【摘 要】
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The origin of the power-law distribution in stock markets is discussed from the point of view of self-organized criticality. An analytical expression for the di
【机 构】
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Institute of Particle Physics, Huazhong Normal University, Wuhan 430079
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The origin of the power-law distribution in stock markets is discussed from the point of view of self-organized criticality. An analytical expression for the distribution is given from a simple model consideration. We see that power-law increasing or decreasing distribution functions can have the same origin, depending on the values of the parameters.
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