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Is Economics the Next Physical Science?
15 references·4 citing·36 second hop
Is Economics the Next Physical Science? (2005)Is Economics the Next Physical Science?The Economy as an Evolving Complex System II (2018)The Economy as an Evolving Co…A theory of non-Gaussian option pricing (2007)A theory of non-Gaussian opti…The predictive power of zero intelligence in financial markets (2005)The predictive power of zero …Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process (2003)Quantitative Model of Price D…Financial Market Complexity (2003)Financial Market ComplexityA theory of power-law distributions in financial market fluctuations (2003)A theory of power-law distrib…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Introduction to Econophysics (1999)Introduction to EconophysicsPrice variations in a stock market with many agents (1997)Price variations in a stock m…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Scaling behaviour in the growth of companies (1996)Scaling behaviour in the grow…More Heat Than Light: Economics as Social Physics, Physics as Nature's Economy (1991)More Heat Than Light: Economi…More Heat than Light (1989)More Heat than LightStatistical mechanics of moneyStatistical mechanics of moneyThe Role of Entropy in the Development of Economics (2020)The Role of Entropy in the De…Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery (2019)Quantifying economic resilien…Structural Regulation as Antidote to Complexity Capture (2012)Structural Regulation as Anti…Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws (2010)Market dynamics immediately b…Corporate Conservatism and Relative Compensation (1995)Discrete hierarchical organization of social group sizes (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Social physics (2022)The Nature of the Firm (1937)A Behavioral Theory of the Firm (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Scaling of the distribution of price fluctuations of individual companies (1999)Statistical properties of the volatility of price fluctuations (1999)Cross-correlations between volume change and price change (2009)Human behavior and the principle of least effort (1949)Continuous Auctions and Insider Trading (1985)The variation of certain speculative prices (1997)The Cross‐Section of Volatility and Expected Returns (2006)Modelling the scaling properties of human mobility (2010)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Economics: Principles, Problems, and Policies (1960)Agent-based models of financial markets (2007)Econophysics review: II. Agent-based models (2011)The problem of unobservables in strategic management research (1995)The Road not Taken: How Psychology was Removed from Economics, and How it Might be Brought Back (2007)Colloquium : Statistical mechanics of money, wealth, and income (2009)The changing face of mainstream economics (2004)When Effect Becomes Cause: Policy Feedback and Political Change (1993)A Postcapitalist Politics (2006)Evolutionary games on graphs (2007)Scaling of the distribution of fluctuations of financial market indices (1999)A tool for filtering information in complex systems (2005)The politics of attention: how government prioritizes problems (2006)Power Laws in Economics and Finance (2009)
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References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 2018The Economy as an Evolving Complex System II2,313 cited
  • 1999Introduction to Econophysics1,831 cited
  • 1989More Heat than Light1,425 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 2003A theory of power-law distributions in financial market fluctuations1,283 cited
  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1996Scaling behaviour in the growth of companies783 cited
  • 1991More Heat Than Light: Economics as Social Physics, Physics as Nature's Economy659 cited
  • n.d.Statistical mechanics of money521 cited
  • 2005The predictive power of zero intelligence in financial markets452 cited
  • 1997Price variations in a stock market with many agents398 cited
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  • 2003Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process165 cited
  • 2007A theory of non-Gaussian option pricing107 cited

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  • 2020

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The Role of Entropy in the Development of Economics
95 cited
  • 2019Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery78 cited
  • 2010Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws75 cited
  • 2012Structural Regulation as Antidote to Complexity Capture40 cited