| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481894 | Physica A: Statistical Mechanics and its Applications | 2013 | 8 Pages |
Abstract
We study the probability distributions of daily leverage returns of 520 North American industrial companies that survive de-listing during the financial crisis, 2006-2012. We provide evidence that distributions of unbiased leverage returns of all individual firms belong to the class of q-Gaussian distributions with the Tsallis entropic parameter within the interval 1
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yuri A. Katz, Li Tian,