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On the origin of power-law fluctuations in stock prices
Authors:
Vasiliki Plerou a;
H Eugene Stanley a;
Xavier Gabaix b;
Parameswaran Gopikrishnan c
| Affiliations: | a Center for Polymer Studies and Department of Physics, Boston University, Boston, MA, USA |
| b Economics Department, MIT and NBER, Cambridge, MA, USA | |
| c Goldman Sachs & Co., New York, NY, USA |
DOI:
10.1088/1469-7688/4/1/C02
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8 issues per year
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(English)
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Abstract
Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix and H Eugene Stanley respond to the comments on their article by Farmer and Lillo.
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