We present our recent studies on the development of a statistical model of stock market data.

Why Lognormal Distribution is Used to Describe Stock Prices - Finance Train

For some stock market data, the statistical distribution of closing prices normalized by the corresponding traded volumes, fits well a log-normal law. For other stocks, the log-normal law is obtained after application of a detrending procedure. Different schemes for the trend determination are considered.

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Bibliographic Info Article provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.

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Stock market ; Log-normal law ; Statistical model ; References References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Statistical Mechanics and its Applications , Elsevier, vol. Full references including those not matched with items on IDEAS Citations Citations are extracted by the CitEc Project , subscribe to its RSS feed for this item.

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On the log-normal distribution of stock market data. Author info Abstract Bibliographic info Download info Related research References Citations Lists Statistics Corrections. Antoniou, I Ivanov, Vi.

Article provided by Elsevier in its journal Physica A: HTML HTML with abstract plain text plain text with abstract BibTeX RIS EndNote, RefMan, ProCite ReDIF JSON in new window. Stock market ; Log-normal law ; Statistical model ;. References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Citations are extracted by the CitEc Project , subscribe to its RSS feed for this item.

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