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Econophysics and Physical Economics
16 references·1 citing·34 second hop
Econophysics and Physical Economics (2013)Econophysics and Physical EconomicsRandom matrix approach to cross correlations in financial data (2002)Random matrix approach to cro…Statistical properties of the volatility of price fluctuations (1999)Statistical properties of the…Scaling of the distribution of fluctuations of financial market indices (1999)Scaling of the distribution o…Inverse cubic law for the distribution of stock price variations (1998)Inverse cubic law for the dis…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993)A geographical model for the …A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Closed-Form Solution for Op…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Entropy Law and the Economic Process (1971)The Entropy Law and the Econo…Models of Segregation (1969)Models of SegregationThe Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…The Pareto-Levy Law and the Distribution of Income (1960)The Pareto-Levy Law and the D…A Model of Income Distribution (1953)A Model of Income DistributionNon-Cooperative Games (1951)Non-Cooperative GamesThéorie de la spéculation (1900)Théorie de la spéculationEvaluation of the professional worth of scientific papers, their citation responding and the publication authority (2017)Evaluation of the professiona…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Statistical tests for power-law cross-correlated processes (2011)Physical approach to complex systems (2012)Multifractal analysis of financial markets: a review (2019)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)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Power Laws in Economics and Finance (2009)A Theory of the Term Structure of Interest Rates (1985)Empirical Performance of Alternative Option Pricing Models (1997)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Cross‐Section of Volatility and Expected Returns (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Theory of rational option pricing (2005)What Has Economics to Say About Racial Discrimination? (1998)The Mechanisms of Spatial Mismatch (2007)Tipping and the Dynamics of Segregation* (2008)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Option pricing: A simplified approach (1979)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)Subjectivity and correlation in randomized strategies (1974)Covenants with and without a Sword: Self-Governance Is Possible (1992)A theory of sequential reciprocity (2003)Transaction Cost Economics: How It Works; Where It is Headed (1998)Marx's Theory of Metabolic Rift: Classical Foundations for Environmental Sociology (1999)Does higher economic and financial development lead to environmental degradation: Evidence from BRIC countries (2008)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 1951Non-Cooperative Games6,999 cited
  • 1971The Entropy Law and the Economic Process4,952 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 1969Models of Segregation1,266 cited
  • 2002Random matrix approach to cross correlations in financial data936 cited
  • 1953A Model of Income Distribution913 cited
  • 1999Scaling of the distribution of fluctuations of financial market indices893 cited
  • 1960The Pareto-Levy Law and the Distribution of Income741 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
  • 1998Inverse cubic law for the distribution of stock price variations

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  • 2017Evaluation of the professional worth of scientific papers, their citation responding and the publication authority10 cited