There are various indices available for measuring market shares like the Herfindahl index which measure degrees of concentration in the Industrial Organisation and Welfare Economics literature Sen, Shorrocks, Loury, Donaldson, Weymark,Chakraborty, Kakwani, Anand , Mallick etc..). However if you are looking for inequality measurement and imperfect competition in financial market issues you can take a look at my PhD dissertation (chapter two) on my PhD Tree account or my monograph on Bounded Rationality and Incomplete Asset markets on my RG page which includes some work jointly carried out with R.Giordano which brings it into Computable Physics models also by developing the Learning and Entropy formulation expliciitly. This analyses indirectly (Corollary) the relation between Entropy and Inequality (concentration). I have established that value is a precursor to policies on concentration. SKM QC