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L. Pichl

1 paper hereh-index 14806 citations109 works total

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • cs.IT1

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most citedStylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

cs.IT2006★ 3 cited

Stylized Facts in Internal Rates of Return on Stock Index and its Derivative Transactions

Lukas Pichl, Taisei Kaizoji, Takuya Yamano

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Un…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.