Title of article :
Power law and evolutionary trends in stock markets
Author/Authors :
P.V. (Sundar) Balakrishnan، نويسنده , , James M. Miller، نويسنده , , S. Gowri Shankar، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
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.
Keywords :
Stock trading volume , Zipfיs Law , Hirschman–Herfindahl Index
Journal title :
Economics Letters
Journal title :
Economics Letters
