| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 977557 | Physica A: Statistical Mechanics and its Applications | 2009 | 4 Pages |
Abstract
This paper investigates price fluctuations in the Brazilian stock market. We employ a recently developed methodology to test whether the Brazilian stock price returns present a power law distribution and find that we cannot reject such behavior. Empirical results for sub-partitions of the time series suggests that for most of the time the power law is not rejected, but that in some cases the data set does not conform with a power law distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
B.M. Tabak, M.Y. Takami, D.O. Cajueiro, A. Petitinga,