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A theory of fluctuations in stock prices:

Alejandro-Quiñones, Ángel L. ; Bassler, Kevin E. ; Field, Michael...
Physica A: Statistical Mechanics and its Applications.  363 (2006)  2 - p. 383-392 , 2006
Link: https://doi.org/10.1016/j.physa.2005.08.037