http://www.informaworld.com/10.1088/1469-7688/4/1/C02
Tags: imported
| URL | BibTeX  
@article{Plerou2004,
title = {On the origin of power-law fluctuations in stock prices},
author = {Vasiliki Plerou and H. Eugene Stanley and Xavier Gabaix and Parameswaran Gopikrishnan},
journal = {Quantitative Finance},
number = {1},
pages = {11--15},
publisher = {Routledge},
url = {http://www.informaworld.com/10.1088/1469-7688/4/1/C02},
volume = {4},
year = {2004},
issn = {1469-7688},
keywords = {imported }
}