Stock Prices and the Real Economy: Power Law versus Exponential Distributions
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DOI: 10.1007/s11403-006-0003-x
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- Aoki, Masanao, 2008.
"Thermodynamic limits of macroeconomic or financial models: One- and two-parameter Poisson-Dirichlet models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 66-84, January.
- Masanao Aoki, "undated". "Thermodynamic Limits of Macroeconomic or Financial Models: One- and Two-Parameter Poisson-Dirichlet Models," UCLA Economics Online Papers 391, UCLA Department of Economics.
- Masanao Aoki, 2006. "Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models," CIRJE F-Series CIRJE-F-445, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Nirei, 2008. "Self-organized criticality in a herd behavior model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 89-97, June.
- Fengchao Li & Xing Zhang & Jaime Ortiz, 2021. "Linkages between share pledging, stock price risk and profitability: Evidence from the P.R. China," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-20, November.
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