dorsal/arxiv
View SchemaDerivation of the distribution from extended Gibrat's law
| Authors | Atushi Ishikawa |
|---|---|
| Categories | |
| ArXiv ID | physics/0508178 |
| URL | https://arxiv.org/abs/physics/0508178 |
| DOI | 10.1016/j.physa.2005.12.005 |
Abstract
Employing profits data of Japanese companies in 2002 and 2003, we identify the non-Gibrat's law which holds in the middle profits region. From the law of detailed balance in all regions, Gibrat's law in the high region and the non-Gibrat's law in the middle region, we kinematically derive the profits distribution function in the high and middle range uniformly. The distribution function accurately fits with empirical data without any fitting parameter.
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"abstract": "Employing profits data of Japanese companies in 2002 and 2003, we identify\nthe non-Gibrat\u0027s law which holds in the middle profits region. From the law of\ndetailed balance in all regions, Gibrat\u0027s law in the high region and the\nnon-Gibrat\u0027s law in the middle region, we kinematically derive the profits\ndistribution function in the high and middle range uniformly. The distribution\nfunction accurately fits with empirical data without any fitting parameter.",
"arxiv_id": "physics/0508178",
"authors": [
"Atushi Ishikawa"
],
"categories": [
"physics.soc-ph",
"q-fin.GN"
],
"doi": "10.1016/j.physa.2005.12.005",
"title": "Derivation of the distribution from extended Gibrat\u0027s law",
"url": "https://arxiv.org/abs/physics/0508178"
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