论文信息 - Power Law and Evolutionary Trends in Stock Markets

Power Law and Evolutionary Trends in Stock Markets

We model the distribution of daily stock trading volume using the power law and document a new phenomenon. The power law exponent systematically increases with time suggesting that trading is becoming increasingly concentrated in a subset of stocks.

P. V. (Sundar) Balakrishnan | James M. Miller | S. Gowri Shankar

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