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Collective dynamics of stock market efficiency
16 references·0 citing·44 second hop
Collective dynamics of stock market efficiency (2020)Collective dynamics of stock market effic…Contrasting Computational Models of Mate Preference Integration Across 45 Countries (2019)Contrasting Computational Mod…Statistical physics of human cooperation (2017)Statistical physics of human …The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinQuantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review (2012)Permutation Entropy and Its M…Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Why Stock Markets Crash: Crit…The Efficient Market Hypothesis and Its Critics (2003)The Efficient Market Hypothes…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Introduction to Econophysics (1999)Introduction to EconophysicsScaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)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)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Asymmetric causality tests with an application (2011)Twitter mood predicts the stock market (2011)Applications of deep learning in stock market prediction: Recent progress (2021)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The genetical evolution of social behaviour. I (1964)The Evolution of Reciprocal Altruism (1971)Governing the Commons: The Evolution of Institutions for Collective Action (1992)Evolutionary dynamics of higher-order interactions in social networks (2021)Evolutionary dynamics of higher-order interactions in social networks (2021)Social physics (2022)College Admissions and the Stability of Marriage (1962)Sex differences in human mate preferences: Evolutionary hypotheses tested in 37 cultures (1989)Social Relationships and Mortality Risk: A Meta-analytic Review (2010)Antecedents and consequences of problematic smartphone use: A systematic literature review of an emerging research area (2020)Development of the short version of the spielberger state—trait anxiety inventory (2020)Examining risk and crisis communications of government agencies and stakeholders during early-stages of COVID-19 on Twitter (2020)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Financial markets under the global pandemic of COVID-19 (2020)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,415 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
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  • 2019Contrasting Computational Models of Mate Preference Integration Across 45 Countries1,791 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
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  • 2016The Inefficiency of Bitcoin1,404 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
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  • 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 2016On the inefficiency of Bitcoin637 cited
  • 2012

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Permutation Entropy and Its Main Biomedical and Econophysics Applications: A Review
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