Quantitative relations between risk, return and firm size
نویسندگان
چکیده
منابع مشابه
Quantitative relations between risk, return and firm size
We analyze —for a large set of stocks comprising four financial indices— the annual logarithmic growth rate R and the firm size, quantified by the market capitalization MC. For the Nasdaq Composite and the New York Stock Exchange Composite we find that the probability density functions of growth rates are Laplace ones in the broad central region, where the standard deviation σ(R), as a measure ...
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ژورنال
عنوان ژورنال: EPL (Europhysics Letters)
سال: 2009
ISSN: 0295-5075,1286-4854
DOI: 10.1209/0295-5075/85/50003