On the log-normal distribution of stock market data
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DOI: 10.1016/j.physa.2003.09.034
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References listed on IDEAS
- Pierre Cizeau & Yanhui Liu & Martin Meyer & C. -K. Peng & H. Eugene Stanley, 1997. "Volatility distribution in the S&P500 Stock Index," Papers cond-mat/9708143, arXiv.org.
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Cited by:
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- Julius O. Campeci~no, 2021. "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers 2109.03977, arXiv.org, revised Jun 2022.
- Zhong, Howard & Hamilton, Mark, 2023. "Exploring gender and race biases in the NFT market," Finance Research Letters, Elsevier, vol. 53(C).
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Keywords
Stock market; Log-normal law; Statistical model;All these keywords.
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