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1999 | Hierarchical structure in financial markets RePEc:spr:eurphb:v:11:y:1999:i:1:p:193-197:10.1007/s100510050929 [Citation Analysis] | 46 |
1999 | Hierarchical structure in financial markets RePEc:spr:eurphb:v:11:y:1999:i:1:p:193-197 [Citation Analysis] | 39 |
1998 | Inverse cubic law for the distribution of stock price variations RePEc:spr:eurphb:v:3:y:1998:i:2:p:139-140 [Citation Analysis] | 31 |
1998 | Stock market crashes are outliers RePEc:spr:eurphb:v:1:y:1998:i:2:p:141-143 [Citation Analysis] | 21 |
2004 | Problems with fitting to the power-law distribution RePEc:spr:eurphb:v:41:y:2004:i:2:p:255-258 [Citation Analysis] | 20 |
1998 | How popular is your paper? An empirical study of the citation distribution RePEc:spr:eurphb:v:4:y:1998:i:2:p:131-134 [Citation Analysis] | 15 |
2004 | Networks of equities in financial markets RePEc:spr:eurphb:v:38:y:2004:i:2:p:363-371 [Citation Analysis] | 13 |
2007 | Kinetic exchange models for income and wealth distributions RePEc:spr:eurphb:v:60:y:2007:i:2:p:135-149 [Citation Analysis] | 11 |
2000 | Statistical mechanics of money: how saving propensity affects its distribution RePEc:spr:eurphb:v:17:y:2000:i:1:p:167-170 [Citation Analysis] | 9 |
2004 | Clustering and information in correlation based financial networks RePEc:spr:eurphb:v:38:y:2004:i:2:p:353-362 [Citation Analysis] | 8 |
2000 | Apparent multifractality in financial time series RePEc:spr:eurphb:v:13:y:2000:i:3:p:595-599 [Citation Analysis] | 6 |
2009 | Systemic risk in a unifying framework for cascading processes on networks RePEc:spr:eurphb:v:71:y:2009:i:4:p:441-460 [Citation Analysis] | 5 |
2009 | Network and eigenvalue analysis of financial transaction networks RePEc:spr:eurphb:v:71:y:2009:i:4:p:523-531 [Citation Analysis] | 5 |
2004 | Statistical properties of corporate board and director networks RePEc:spr:eurphb:v:38:y:2004:i:2:p:345-352 [Citation Analysis] | 5 |
2000 | On the properties of small-world network models RePEc:spr:eurphb:v:13:y:2000:i:3:p:547-560 [Citation Analysis] | 5 |
2007 | Interplay between topology and dynamics in the World Trade Web RePEc:spr:eurphb:v:57:y:2007:i:2:p:159-164 [Citation Analysis] | 5 |
2006 | The spatial structure of networks RePEc:spr:eurphb:v:49:y:2006:i:2:p:247-252 [Citation Analysis] | 4 |
2009 | Nonlinear voter models: the transition from invasion to coexistence RePEc:spr:eurphb:v:67:y:2009:i:3:p:301-318 [Citation Analysis] | 4 |
2006 | Statistical equilibrium in simple exchange games I RePEc:spr:eurphb:v:53:y:2006:i:2:p:267-272 [Citation Analysis] | 4 |
2005 | Modeling cascading failures in the North American power grid RePEc:spr:eurphb:v:46:y:2005:i:1:p:101-107 [Citation Analysis] | 3 |
2007 | Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices RePEc:spr:eurphb:v:55:y:2007:i:4:p:453-459 [Citation Analysis] | 3 |
2003 | Effects of saving and spending patterns on holding time distribution RePEc:spr:eurphb:v:36:y:2003:i:1:p:149-153 [Citation Analysis] | 3 |
2007 | Correlation based networks of equity returns sampled at different time horizons RePEc:spr:eurphb:v:55:y:2007:i:2:p:209-217 [Citation Analysis] | 3 |
2009 | The role of communication and imitation in limit order markets RePEc:spr:eurphb:v:71:y:2009:i:4:p:489-497 [Citation Analysis] | 3 |
2008 | Renewal equations for option pricing RePEc:spr:eurphb:v:65:y:2008:i:2:p:295-306 [Citation Analysis] | 3 |
2007 | A nonextensive approach to the dynamics of financial observables RePEc:spr:eurphb:v:55:y:2007:i:2:p:161-167 [Citation Analysis] | 2 |
2009 | Physics of risk and uncertainty in quantum decision making RePEc:spr:eurphb:v:71:y:2009:i:4:p:533-548 [Citation Analysis] | 2 |
2006 | Kinetic market models with single commodity having price fluctuations RePEc:spr:eurphb:v:54:y:2006:i:3:p:399-404 [Citation Analysis] | 2 |
2007 | Statistical equilibrium in simple exchange games I RePEc:spr:eurphb:v:60:y:2007:i:2:p:271-272 [Citation Analysis] | 2 |
2010 | Order-splitting and long-memory in an order-driven market RePEc:spr:eurphb:v:73:y:2010:i:1:p:51-57 [Citation Analysis] | 2 |
2007 | Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations RePEc:spr:eurphb:v:57:y:2007:i:2:p:139-146 [Citation Analysis] | 2 |
2008 | Cointegration of output, capital, labor, and energy RePEc:spr:eurphb:v:66:y:2008:i:2:p:279-287 [Citation Analysis] | 2 |
2007 | World currency exchange rate cross-correlations RePEc:spr:eurphb:v:58:y:2007:i:4:p:499-502 [Citation Analysis] | 2 |
2003 | Spot foreign exchange market and time series RePEc:spr:eurphb:v:34:y:2003:i:4:p:495-500 [Citation Analysis] | 2 |
2007 | The emergence of coordination in public good games RePEc:spr:eurphb:v:55:y:2007:i:2:p:149-159 [Citation Analysis] | 2 |
2010 | Segmentation algorithm for non-stationary compound Poisson processes RePEc:spr:eurphb:v:78:y:2010:i:2:p:235-243 [Citation Analysis] | 2 |
2007 | Kelly criterion revisited: optimal bets RePEc:spr:eurphb:v:57:y:2007:i:2:p:201-203 [Citation Analysis] | 2 |
2007 | A generalized preferential attachment model for business firms growth rates RePEc:spr:eurphb:v:57:y:2007:i:2:p:131-138 [Citation Analysis] | 2 |
2008 | Scale free effects in world currency exchange network RePEc:spr:eurphb:v:66:y:2008:i:1:p:91-96 [Citation Analysis] | 2 |
2007 | Multi-scale correlations in different futures markets RePEc:spr:eurphb:v:58:y:2007:i:2:p:207-220 [Citation Analysis] | 2 |
2007 | The Forbes 400, the Pareto power-law and efficient markets RePEc:spr:eurphb:v:55:y:2007:i:2:p:143-147 [Citation Analysis] | 2 |
2007 | Multi-value cellular automata model for mixed bicycle flow RePEc:spr:eurphb:v:56:y:2007:i:3:p:247-252 [Citation Analysis] | 2 |
2005 | Innovation flow through social networks: productivity distribution in France and Italy RePEc:spr:eurphb:v:47:y:2005:i:3:p:459-466 [Citation Analysis] | 2 |
2000 | On social percolation and small world network RePEc:spr:eurphb:v:16:y:2000:i:3:p:569-571 [Citation Analysis] | 2 |
2008 | Network topology of an experimental futures exchange RePEc:spr:eurphb:v:62:y:2008:i:1:p:105-111 [Citation Analysis] | 2 |
2007 | A generalized preferential attachment model for business firms growth rates RePEc:spr:eurphb:v:57:y:2007:i:2:p:127-130 [Citation Analysis] | 2 |
1999 | Multifractal critical phenomena in traffic and economic processes RePEc:spr:eurphb:v:11:y:1999:i:2:p:361-364:10.1007/bf03219174 [Citation Analysis] | 2 |
2007 | Parameter estimation for power-law distributions by maximum likelihood methods RePEc:spr:eurphb:v:58:y:2007:i:2:p:167-173 [Citation Analysis] | 2 |
2010 | Cooperation evolution in random multiplicative environments RePEc:spr:eurphb:v:73:y:2010:i:4:p:625-632 [Citation Analysis] | 2 |
2005 | Optimal disorder for segregation in annealed small worlds RePEc:spr:eurphb:v:47:y:2005:i:2:p:265-273 [Citation Analysis] | 2 |
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2011 | Why is order flow so persistent? RePEc:arx:papers:1108.1632 | [Citation Analysis] |
2011 | Volatility clustering and herding agents: does it matter what they observe? RePEc:spr:jeicoo:v:6:y:2011:i:1:p:41-59 | [Citation Analysis] |
2011 | Distinguishing manipulated stocks via trading network analysis RePEc:arx:papers:1110.2260 | [Citation Analysis] |
2011 | Market clearing by maximum entropy in agent models of stock markets RePEc:spr:jeicoo:v:6:y:2011:i:2:p:121-138 | [Citation Analysis] |
2011 | From microscopic taxation and redistribution models to macroscopic
income distributions RePEc:arx:papers:1109.0606 | [Citation Analysis] |
2011 | Identification of clusters of investors from their real trading activity
in a financial market RePEc:arx:papers:1107.3942 | [Citation Analysis] |
2011 | Distinguishing manipulated stocks via trading network analysis RePEc:arx:papers:1110.2260 | [Citation Analysis] |
2011 | Systemic Risk and Network Formation in the Interbank Market RePEc:cpr:ceprdp:8332 | [Citation Analysis] |
2011 | Does Social Welfare Preference Always Promote Cooperation on Barabási and Albert Networks? RePEc:kap:compec:v:37:y:2011:i:3:p:249-266 | [Citation Analysis] |
2011 | The Lehman Brothers Effect and Bankruptcy Cascades RePEc:arx:papers:1002.1070 | [Citation Analysis] |
2011 | Decision theory with prospect interference and entanglement RePEc:kap:theord:v:70:y:2011:i:3:p:283-328 | [Citation Analysis] |
2011 | How to grow a bubble: A model of myopic adapting agents RePEc:eee:jeborg:v:80:y:2011:i:1:p:137-152 | [Citation Analysis] |
2011 | Why is order flow so persistent? RePEc:arx:papers:1108.1632 | [Citation Analysis] |