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We address the issue of the distribution of firm size. To this end we propose a model of firms in a closed, conserved economy populated with zero-intelligence agents who continuously move from one firm to another. We then analyze the size…

General Finance · Quantitative Finance 2011-12-12 Anindya S. Chakrabarti

We study several models of growth driven by innovation and imitation by a continuum of firms, focusing on the interaction between the two. We first investigate a model on a technology ladder where innovation and imitation combine to…

Theoretical Economics · Economics 2020-08-27 Jess Benhabib , Éric Brunet , Mildred Hager

Do firm dynamics matter for the transmission of monetary policy? Empirically, the startup rate declines following a monetary contraction, while the exit rate increases, both of which reduce aggregate employment. I present a model that…

General Economics · Economics 2020-11-09 Matthew Read

Dynamical systems with components whose sizes evolve according to multiplicative stochastic rules have been recently combined with entry and exit processes. We show that the assumptions usually made in modeling exits are at odds with the…

Condensed Matter · Physics 2007-05-23 Corrado Di Guilmi , Edoardo Gaffeo , Mauro Gallegati

We propose a static equilibrium model for limit order book where profit-maximizing investors receive an information signal regarding the liquidation value of the asset and execute via a competitive dealer with random initial inventory, who…

Trading and Market Microstructure · Quantitative Finance 2020-03-11 Umut Çetin , Henri Waelbroeck

The key idea of this model is that firms are the result of an evolutionary process. Based on demand and supply considerations the evolutionary model presented here derives explicitly Gibrat's law of proportionate effects as the result of…

General Finance · Quantitative Finance 2015-06-11 Joachim Kaldasch

Will a large economy be stable? Building on Robert May's original argument for large ecosystems, we conjecture that evolutionary and behavioural forces conspire to drive the economy towards marginal stability. We study networks of firms in…

Physics and Society · Physics 2019-09-25 José Moran , Jean-Philippe Bouchaud

The distribution of income and wealth in developed economies exhibits a robust two-class structure: an exponential (Boltzmann--Gibbs) bulk covering $\sim\!97\%$ of the population, and a power-law (Pareto) tail in the upper $\sim\!3\%$. We…

Physics and Society · Physics 2026-04-28 Robert T. Nachtrieb

We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Dongfeng Fu , Fabio Pammolli , S. V. Buldyrev , Massimo Riccaboni , Kaushik Matia , Kazuko Yamasaki , H. E. Stanley

We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e. the increase of the number of new elementary business units and…

Condensed Matter · Physics 2009-11-10 G. De Fabritiis , F. Pammolli , M. Riccaboni

We study the conditions under which input-output networks can dynamically attain a competitive equilibrium, where markets clear and profits are zero. We endow a classical firm network model with minimal dynamical rules that reduce…

General Economics · Economics 2021-11-04 Théo Dessertaine , José Moran , Michael Benzaquen , Jean-Philippe Bouchaud

The new business paradigms originate a strong necessity to re-think the theory of the firm with the aim to get a better understanding on the organizational and functional principles of the firm, operating in the investment economies in the…

General Finance · Quantitative Finance 2013-03-21 Dimitri O. Ledenyov , Viktor O. Ledenyov

Social employment, which is mostly carried by firms of different types, determines the prosperity and stability of a country. As time passing, the fluctuations of firm employment can reflect the process of creating or destroying jobs.…

Econometrics · Economics 2022-08-30 Boyang You , Kerry Papps

Functions or 'functionings' enable to give a structure to any activity and their combinations constitute the capabilities which characterize economic assets such as work utility. The basic law of supply and demand naturally emerges from…

General Economics · Economics 2020-07-29 Emmanuel Chauvet

We revisit granular models that represent the size of a firm as the sum of the sizes of multiple constituents or sub-units. Originally developed to address the unexpectedly slow reduction in volatility as firm size increases, these models…

General Economics · Economics 2024-06-04 José Moran , Angelo Secchi , Jean-Philippe Bouchaud

In the context of a large class of stochastic processes used to describe the dynamics of wealth growth, we prove a set of inequalities establishing necessary and sufficient conditions in order to avoid infinite wealth concentration. These…

Theoretical Economics · Economics 2023-03-02 Valerio Astuti

We study a generalized geometric Brownian motion framework that incorporates both entries of new units and exit mechanisms for the current population, extending earlier stochastic resetting models where these rates are treated as identical.…

General Economics · Economics 2026-05-20 Suvam Pal , Viktor Stojkoski , Arnab Pal , Trifce Sandev

The global decline in the labor income share has challenged the classical Kaldor facts; however, the macroeconomic aggregation mechanism -- namely, how aggregate factor shares emerge from firm-level heterogeneity -- remains underexplored.…

Theoretical Economics · Economics 2026-02-04 Jihyuan Liuh

In [2], Bowen showed that for an expansive system (X, T) with specification and a potential with the Bowen property, the equilibrium state is unique and fully supported. We generalize that result by showing that the same conclusion holds…

Dynamical Systems · Mathematics 2017-10-03 Ronnie Pavlov

Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1,…

Statistical Mechanics · Physics 2008-12-02 Takayuki Mizuno , Makoto Katori , Hideki Takayasu , Misako Takayasu
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