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1

A theory of power-law distributions in financial market fluctuations

Gabaix, Xavier, Gopikrishnan, Parameswaran, Plerou, Vasiliki, Stanley, H. Eugene

Journal:

Year:

2003

Language:

english

File:

PDF, 198 KB

english, 2003

2

ECONOPHYSICS: WHAT CAN PHYSICISTS CONTRIBUTE TO ECONOMICS?

STANLEY, H. EUGENE, AMARAL, LUÍS A. NUNES, GOPIKRISHNAN, PARAMESWARAN, LIU, YANHUI, PLEROU, VASILIKI, ROSENOW, BERND

Journal:

International Journal of Theoretical and Applied Finance

Year:

2000

Language:

english

File:

PDF, 180 KB

english, 2000

3

Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations

H. Eugene Stanley, Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou

Journal:

Nonlinear Dynamics

Year:

2006

Language:

english

File:

PDF, 150 KB

english, 2006

4

Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Rosenow, Bernd, Nunes Amaral, Luís A., Stanley, H. Eugene

Journal:

Physical Review Letters

Year:

1999

Language:

english

File:

PDF, 120 KB

english, 1999

5

Random matrix approach to cross correlations in financial data

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Rosenow, Bernd, Amaral, Luís A. Nunes, Guhr, Thomas, Stanley, H. Eugene

Journal:

Physical Review E

Year:

2002

Language:

english

File:

PDF, 574 KB

english, 2002

6

Institutional Investors and Stock Market Volatility

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou and H. Eugene Stanley

Journal:

Quarterly Journal of Economics

Year:

2006

Language:

english

File:

PDF, 3.04 MB

english, 2006

7

On the origin of power-law fluctuations in stock prices

Plerou, Vasiliki, Stanley, H Eugene, Gabaix, Xavier, Gopikrishnan, Parameswaran

Journal:

Quantitative Finance

Year:

2004

Language:

english

File:

PDF, 142 KB

english, 2004

8

Two phase behaviour and the distribution of volume

Plerou, Vasiliki, Gopikrishnan†, Parameswaran, Stanley, H. Eugene

Journal:

Quantitative Finance

Year:

2005

Language:

english

File:

PDF, 113 KB

english, 2005

9

THE DISTRIBUTION OF RETURNS OF STOCK PRICES

AMARAL, LUÍS A. N., PLEROU, VASILIKI, GOPIKRISHNAN, PARAMESWARAN, MEYER, MARTIN, STANLEY, H. EUGENE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2000

Language:

english

File:

PDF, 133 KB

english, 2000

10

Quantifying and understanding the economics of large financial movements

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley

Journal:

Journal of Economic Dynamics and Control

Year:

2008

Language:

english

File:

PDF, 251 KB

english, 2008

11

Dynamics of cross-correlations in the stock market

Bernd Rosenow, Parameswaran Gopikrishnan, Vasiliki Plerou, H Eugene Stanley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2003

Language:

english

File:

PDF, 107 KB

english, 2003

12

Random magnets and correlations of stock price fluctuations

Bernd Rosenow, Parameswaran Gopikrishnan, Vasiliki Plerou, H.Eugene Stanley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2002

Language:

english

File:

PDF, 146 KB

english, 2002

13

10.1038/22719

Stanley, H. Eugene, Plerou, Vasiliki, Amaral, Luís A. Nunes, Gopikrishnan, Parameswaran, Meyer, Martin

Journal:

Year:

1999

Language:

english

File:

PDF, 276 KB

english, 1999

14

Scaling of the distribution of price fluctuations of individual companies

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Nunes Amaral, Luís A., Meyer, Martin, Stanley, H. Eugene

Journal:

Physical Review E

Year:

1999

Language:

english

File:

PDF, 282 KB

english, 1999

15

Statistical properties of share volume traded in financial markets

Gopikrishnan, Parameswaran, Plerou, Vasiliki, Gabaix, Xavier, Stanley, H. Eugene

Journal:

Physical Review E

Year:

2000

Language:

english

File:

PDF, 90 KB

english, 2000

16

Quantifying stock-price response to demand fluctuations

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Gabaix, Xavier, Stanley, H. Eugene

Journal:

Physical Review E

Year:

2002

Language:

english

File:

PDF, 78 KB

english, 2002

17

APPLICATION OF RANDOM MATRIX THEORY TO STUDY CROSS-CORRELATIONS OF STOCK PRICES

ROSENOW, BERND, PLEROU, VASILIKI, GOPIKRISHNAN, PARAMESWARAN, AMARAL, LUÍS A. NUNES, STANLEY, H. EUGENE

Journal:

International Journal of Theoretical and Applied Finance

Year:

2000

Language:

english

File:

PDF, 176 KB

english, 2000

18

A unified econophysics explanation for the power-law exponents of stock market activity

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, Eugene Stanley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 186 KB

english, 2007

19

Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance

H.E. Stanley, Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2007

Language:

english

File:

PDF, 327 KB

english, 2007

20

Econophysics: financial time series from a statistical physics point of view

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow, Luis A.N. Amaral, H.Eugene Stanley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2000

Language:

english

File:

PDF, 209 KB

english, 2000

21

Quantifying economic fluctuations

H.Eugene Stanley, Luis A. Nunes Amaral, Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2001

Language:

english

File:

PDF, 108 KB

english, 2001

22

Understanding the cubic and half-cubic laws of financial fluctuations

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H.Eugene Stanley

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2003

Language:

english

File:

PDF, 108 KB

english, 2003

23

Econophysics: Two-phase behaviour of financial markets

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Stanley, H. Eugene

Journal:

Year:

2003

Language:

english

File:

PDF, 79 KB

english, 2003

24

A THEORY OF LIMITED LIQUIDITY AND LARGE INVESTORS CAUSING SPIKES IN STOCK MARKET VOLATILITY AND TRADING VOLUME

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou, H. Eugene Stanley

Journal:

Journal of the European Economic Association

Year:

2007

Language:

english

File:

PDF, 155 KB

english, 2007

25

Quantifying and interpreting collective behavior in financial markets

Gopikrishnan, Parameswaran, Rosenow, Bernd, Plerou, Vasiliki, Stanley, H. Eugene

Journal:

Physical Review E

Year:

2001

Language:

english

File:

PDF, 166 KB

english, 2001

26

Proceedings of the Twenty-First Annual Congress of the European Economic Association || A Theory of Limited Liquidity and Large Investors Causing Spikes in Stock Market Volatility and Trading Volume

Xavier Gabaix, Vasiliki Plerou, Parameswaran Gopikrishnan and H. Eugene Stanley

Journal:

Journal of the European Economic Association

Year:

2007

Language:

english

File:

PDF, 1.15 MB

english, 2007

27

Economic fluctuations and anomalous diffusion

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Nunes Amaral, Luís A., Gabaix, Xavier, Eugene Stanley, H.

Journal:

Physical Review E

Year:

2000

Language:

english

File:

PDF, 120 KB

english, 2000

28

Scaling of the distribution of fluctuations of financial market indices

Gopikrishnan, Parameswaran, Plerou, Vasiliki, Nunes Amaral, Luís A., Meyer, Martin, Stanley, H. Eugene

Journal:

Physical Review E

Year:

1999

Language:

english

File:

PDF, 258 KB

english, 1999

29

Statistical properties of the volatility of price fluctuations

Liu, Yanhui, Gopikrishnan, Parameswaran, Cizeau,, Meyer,, Peng,, Stanley, H. Eugene

Journal:

Physical Review E

Year:

1999

Language:

english

File:

PDF, 189 KB

english, 1999

30

Quantifying fluctuations in market liquidity: Analysis of the bid-ask spread

Plerou, Vasiliki, Gopikrishnan, Parameswaran, Stanley, H. Eugene

Journal:

Physical Review E

Year:

2005

Language:

english

File:

PDF, 254 KB

english, 2005

31

[AIP Unsolved problems of noise and fluctuations - Adelaide (Australia) (12-15 July 1999)] AIP Conference Proceedings - Econophysics: What can physicists contribute to economics?

Gopikrishnan, Parameswaran

Year:

2000

Language:

english

File:

PDF, 979 KB

english, 2000

32

[AIP Third tohwa university international conference on statistical physics - Fukuoka (Japan) (8-12 Nov 1999)] AIP Conference Proceedings - Financial time series: A physics perspective

Gopikrishnan, Parameswaran

Year:

2000

Language:

english

File:

PDF, 1.57 MB

english, 2000

33

A Theory of Large Fluctuations in Stock Market Activity

Gabaix, Xavier, Gopikrishnan, Parameswaran, Plerou, Vasiliki, Stanley, H. Eugene Eugene

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 536 KB

english, 2003