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

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 4, Issue 1 February 2004 , pages C11 - C15

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

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