Understanding the cubic and half-cubic laws of financial fluctuations

Authors: Gabaix X.1; Gopikrishnan P.; Plerou V.; Stanley H.E.

Source: Physica A, Volume 324, Number 1, 1 June 2003 , pp. 1-5(5)

Publisher: Elsevier

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Language: English

Document Type: Research article

DOI: 10.1016/S0378-4371(03)00174-2

Affiliations: 1: Economics Department, MIT, 02139, Cambridge, MA, USA

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