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Title
Statistical Properties in Firms' Large-scale Data / by Atushi Ishikawa.
ISBN
9789811622977 (electronic bk.)
9811622973 (electronic bk.)
9789811622960
9811622965
Published
Singapore : Springer, [2021]
Copyright
©2021
Language
English
Description
1 online resource : illustrations (some color)
Item Number
10.1007/978-981-16-2297-7 doi
Call Number
HG176.5 .I75 2021
Dewey Decimal Classification
332.015195
Summary
This is the first book to provide a systematic description of statistical properties of large-scale financial data. Specifically, the power-law and log-normal distributions observed at a given time and their changes using time-reversal symmetry, quasi-time-reversal symmetry, Gibrat's law, and the non-Gibrat's property observed in a short-term period are derived here. The statistical properties observed over a long-term period, such as power-law and exponential growth, are also derived. These subjects have not been thoroughly discussed in the field of economics in the past, and this book is a compilation of the author's series of studies by reconstructing the data analyses published in 15 academic journals with new data. This book provides readers with a theoretical and empirical understanding of how the statistical properties observed in firms' large-scale data are related along the time axis. It is possible to expand this discussion to understand theoretically and empirically how the statistical properties observed among differing large-scale financial data are related. This possibility provides readers with an approach to microfoundations, an important issue that has been studied in economics for many years.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Digital File Characteristics
text file
PDF
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed July 7, 2021).
Series
Evolutionary economics and social complexity science ; v. 26. 2198-4204
Available in Other Form
Print version: 9789811622960
Chapter 1. Introduction
Chapter 2. Non-Gibrat's Property in the Mid-scale Range
Chapter 3. Quasi-statistically Varying Power-law and Log-normal Distributions
Chapter 4. Extension of Non-Gibrat's Property
Chapter 5. Long-term Firm Growth Derived from Non-Gibrat's Property and Gibrat's Law
Chapter 6. Firm-age Distribution and the Inactive Rate of Firms
Chapter 7. Statistical Properties in Inactive Rate of Firms
Chapter 8. Power Laws with Different Exponents in Firm-Size Variables
Chapter 9. Why does Production Function Take the Cobb-Douglas Form?
