A Possible Origin of Power-Law Distribution in Stock Markets
YANG Chun-Bin, CAI Xu
Institute of Particle Physics, Huazhong Normal University, Wuhan 430079
A Possible Origin of Power-Law Distribution in Stock Markets
YANG Chun-Bin;CAI Xu
Institute of Particle Physics, Huazhong Normal University, Wuhan 430079
关键词 ：
05.65.+b ,
45.70.Qj
Abstract ： The origin of the power-law distribution in stock markets is discussed from the view point of self-organized criticality. An analytical expression for the distribution is given from a simple model consideration. We see that power-law increasing or decreasing distribution functions can have the same origin, depending on the values of the parameters.
Key words ：
05.65.+b
45.70.Qj
出版日期: 2002-06-01
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2002, Vol. 19 
