DocumentCode
2156878
Title
Application of the Power-Law on the Stock Price and Profit Fluctuations of Chinese Listed Banks
Author
Liu Yuanxin ; Zhuang Yan ; Zhao Xing
Author_Institution
Sch. of Bus. & Manage., North China Electr. Power Univ., Beijing, China
fYear
2010
fDate
24-26 Aug. 2010
Firstpage
1
Lastpage
5
Abstract
The idea of this study is to apply the Power-law on the Chinese listed banks to understand the fluctuations of the stock price and profit. 5 banks listed in the Chinese stock exchange are analyzed in this paper. Recursive procedures based on empirical distribution tests are used to determine the threshold number of observations in the tail estimation.
Keywords
banking; pricing; profitability; recursive estimation; stock markets; Chinese listed bank; Chinese stock exchange; empirical distribution test; power law; stock price fluctuation; stock profit fluctuation; tail estimation; Biological system modeling; Fitting; Fluctuations; Gaussian distribution; Indexes; Security; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2010 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-5325-2
Electronic_ISBN
978-1-4244-5326-9
Type
conf
DOI
10.1109/ICMSS.2010.5576531
Filename
5576531
Link To Document