Regular paths in financial markets: Investigating the Benford's law
Jessica Riccioni and
Roy Cerqueti
Chaos, Solitons & Fractals, 2018, vol. 107, issue C, 186-194
Abstract:
This paper aims at verifying whenever the Benford's Law is valid in the context of global stock markets, which are here viewed as complex systems. In so doing, we pursue the scope of assessing the presence of data regularities and interpret obtained discrepancies.
Keywords: Data science; Benford law; Stock markets; Finance (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (10)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:107:y:2018:i:c:p:186-194
DOI: 10.1016/j.chaos.2018.01.008
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