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- W2075608946 abstract "This paper investigates price fluctuations in the Brazilian stock market. We employ a recently developed methodology to test whether the Brazilian stock price returns present a power law distribution and find that we cannot reject such behavior. Empirical results for sub-partitions of the time series suggests that for most of the time the power law is not rejected, but that in some cases the data set does not conform with a power law distribution." @default.
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- W2075608946 date "2009-01-01" @default.
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- W2075608946 title "Quantifying price fluctuations in the Brazilian stock market" @default.
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- W2075608946 doi "https://doi.org/10.1016/j.physa.2008.09.028" @default.
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