SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymmetric Lévy flight in financial ratios
16 references·2 citing·25 second hop
Asymmetric Lévy flight in financial ratios (2011)Asymmetric Lévy flight in financial ratiosPower Laws in Economics and Finance (2009)Power Laws in Economics and F…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Zipf Distribution of U.S. Firm Sizes (2001)Zipf Distribution of U.S. Fir…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Zipf's Law for Cities: An Explanation (1999)Zipf's Law for Cities: An Exp…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…The variation of certain speculative prices (1997)The variation of certain spec…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)A One-Factor Model of Interes…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique (2015)Stock price forecasting for c…The competitiveness versus the wealth of a country (2012)The competitiveness versus th…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Limited-dependent and qualitative variables in econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Human behavior and the principle of least effort (1949)A theory of power-law distributions in financial market fluctuations (2003)Railroads and American Economic Growth: A “Market Access” Approach * (2016)Replicating Anomalies (2018)Debt, Deficits, and Finite Horizons (1985)Inflation and Economic Growth (1995)The Spatial Economy (1999)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)The Geographic Determinants of Housing Supply * (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)
this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1999Zipf's Law for Cities: An Explanation2,043 cited
  • 2001Zipf Distribution of U.S. Firm Sizes1,838 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2009Power Laws in Economics and Finance1,032 cited
  • 1990A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options981 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • Cited by

    • 2012The competitiveness versus the wealth of a country37 cited
    • 2015Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique37 cited