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X. Gabaix

1 paper here

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  • cond-mat.dis-nn1

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1 paper

cond-mat.dis-nn2004

On the Origin of Power-Law Fluctuations in Stock Prices

Vasiliki Plerou, Parameswaran Gopikrishnan, Xavier Gabaix +1

We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. Fir…

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