Statistical Properties in Firms' Large-scale Data

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 o...