Power Law Distributions for Stock Prices in Financial Markets

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dc.creatorKim, Kyungsik
dc.creatorYoon, S. -M.
dc.creatorChang, K. H.
dc.date2004-12-01
dc.date.accessioned2026-07-07T12:07:03Z
dc.date.available2026-07-07T12:07:03Z
dc.descriptionWe study the rank distribution, the cumulative probability, and the probability density of returns of stock prices of listed firms traded in four stock markets. We find that the rank distribution and the cumulative probability of stock prices traded in are consistent approximately with the Zipf's law or a power law. It is also obtained that the probability density of normalized returns for listed stocks almost has the form of the exponential function. Our results are compared with those of other numerical calculations.
dc.description7 pages, 12 figures, latex
dc.identifierhttps://arxiv.org/abs/cond-mat/0412014
dc.identifierhttp://arxiv.org/abs/cond-mat/0412014
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208838
dc.subjectOther Condensed Matter
dc.subjectStatistical Finance
dc.titlePower Law Distributions for Stock Prices in Financial Markets
dc.typetext

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