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Universal Behavior of Extreme Price Movements in Stock Markets

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using a large collection of data from three different stock marke...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Fuentes, Miguel A., Gerig, Austin, Vicente, Javier
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: Public Library of Science 2009
Gaiak:
Sarrera elektronikoa:https://ncbi.nlm.nih.gov/pmc/articles/PMC2793428/
https://ncbi.nlm.nih.gov/pubmed/20041178
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0008243
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