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The Universal Law Behind Market Price Swings - American Physical Society

Analysis of a large dataset from the Tokyo Stock Exchange validates a universal power law relating the price of a traded stock to the traded volume.

Source:Aps.org
Published:
The Universal Law Behind Market Price Swings - American Physical Society
Figure 1: Using a large dataset on stocks traded at the Tokyo Stock Exchange, Sato and Kanazawa have provided evidence of a universal “square-root law” describing financial markets [2]. One often he… [+9634 chars]

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