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The authors propose a new method for estimating the power-law exponents of firm size variables. Their focus is on how to empirically identify a range in which a firm size variable follows a power-law distribution. On the one hand, as is well known a firm size variable follows a power-law...
Persistent link: https://www.econbiz.de/10010307564
In this paper we want to discuss macroscopic and microscopic properties of financial markets. By analyzing quantitatively a database consisting of 13 minute per minute recorded financial time series, we identify some macroscopic statistical properties of the corresponding markets, with a special...
Persistent link: https://www.econbiz.de/10010301759
We propose a new method for estimating the power-law exponent of a firm size variable, such as annual sales. Our focus is on how to empirically identify a range in which a firm size variable follows a power-law distribution. As is well known, a firm size variable follows a power-law distribution...
Persistent link: https://www.econbiz.de/10010305976
We propose a new method for estimating the power-law exponent of a firm size variable, such as annual sales. Our focus is on how to empirically identify a range in which a firm size variable follows a power-law distribution. As is well known, a firm size variable follows a power-law distribution...
Persistent link: https://www.econbiz.de/10013117431
Intermittent or multifractal behavior has been reported in various markets, and the impact of the COVID-19 pandemic has been investigated. However, the impact of the COVID-19 pandemic on global spot markets for staple foods has not yet been studied. We fill this gap by investigating the grain...
Persistent link: https://www.econbiz.de/10015163366
Persistent link: https://www.econbiz.de/10003973640
thirty countries. -- Econophysics ; power-law distributions ; power-law exponents ; firm size variables ; finite size effect …
Persistent link: https://www.econbiz.de/10009235949
Persistent link: https://www.econbiz.de/10009237469
Persistent link: https://www.econbiz.de/10009316166
assets for firms in more than thirty countries. -- econophysics ; power-law distributions ; power-law exponents ; firm size …
Persistent link: https://www.econbiz.de/10009382955