Tabak, B.M.; Takami, M.Y.; Cajueiro, D.O.; Petitinga, A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 1, pp. 59-62
This paper investigates price fluctuations in the Brazilian stock market. We employ a recently developed methodology to test whether the Brazilian stock price returns present a power law distribution and find that we cannot reject such behavior. Empirical results for sub-partitions of the time...
