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Multiscaling and non-universality in fluctuations of driven complex systems
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Multiscaling and non-universality in fluctuations of driven complex systems (2005)Multiscaling and non-universality in fluc…Separating Internal and External Dynamics of Complex Systems (2004)Separating Internal and Exter…Networks of equities in financial markets (2004)Networks of equities in finan…Multifractal properties of price fluctuations of stocks and commodities (2003)Multifractal properties of pr…Endogenous versus exogenous shocks in systems with memory (2003)Endogenous versus exogenous s…Statistical properties of share volume traded in financial markets (2000)Statistical properties of sha…Introduction to Econophysics (1999)Introduction to EconophysicsWhat Moves Stock Prices? (1988)What Moves Stock Prices?Comovements in Stock Prices in the Very Short Run (1979)Comovements in Stock Prices i…Market and Industry Factors in Stock Price Behavior (1966)Some New Stock-Market Indexes (1966)PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)The Distribution of Exchange Rate Volatility (1999)Evidence on the speed of convergence to market efficiency (2005)Physical approach to complex systems (2012)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A long memory property of stock market returns and a new model (1993)Quantifying stock-price response to demand fluctuations (2002)What really causes large price changes? (2004)An empirical behavioral model of liquidity and volatility (2007)Fractional Brownian Motions, Fractional Noises and Applications (1968)Modelling fluctuations of financial time series: from cascade process to stochastic volatility model (2000)Endogenous versus Exogenous Origins of Crises (2006)Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws (2010)Bubbles, shocks and elementary technical trading strategies (2014)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks (2006)Origins of Taylor’s power law for fluctuation scaling in complex systems (2010)Extracting information from S-curves of language change (2014)Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Complex network-based time series analysis (2007)A network perspective of the stock market (2010)Correlation of financial markets in times of crisis (2011)The Econometrics of Financial Markets (2012)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)Wavelet versus detrended fluctuation analysis of multifractal structures (2006)A multifractal approach for stock market inefficiency (2008)Detrended cross-correlation analysis for non-stationary time series with periodic trends (2011)Scaling of the distribution of fluctuations of financial market indices (1999)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)A tool for filtering information in complex systems (2005)
this work references cited by second hop

References

  • 1999Introduction to Econophysics1,831 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1979Comovements in Stock Prices in the Very Short Run464 cited
  • 2004Networks of equities in financial markets403 cited
  • 2003Multifractal properties of price fluctuations of stocks and commodities343 cited
  • 2000Statistical properties of share volume traded in financial markets320 cited
  • 2004Separating Internal and External Dynamics of Complex Systems137 cited
  • 2003Endogenous versus exogenous shocks in systems with memory99 cited

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