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On the Peculiar Distribution of the U.S. Stock Indexes' Digits

 

作者: Eduardo Ley,  

 

期刊: The American Statistician  （Taylor Available online 1996）
卷期: Volume 50, issue 4  

页码: 311-313

 

ISSN:0003-1305

 

年代: 1996

 

DOI:10.1080/00031305.1996.10473558

 

出版商: Taylor & Francis Group

 

关键词: Benford's law;Dow-Jones Index;Standard and Poor's.

 

数据来源: Taylor

 

摘要:

Recent research has focused on studying the patterns in the digits of closely followed stock market indexes. In this paper we find that the series of 1-day returns on the Dow-Jones Industrial Average Index (DJIA) and the Standard and Poor's Index (S&P) reasonably agrees with Benford's law and therefore belongs to the family of anomalous or outlaw numbers.

 

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