@article{1437795,
      author = {Ishikawa, Atushi,},
      url = {http://library.usi.edu/record/1437795},
      title = {Statistical Properties in Firms' Large-scale Data /},
      abstract = {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.},
      doi = {https://doi.org/10.1007/978-981-16-2297-7},
      recid = {1437795},
      pages = {1 online resource :},
}