Emergent invariance and scaling properties in the collective return dynamics of a stock market.
A key metric to determine the performance of a stock in a market is its return over different investment horizons (τ). Several works have observed heavy-tailed behavior in the distributions of returns in different markets, which are observable indicators of underlying complex dynamics. Such prior wo...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2024-01-01
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Series: | PLoS ONE |
Online Access: | https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0298789&type=printable |