Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity

Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi, Muhammad Shakeel

2021Physica A Statistical Mechanics and its Applications11 citationsDOI Open Access PDF

Topics & Concepts

Benford's lawConformityClosing (real estate)Standard deviationMathematicsEconometricsStatisticsIndex (typography)Geometric Brownian motionInterval (graph theory)Distribution (mathematics)LawActuarial scienceEconomicsComputer scienceCombinatoricsMathematical analysisPolitical scienceDiffusion processService (business)EconomyWorld Wide WebBenford’s Law and Fraud DetectionComplex Systems and Time Series Analysis

Benford’s laws tests on S&amp;P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity

Topics & Concepts

Benford’s laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity