Econophysics & Social Science Research
The Center for Polymer Studies at Boston University

[Citation counts listed when above 100.]



Books



Articles

  1. R. N. Mantegna and H. E. Stanley, "Stochastic Process with Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," Phys. Rev. Lett. 73, 2946-2949 (1994). PDF [Citations: 432]
  2. R. N. Mantegna and H. E. Stanley, "Scaling Behaviour in the Dynamics of an Economic Index," Nature 376, 46-49 (1995). PDF -- Accompanied by News & Views editorial by A. Timmermann, p. 18. PDF -- Described in "Was Physiker und Oekonomen voneinander lernen koennen," by George Szpiro [Neue Zuercher Zeitung, Nr 208, p. 73, 8 September 1999]. [Citations: 1,065]
  3. M. H. R. Stanley, S. V. Buldyrev, S. Havlin, R. Mantegna, M.A. Salinger, and H. E. Stanley, "Zipf plots and the size distribution of Firms," Economics Lett. 49, 453-457 (1995). PDF [Citations: 152]
  4. R. N. Mantegna and H. E. Stanley, "Ultra-Slow Convergence to a Gaussian: The Truncated Levy Flight," in Levy Flights and Related Topics in Physics [Proc. 1994 International Conf. on Levy Flights], edited by M. F. Shlesinger, G. M. Zaslavsky, and U. Frisch (Springer, Berlin, 1995), pp. 300-312. PDF
  5. M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Scaling Behavior in the Growth of Companies," Nature 379, 804-806 (1996). PDF [Citations: 369]
  6. H. E. Stanley, V. Afanasyev, L. A. N. Amaral, S. V. Buldyrev, A. L. Goldberger, S. Havlin, H. Leschhorn, P. Maass, R. N. Mantegna, C.-K. Peng, P. A. Prince, M. A. Salinger, M. H. R. Stanley, and G. M. Viswanathan, "Anomalous Fluctuations in the Dynamics of Complex Systems: From DNA and Physiology to Econophysics," Physica A 224, 302-321 (1996). PDF
  7. M. H. R. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, and H. E. Stanley, "Can Statistical Physics Contribute to the Science of Economics?" [Proc. International Conf. on "Future of Fractals"], Fractals 4, 415-425 (1996). PDF
  8. R. N. Mantegna and H. E. Stanley, "Turbulence and Financial Markets," Nature 383, 587-588 (1996). PDF [Citations: 232]
  9. S. V. Buldyrev, H. Leschhorn, P. Maass, H. E. Stanley, M. H. R. Stanley, L. A. N. Amaral, S. Havlin, and M. A. Salinger, "Scaling Behavior in Economics: Empirical Results and Modeling of Company Growth," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 145-174. PDF
  10. R. N. Mantegna and H. E. Stanley, "Physics Investigation of Financial Markets," in The Physics of Complex Systems [Proceedings of the International School of Physics "Enrico Fermi" Course CXXXIV], edited by F. Mallamace and H. E. Stanley (IOS Press, Amsterdam, 1997), pp. 473-490. PDF
  11. R. N. Mantegna and H. E. Stanley, "Stock Market Dynamics and Turbulence: Parallel Analysis of Fluctuation Phenomena," Physica A 239, 255-266 (1997). PDF
  12. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: I. Empirical Results for Company Growth," J. Phys. I France 7, 621-633 (1997). PDF [Citations: 146]
  13. S. V. Buldyrev, L. A. N. Amaral, S. Havlin, H. Leschhorn, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: II. Modeling of Company Growth," J. Phys. I France 7, 635-650 (1997). PDF
  14. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, P. Maass, M. A. Salinger, H. E. Stanley, and M. H. R. Stanley, "Scaling Behavior in Economics: The Problem of Quantifying Company Growth," Physica A 244, 1-24 (1997). PDF
  15. Y. Liu, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, "Correlations in Economic Time Series," Physica A245, 437-440 (1997). PDF [Citations: 196]
  16. P. Cizeau, Y. Liu, M. Meyer, C.-K. Peng, and H. E. Stanley, "Volatility Distribution in the S&P500 Stock Index," Physica A 245, 441-445 (1997). PDF [Citations: 128]
  17. R. N. Mantegna and H. E. Stanley, "Econophysics: Scaling and Its Breakdown in Finance" [Proc. Jancovici Workshop], J. Stat. Phys. 89, 469-479 (1997). PDF
  18. R. Mantegna and H. E. Stanley, "Limit Theorems and Price Changes in Financial Markets," in Proc. Minerva Conf., Phil. Mag. 77, 1353-1356 (1998). PDF
  19. T. Keitt and H. E. Stanley, "Scaling in the Dynamics of North American Breeding-Bird Populations," Nature 393, 257-259 (1998). PDF
  20. D. Canning, L. A. N. Amaral, Y. Lee, M. Meyer, and H. E. Stanley, "A Power Law for Scaling the Volatility of GDP Growth Rates with Country Size," Economics Lett. 60, 335-341 (1998). PDF
  21. R. N. Mantegna and H. E. Stanley, "Modeling of Financial Data: Comparison of the Truncated Levy Flight and the ARCH(1) and GARCH(1,1) Processes," Physica A 254, 77-84 (1998). PDF
  22. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, and H. E. Stanley, "Power Law Scaling for a System of Interacting Units with Complex Internal Structure," Phys. Rev. Lett. 80, 1385-1388 (1998). PDF [Citations: 158]
  23. Y. Liu, L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Fluctuations and their Correlations in Econophysics," in Fractals and Beyond, edited by M. M. Novak (World Scientific, Singapore, 1998). PDF
  24. P. Gopikrishnan, M. Meyer, L.A.N. Amaral, and H. E. Stanley, "Inverse Cubic Law for the Probability Distribution of Stock Price Variations," Eur. Phys. J. B: Rapid Communications 3, 139-140 (1998). PDF [Citations: 270]
  25. L. A. N. Amaral, S. V. Buldyrev, S. Havlin, M. A. Salinger, and H. E. Stanley, "Modeling Scaling Behavior in the Growth Dynamics of Organizations," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000).
  26. H. E. Stanley, L. A. N. Amaral, S. V. Buldyrev, S. Havlin, T. H. Keitt, H. A. Makse and G. Viswanathan, "Scale-Invariant Correlations in the Social Sciences," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000).
  27. Y. Lee, L. A. N. Amaral, D. Canning, M. Meyer, and H. E. Stanley, "Universal Features in the Growth Dynamics of Complex Organizations," Phys. Rev. Lett. 81, 3275-3278 (1998). PDF
  28. Y. Liu, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Volatility Studies of the S&P 500 Index," in Econophysics: An Emerging Science [Proc. 1997 Budapest Conference], edited by J. Kertesz and I. Kondor (Kluwer, Dordrecht, 2000). PDF
  29. L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, Y. Liu, M. Meyer, C.-K. Peng and H. E. Stanley, "Econophysics: Can Statistical Physics Contribute to the Science of Economics?" [Proc. Intl Conf on Computational Physics, CCP1998] Computer Physics Communications 121-122, 145-152 (1999). PDF
  30. H. E. Stanley, L. A. N. Amaral, D. Canning, P. Gopikrishnan, Y. Lee, and Y. Liu, "Econophysics: Can Physicists Contribute to the Science of Economics?" [Proc. 1998 Econophysics Workshop], Physica A 269, 156-169 (1999). PDF
  31. V. Plerou, L. A. N. Amaral, P. Gopikrishnan, M. Meyer, and H. E. Stanley, "Similarities between the Growth Dynamics of University Research and of Competitive Economic Activities," Nature 400, 433-437 (1999). PDF -- Accompanied by News & Views editorial by H. F. Moed and M. Luwel, "The Business of Research," Nature 400, 411-412 (1999). PDF
  32. H. E. Stanley, "Econophysics: Can Computational Physicists Contribute to the Science of Economics?" Feature Essay, Computing in Science & Engineering 1, 74-77 (1999). PDF
  33. P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, and H. E. Stanley, "Scaling of the Distributions of Fluctuations of Financial Market Indices," Phys. Rev. E 60, 5305-5316 (1999). PDF [Citations: 495]
  34. Y. Liu, P. Gopikrishnan, P. Cizeau, M. Meyer, C.-K. Peng, and H. E. Stanley, "The Statistical Properties of the Volatility of Price Fluctuations," Phys. Rev. E 60, 1390-1400 (1999). PDF [Citations: 471]
  35. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Universal and Non-Universal Properties of Cross-Correlations in Financial Time Series," Phys. Rev. Lett. 83, 1471-1474 (1999). PDF [Citations: 557]
  36. V. Plerou, P. Gopikrishnan, L. A. N. Amaral, M. Meyer, and H. E. Stanley, "Scaling of the Distribution of Price Fluctuations of Individual Companies," Phys. Rev. E 60, 6519-6529 (1999). PDF [Citations: 321]
  37. Y. Liu, L. A. N. Amaral, P. Cizeau, P. Gopikrishnan, M. Meyer, C.-K. Peng and H. E. Stanley, "Fluctuations and their Correlations in Econophysics," in Anomalous Diffusion: From Basics to Applications [Proc. XIth Max Born Symposium, Ladek Zdroj, 20-27 May 1998], edited by R. Kutner, A. Pekalski and K. Sznajd-Weron (Springer, Berlin, 1999), pp. 197-210. PDF
  38. R. N. Mantegna, Zoltan Palagyi, and H. E. Stanley, "Applications of Statistical Mechanics to Finance" [Proc. NATO Adv. Res. Workshop, Budapest], Physica A 274, 216-221 (1999). PDF
  39. B. Podobnik, P. Ch. Ivanov, Y. Lee, A. Chessa, and H. E. Stanley, "Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions," Europhys. Lett. 50, 711-717 (2000). PDF
  40. P. Gopikrishnan, V. Plerou, L. A. N. Amaral, B. Rosenow, and H. E. Stanley, "Financial Time Series: A Physics Perspective," Statistical Physics--3rd Tohwa University International Conference, edited by Michio Tokuyama (AIP Conference Series, Volume 519, 2000), pp. 667-680. PDF
  41. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Econophysics: Financial Time Series from a Statistical Physics Point of View," Physica A 279, 443-456 (2000). PDF
  42. P. Gopikrishnan, L. A. N. Amaral, Y. Liu, M. Meyer, V. Plerou, B. Rosenow, and H. E. Stanley, "Econophysics: What can Physicists contribute to Economics," [Proceedings of the conference Unsolved Problems of Noise, Adelaide, Australia 1999], edited by D. Abbott and L. Kish (AIP proceedings, Melville, New York, 2000), pp. 233-245. PDF
  43. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, and V. Plerou, "Scale Invariance and Universality of Economic Fluctuations," Physica A 283, 31-41 (2000). PDF
  44. B. Podobnik, P. Ch. Ivanov, Y. Lee, and H. E. Stanley, "Scale-invariant Truncated Levy Process," Europhys. Lett. 52, 491-497 (2000). PDF
  45. B. Rosenow, V. Plerou, P. Gopikrishnan, L. A. N. Amaral, and H. E. Stanley, "Application of Random Matrix Theory to Study Cross-Correlations of Stock Prices," in Proceedings of 1999 Dublin Conf: Int. J. of Theoret. Appl. Finance 3, 399-404 (2000). PDF
  46. L. A. N. Amaral, V. Plerou, P. Gopikrishnan, M. Meyer, and H. E. Stanley, "The Distribution of Returns of Stock Prices," in Proceedings of Dublin Conf, Int. J. of Theoret. Appl. Finance 3, 365-370 (2000). PDF
  47. V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Economic Fluctuations and Anomalous Diffusion," Phys. Rev. E 62, R3023-R3026 (2000). PDF
  48. P. Gopikrishnan, V. Plerou, X. Gabaix, and H. E. Stanley, "Statistical Properties of Share Volume Traded in Financial Markets," Phys. Rev. E 62, R4493-R4496 (2000). PDF
  49. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, Y. Liu, V. Plerou, and B. Rosenow, "Econophysics: What Can Physicists Contribute to Economics?" in Proceedings of Dublin Conf: Int. J. of Theoret. Appl. Finance 3, 335-346 (2000). PDF
  50. H. E. Stanley, "Exotic Statistical Physics: Applications to Biology, Medicine, and Economics" [Karpacz International Conf. on Exotic Statistical Physics], Physica A 285, 1-17 (2000). PDF
  51. P. Gopikrishnan, V. Plerou, Y. Liu, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, "Scaling and Correlation in Financial Time Series," Physica A 287, 362-373 (2000). PDF
  52. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "A Random Matrix Theory Approach to Financial Cross-Correlations," Physica A 287, 374-382 (2000). PDF
  53. H. E. Stanley, P. Gopikrishnan, V. Plerou, and L. A. N. Amaral, "Quantifying Fluctuations in Economic Systems by Adapting Methods of Statistical Physics," Physica A 287, 339-361 (2000). PDF
  54. P. Gopikrishnan, B. Rosenow, V. Plerou, and H. E. Stanley, "Quantifying and Interpreting Collective Behavior in Financial Markets," Phys. Rev. E 64, 035106 (2001). PDF
  55. V. Plerou, P. Gopikrishnan, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations, Market Activity, and Trading Volume," Quantitative Finance 1, 262-269 (2001). PDF
  56. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "Collective Behavior of Stock Price Movements: A Random Matrix Theory Approach," Physica A 299, 175-180 (2001). PDF
  57. P. Ch. Ivanov, B. Podobnik, Y. Lee, and H. E. Stanley, "Truncated Levy Process with Scale-Invariant Behavior" [Proc. NATO Advanced Research Workshop on Application of Physics in Economic Modelling, Prague, 8-10 February 2001], Physica A 299, 154-160 (2001). PDF
  58. P. Gopikrishnan, V. Plerou, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations and Market Activity," Physica A 299, 137-143 (2001). PDF
  59. L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Model for the Growth Dynamics of Economic Organizations," Physica A 299, 127-136 (2001). PDF
  60. L. A. N. Amaral, P. Gopikrishnan, K. Matia, V. Plerou, and H. E. Stanley, "Application of Statistical Physics Methods and Concepts to the Study of Science and Technology Systems" [Proc. 2000 International Conference on Science and Technology Indicators, Leiden], Scientometrics 51, 9-36 (2001). PDF
  61. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Similarities and Differences between Physics and Economics," Physica A 299, 1-15 (2001). PDF
  62. B. Podobnik, K. Matia, A. Chessa, P. Ch. Ivanov, Y. Lee, and H. E. Stanley, "Time Evolution of Stochastic Processes with Correlations in the Variance: Stability in Power-Law Tails of Distributions," Physica A 300, 300-309 (2001). PDF
  63. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Introduction to Econophysics: The What and Why of 'Financial Flows'" in Proc. 1st Int'l Symposium on Advanced Fluid Information, 4-5 October 2001, Sendai, Japan (Institute of Fluid Science, Sendai, 2001), pp. 788-797. PDF
  64. H. E. Stanley, L. A. N. Amaral, S. V. Buldyrev, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Self-Organized Complexity in Economics and Finance," Proc. Natl. Acad. Sci. USA 99-Supp, 2561-2565 (2002). PDF
  65. H. E. Stanley, L. A. N. Amaral, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Quantifying Economic Fluctuations" [Proc. Bar-Ilan Conference], Physica A 302, 126-137 (2001). PDF
  66. R. N. Mantegna and H. E. Stanley, "Investigations of Financial Markets Using Statistical Physics Methods," in Science of Disaster: Market Crashes, Heart Attacks, and Climate Disruptions, edited by A. Bunde, J. Kropp, and H. J. Schellnhuber (Springer, Berlin, 2002), Chapt. 11, pp. 353-371. PDF
  67. H. E. Stanley and V. Plerou, "Scaling and Universality in Economics: Empirical results and Theoretical Interpretation," Quantitative Finance 1, 563-567 (2001). PDF
  68. V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral, T. Guhr, and H. E. Stanley, "Random Matrix approach to Cross-Correlations in Financial Data," Phys. Rev. E 65, 066126 (2002). PDF
  69. B. Podobnik, I. Grosse, and H. E. Stanley, "Stochastic Processes with Power-Law Stability and a Crossover in Power-Law Correlations," Physica A 316, 153-159 (2002). PDF
  70. V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley, "Quantifying Stock Price Response to Demand Fluctuations," Phys. Rev. E 66, 027104 (2002). PDF
  71. K. Matia, L. A. N. Amaral, S. Goodwin, and H. E. Stanley, "Different Scaling Behaviors of Commodity Spot and Future Prices," Phys. Rev. E 66, 045103 (2002). PDF
  72. T. H. Keitt, L. A. N. Amaral, S. V. Buldyrev, and H. E. Stanley, "Scaling in the Growth of Geogrpahically Subdivided Populations: Scale-Invariant Patterns from a Continent-Wide Biological Survey" [Focus issue: The biosphere as a complex adaptive system], Phil. Trans. Royal Soc. B: Biological Sciences 357, 627-633 (2002). PDF
  73. B. Rosenow, V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Portfolio Optimization and the Random Magnet Problem," Europhys. Lett. 59, 500-506 (2002). PDF
  74. B. Rosenow, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Random Magnets and Correlations of Stock Price Fluctuations," Physica A 314, 762-767 (2002). PDF
  75. P. Gopikrishnan, V. Plerou, X. Gabaix, L. A. N. Amaral, and H. E. Stanley, "Price Fluctuations and Market Activity," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 12-17.
  76. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and B. Rosenow, "Quantifying Empirical Economic Fluctuations using the Organizing Principles of Scale Invariance and Universality," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 3-11.
  77. B. Rosenow, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Random Matrix Theory and Cross-Correlations of Stock Prices," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 27-34.
  78. V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, "A Random Matrix Theory Approach to Quantifying Collective Behavior of Stock Price Fluctuations," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 35-40.
  79. L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Modelling the Growth Statistics of Economic Organizations," in Empirical Science of Financial Fluctuations: The Advent of Econophysics, edited by H. Takayasu (Springer-Verlag, Tokyo, 2002), pp. 313-320.
  80. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Application of Computational Statistical Physics to Scale Invariance and Universality in Economic Phenomena" [Proc. International Workshop on Computational Statistical Physics held July 23-25, 2001 at the University of Georgia] Computer Physics Communications 146, 84-92 (2002). PDF
  81. H. E. Stanley, L. A. N. Amaral, P. Gopikrishnan, V. Plerou, and M. A. Salinger, "Scale Invariance and Universality in Economic Phenomena," J. Phys.: Condens. Matter 14, 2121-2131 (2002). PDF
  82. H. E. Stanley, "Statistical Physics and Economic Fluctuations: Do Outliers Exist?" [Proc. International Statistical Physics Conference, Kolkata], Physica A 318, 279-292 (2003). PDF
  83. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Understanding the Cubic and Half-Cubic Laws of Financial Fluctuations," Physica A 324, 1-5 (2003). PDF
  84. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Theory of Large Fluctuations in Stock Market Activity," MIT Working Paper Series 03-30, 1-46 (16 August 2003). PDF
  85. K. Matia, Y. Ashkenazy, and H. E. Stanley, "Multifractal Properties of Price Fluctuations of Stocks and Commodities," Europhys. Lett. 61, 422-428 (2003). PDF
  86. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase Behavior of Financial Markets," Nature 421, 130 (2003). PDF
  87. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Theory of Power-Law Distributions in Financial Market Fluctuations," Nature 423, 267-270 (2003). PDF [Citations: 468]
  88. V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley, "On the Origin of Power-Law Fluctuations in Stock Prices," Quantitative Finance 4, C11-C15 (2004). PDF
  89. K. Matia, M. Pal, H. Salunkay, and H. E. Stanley, "Scale-Dependent Price Fluctuation: Analysis of the Indian Stock Market," Europhys. Lett. 66, 909-914 (2004). PDF
  90. K. Matia, D. Fu, S. V. Buldyrev, F. Pammolli, M. Riccaboni, and H. E. Stanley, "Statistical Properties of Business Firm Structure and Growth," Europhys. Lett. 67, 493-503 (2004). PDF
  91. B. Podobnik, P. Ch. Ivanov, I. Grosse, K. Matia, and H. E. Stanley, "ARCH-GARCH Approaches to Modeling High-Frequency Financial Data," Physica A 344, 216-220 (2004). PDF
  92. A. Carbone, G. Castelli, and H. E. Stanley, "Time-Dependent Hurst Exponent in Financial Time Series," Physica A 344, 267-271 (2004). PDF
  93. K. Matia, Y. Ashkenazy, L. A. N. Amaral, S. P. Goodwin, and H. E. Stanley, "Statistical Properties of Commodity Price Fluctuations," in Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium, Tokyo, 12-14 November 2002, edited by H. Takayasu (Springer-Verlag, Berlin, 2004), pp. 192-197.
  94. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Statistical Physics and Economic Fluctuations," in The Economy as an Evolving Complex System III, edited by L. E. Blume and S. N. Durlauf (Oxford University Press, New York, 2004).
  95. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations," in Proceedings of the Second Nikkei Econophysics Research Workshop and Symposium [Tokyo, 12-14 November 2002], edited by H. Takayasu (Springer-Verlag, Berlin, 2004), pp. 3-17
  96. B. Podobnik, P. Ch. Ivanov, V. Jazbinsek, Z. Trontelj, H. E. Stanley, and I. Grosse, "Power-Law Correlated Processes with Asymmetric Distributions,"Phys. Rev. E (Rapid Communications) 71, 025104 (2005). PDF
  97. K. Matia, L. A. N. Amaral, M. Luwel, H. Moed, and H. E. Stanley, "Scaling Phenomena in the Growth Dynamics of Scientific Output," Journal of the American Society for Information Science and Technology (JASIST) 56, 893-902 (2005). PDF
  98. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Quantifying Fluctuations in Market Liquidity: Analysis of the Bid-Ask Spread," Phys. Rev. E 71, 046131 (2005). PDF
  99. K. Yamasaki, L. Muchnik, S. Havlin, A. Bunde, and H. E. Stanley, "Scaling and Memory in Volatility Return Intervals in Stock and Currency Markets," Proc. Natl. Acad. Sci. USA 102, 9424-9248 (2005). PDF
  100. B. Podobnik, P. Ch. Ivanov, K. Biljakovic, D. Horvatic, H. E. Stanley, and I. Grosse, "Fractionally Integrated Process with Power-Law Correlations in Variables and Magnitudes," Phys. Rev. E 72, 026121 (2005). PDF
  101. D. Fu, F. Pammolli, S. V. Buldyrev, M. Riccaboni, K. Matia, K. Yamasaki, and H. E. Stanley, "The Growth of Business Firms: Theoretical Framework and Empirical Evidence," Proc. Natl. Acad. Sci. USA 102, 18801-18806 (2005). PDF -- PDF of Cover Illustration
  102. V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase Behaviour and the Distribution of Volume," Quantitative Finance 5, 519-521 (2005). PDF
  103. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Scaling and Memory of Intraday Volatility Return Intervals in Stock Market," Phys. Rev. E 73, 026117 (2006). PDF
  104. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Institutional Investors and Stock Market Volatility," Quarterly Journal of Economics 121, 461-504 (2006). PDF
  105. K. Yamasaki, K. Matia, S. V. Buldyrev, D. Fu, F. Pammolli, M. Riccaboni, and H. E. Stanley, "Preferential Attachment and Growth Dynamics in Complex Systems," Phys. Rev. E 74, 035103 (2006). PDF
  106. D. Fu, S. V. Buldyrev, M. A. Salinger, and H. E. Stanley, "Percolation Model for Growth Rates of Aggregates and Its Application for Business Firm Growth," Phys. Rev. E 74, 036118 (2006). PDF
  107. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: The Puzzle of Large Fluctuations," Nonlinear Dynamics 44, 329-340 (2006). PDF
  108. B. Podobnik, D. Fu, T. Jagric, I. Grosse, and H. E. Stanley, "Fractionally Integrated Process for Transition Economics," Physica A 362, 465-470 (2006). PDF
  109. F. Wang, P. Weber, K. Yamasaki, S. Havlin, and H. E. Stanley, "Statistical Regularities in the Return Intervals of Volatility," Eur. Phys. J. B [Proc. Special Issue on Econophysics] 55, 123-133 (2007). PDF
  110. B. Podobnik, D. F. Fu, H. E. Stanley, and P. Ch. Ivanov, "Power-law Autocorrelated Stochastic Processes with Long-Range Cross-Correlations," Eur. Phys. J. B 56, 47-52 (2007). PDF
  111. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Theory of Limited Liquidity and Large Investors Causing Spikes in Stock Market Volatility and Trading Volume," J. Eur. Economic Association 5(2-3), 564-573 (2007). PDF
  112. S. V. Buldyrev, J. Growiec, F. Pammolli, M. Riccaboni, and H. E. Stanley, "The Growth of Business Firms: Facts and Theory," J. Eur. Economic Association 5(2-3), 574-584 (2007). PDF
  113. J. Shao, P. Ch. Ivanov, B. Podobnik, and H. E. Stanley, "Quantitative Relations between Corruption and Economic Factors," Eur. Phys. J. B 56[2], 157-166 (2007). PDF
  114. H. E. Stanley, X. Gabaix, P. Gopikrishnan, and V. Plerou, "Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Less Rare Events in Finance" [Proc. APFA-5, Torino], Physica A 382, 286-301 (2007). PDF
  115. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "A Unified Econophysics Explanation for the Power-Law Exponents of Stock Market Activity" [Proc. APFA-5, Torino], Physica A 382, 81-88 (2007). PDF
  116. F. Pammolli, D. Fu, S. V. Buldyrev, M. Riccaboni, K. Matia, K. Yamasaki, and H. E. Stanley, "A Generalized Preferential Attachment Model for Business Firm Growth Rates: I. Empirical Evidence" [Proc. APFA-5, Torino] Eur. Phys. J. B 57[2], 127-130 (2007). PDF
  117. S. V. Buldyrev, F. Pammolli, M. Riccaboni, K. Yamasaki, D. Fu, K. Matia, and H. E. Stanley, "A Generalized Preferential Attachment Model for Business Firm Growth Rates: II. Mathematical Treatment" [Proc. APFA-5, Torino] Eur. Phys. J. B 57[2], 131-138 (2007). PDF
  118. P. Weber, F. Wang, I. Vodenska-Chitkushev, S. Havlin, and H. E. Stanley, "Relation between Volatility Correlations in Financial Markets and Omori Processes Occurring on All Scales," Phys. Rev. E 76, 016109 (2007). PDF
  119. V. Plerou and H. E. Stanley, "Tests of Scaling and Universality of the Distributions of Trade Size and Share Volume: Evidence from Three Distinct Markets," Phys. Rev. E 76, 046109 (2007). PDF
  120. A. Carbone and H. E. Stanley, "Scaling Properties and Entropy of Long-Range Correlated Time Series" [Proc. International Conf on Statistical Mechanics: Kolkata], Physica A 384, 21-24 (2007). PDF
  121. X. Gabaix, P. Gopikrishnan, V. Plerou, and H. E. Stanley, "Quantifying and Understanding the Economics of Large Financial Movements," Journal of Economic Dynamics and Control (JEDC) 32[1], 303-319 (2008). PDF
  122. J. Growiec, F. Pammolli, M. Riccaboni, and H. E. Stanley, "On the Size Distribution of Business Firms," Economics Lett. 98[2], 207-212 (2008). PDF
  123. W.-S. Jung, O. Kwon, F. Wang, T. Kaizoji, H.-T. Moon, and H. E. Stanley, "Group Dynamics of the Japanese Market," Physica A 387, 537-542 (2008). PDF
  124. H. E. Stanley, Book Review: M. Lax, W. Cai, and M. Xu, Random Processes in Physics and Finance, Physics Today 61[1], 63-64 (2008). PDF
  125. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Indication of Multiscaling in the Volatility Return Intervals of Stock Markets," Phys. Rev. E 77, 016109 (2008). PDF
  126. B. Podobnik and H. E. Stanley, "Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-Stationary Time Series," Phys. Rev. Lett. 100, 084102 (2008). PDF [Citations: 372]
  127. I. Vodenska-Chitkushev, F. Z. Wang, P. Weber, K. Yamasaki, S. Havlin, and H. E. Stanley, "Comparison between Volatility Return Intervals of the S&P 500 Index and Two Common Models," Eur. Phys. J. B 61, 217-223 (2008). PDF
  128. W.-S. Jung, F. Z. Wang, S. Havlin, T. Kaizoji, H.-T. Moon, and H. E. Stanley, "Volatility Return Intervals Analysis of the Japanese Market," Eur. Phys. J. B 62, 113-119 (2008). PDF
  129. V. Plerou and and H. E. Stanley, "Stock Return Distributions: Tests of Scaling and Universality from Three Distinct Stock Markets," Phys. Rev. E 77, 037101 (2008). PDF
  130. B. Podobnik, D. Horvatic, A. L. Ng, H. E. Stanley, and P. Ch. Ivanov, "Modeling Long-Range Cross-Correlations in Two-Component ARFIMA and FIARCH Processes," Physica A 387, 3954-3959 (2008). PDF
  131. H. E. Stanley, V. Plerou, and X. Gabaix, "A Statistical Physics View of Financial Fluctuations: Evidence for Scaling and Universality," Physica A 387, 3967-3981 (2008). PDF
  132. B. Podobnik, D. Horvatic, F. Pammolli, F. Wang, H. E. Stanley, and I. Grosse, "Size-Dependent Standard Deviation for Growth Rates: Empirical Results and Theoretical Modeling," Phys. Rev. E 77, 056102 (2008). PDF
  133. B. Podobnik, J. Shao, D. Njavro, P. Ch. Ivanov, and H. E. Stanley, "Influence of Corruption on Economic Growth Rate and Foreign Investments" [Proc. APFA-6, Lisboa], Eur. Phys. J. B 63, 547-550 (2008). PDF
  134. H. E. Stanley, "Econophysics and the Current Economic Turmoil," The Back Page in APS News (American Physical Society) 17[11], 8-9 (December 2008). PDF
  135. M. Riccaboni, F. Pammolli, S. V. Buldyrev, L. Ponta, and H. E. Stanley, "The Size Variance Relationship of Business Firm Growth Rates," Proc. Natl. Acad. Sci. USA 105, 19595-19600 (2008). PDF of article -- PDF of "Supporting Information"
  136. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Multifactor Analysis of Multiscaling in Volatility Return Intervals," Phys. Rev. E 79, 016103 (2009). PDF
  137. B. Podobnik, D. Horvatic, A. Petersen, and H. E. Stanley, "Quantitative Relations between Risk, Return and Firm Size," Europhys. Lett. 85, 50003 (2009). PDF
  138. Y. Wang and H. E. Stanley, "Statistical Approach to Partial Equilibrium Analysis," Physica A 388, 1173-1180 (2009). PDF
  139. F. Wang, S.-J. Shieh, S. Havlin, and H. E. Stanley, "Statistical Analysis of the Overnight and Daytime Return," Phys. Rev. E 79, 056109 (2009). PDF
  140. V. Plerou and H. E. Stanley, Reply to "Comment on `Tests of Scaling and Universality of the Distributions of Trade Size and Share Volume: Evidence from Three Distinct Markets'," Phys. Rev. E 79, 068102 (2009). PDF
  141. B. Podobnik, D. Horvatic, J. N. Tenenbaum, and H. E. Stanley, "Asymmetry in Power-Law Magnitude Correlations," Phys. Rev. E Rapid Communications 80, 015101 (2009). PDF
  142. F. Wang, K. Yamasaki, S. Havlin, and H. E. Stanley, "Return Intervals Approach to Financial Fluctuations," in Complex Sciences: First International Conference -- Complex 2009, Part I, LNICST 4, edited by J. Zhou (Springer-Verlag, Berlin, 2009), pp. 3-27. PDF
  143. B. Podobnik, I. Grosse, D. Horvatic, S. Ilic, P. Ch. Ivanov, and H. E. Stanley, "Quantifying Cross-Correlations Using Local and Global Detrending Approaches," Eur. Phys. J. B 71, 243-250 (2009). PDF
  144. B. Podobnik, D. Horvatic, A. M. Petersen, and H. E. Stanley, "Cross-Correlations between Volume Change and Price Change," Proc. Natl. Acad. Sci. USA 106, 22079-22084 (2009). PDF
  145. T. Preis and H. E. Stanley, "How to Characterize Trend Switching Processes in Financial Markets," APCTP Bulletin 23-24, 18-23 (2009). PDF -- PDF of Cover Illustration
  146. T. Preis and H. E. Stanley, "Switching Phenomena in a System with No Switches," J. Stat. Phys. 138, 431-446 (2010). PDF
  147. W.-Q. Duan and H. E. Stanley, "Fairness Emergence from Zero-Intelligence Agents," Phys. Rev. E 81, 026104 (2010). PDF
  148. A. M. Petersen, F. Wang, and H. E. Stanley, "Methods for Measuring the Citations and Productivity of Scientists across Time and Discipline," Phys. Rev. E 81, 036114 (2010). PDF
  149. A. Petersen, B. Podobnik, D. Horvatic, and H. E. Stanley, "Scale Invariant Properties of Public-Debt Growth," Eur. Phys. Lett. 90, 38006 (2010). PDF
  150. H. E. Stanley, S. V. Buldyrev, G. Franzese, S. Havlin, F. Mallamace, P. Kumer, V. Plerou, and T. Preis, "Correlated Randomness and Switching Phenomena" [Proc. M.I.T. Conference Dedicated to Professor A. Nihat Berker, on the occasion of his 60th birthday], Physica A 389, 2880-2893 (2010). PDF
  151. T. Preis and H. E. Stanley, "Trend Switching Processes in Financial Markets," Chapter 1 in Econophysics Approaches to Large-Scale Business Data and Financial Crisis [Proceedings of the Tokyo Tech-Hitotsubashi Interdisciplinary Conference and APFA-7], edited by M. Takayasu, T. Watanabe, and H. Takayasu (Springer-Verlag, Berlin, 2010), pp. 3-26. PDF
  152. A. M. Petersen, F. Wang, S. Havlin, and H. E. Stanley, "Quantitative Law Describing Market Dynamics Before and After Interest-Rate Change," Phys. Rev. E 81, 066121 (2010). PDF
  153. B. Podobnik, D. Wang, D. Horvatic, I. Grosse, and H. E. Stanley, "Time-Lag Cross-Correlations in Collective Phenomena," Europhysics Letters (EPL) 90, 68001 (2010). PDF
  154. W.-Q. Duan and H. E. Stanley, "Volatility, Irregularity, and Predictable Degree of Accumulative Return Series," Phys. Rev. E 81, 066116 (2010). PDF
  155. B. Podobnik, D. Harvatic, A. M. Petersen, M. Njavro, and H. E. Stanley, "Common Scaling Behavior in Finance and Macroeconomics," Eur. Phys. J. B 76, 487-490 (2010). PDF
  156. A. M. Petersen, F. Wang, S. Havlin, and H. E. Stanley, "Market Dynamics Immediately Before and After Financial Shocks: Quantifying the Omori, Productivity, and Bath Laws," Phys. Rev. E 82, 036114 (2010). PDF
  157. J. Tenenbaum, D. Horvatic, S. Cosovic Bajic, B. Pehlivanovic, B. Podobnik, and H. E. Stanley, "Comparison between Response Dynamics in Transition Economies and Developed Countries," Phys. Rev. E 82, 046104 (2010). PDF
  158. B. Podobnik, D. Horvatic, A. M. Petersen, Branko Urosevic, and H. E. Stanley, "Bankruptcy Risk Model and Empirical Tests," Proc. Natl. Acad. Sci. USA 107, 18325-18330 (2010). PDF
  159. T. Preis, D. Reith, and H. E. Stanley, "Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data" [Opening Plenary talk, XI Latin American Workshop on Nonlinear Phenomena, Buzios, Rio, 5-9 October 2009], Phil. Trans. Royal Society A 368, 5707-5720 (2010). PDF
  160. H. E. Stanley, S. V. Buldyrev, G. Franzese, S. Havlin, F. Mallamace, M. G. Mazza, P. Kumar, V. Plerou, T. Preis, K. Stokely, and L. Xu, "Switching Phenomena," in Proceedings of the First Interdisciplinary CHESS Interactions Conference, edited by C. Rangacharyulu [University of Saskatchewan, Canada] and E. Haven [University of Leicester, UK] -- (World Scientific, Singapore, 2010), pp. 1-24.
  161. W. Duan and H. E. Stanley, "Cross-correlation and the predictability of financial return series," Physica A 390, 290-296 (2011). PDF
  162. A. M. Petersen, W.-S. Jung, J.-S. Yang, and H. E. Stanley, "Quantitative and Empirical Demonstration of the Matthew Effect in a Study of Career Longevity," Proc. Natl. Acad. Sci. USA 108, 18-23 (2011). PDF PDF of Supplementary Information
  163. G. Oh, C. Eom, F. Wang, W.-S. Jung, H. E. Stanley, and S. Kim, "Statistical Properties of Cross-Correlation in the Korean Stock Market," Eur. Phys. J. B 79, 55-60 (2011). PDF
  164. A. M. Petersen, O. Penner, and H. E. Stanley, "Methods for Detrending Success Metrics to Account for Inflationary and Deflationary Factors," Eur. Phys. J. B 79, 67-78 (2011). PDF
  165. D. Horvatic, H. E. Stanley, and B. Podobnik, "Detrended Cross-Correlation Analysis for Non-Stationary Time Series with Periodic Trends," Europhys. Lett. (EPL) 94, 18007 (2011). PDF
  166. D. Wang, B. Podobnik, D. Horvatic, and H. E. Stanley, "Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices," Phys. Rev. E 83, 046121 (2011). PDF
  167. T. Preis and H. E. Stanley, "Bubble Trouble: Can a Law Describe Bubbles and Crashes in Financial Markets?" Physics World 24[5], 29-32 (May 2011). PDF
  168. J. Shao, P. Ch. Ivanov, B. Urosevic, H. E. Stanley, and B. Podobnik, "Zipf Rank Approach and Cross-Country Convergence of Incomes," Europhys. Lett. (EPL) 94, 48001 (2011). PDF
  169. T. Preis, J. Schneider, and H. E. Stanley, "Switching Processes in Financial Markets," Proc. Natl. Acad. Sci. USA 108, 7674-7678 (2011). PDF PDF of Supplementary Information
  170. L. Zhao, G. Yang, W. Wang, Y. Chen, J. P. Huang, H. Ohashi, and H. E. Stanley, "Herd Behavior in a Complex Adaptive System," Proc. Natl. Acad. Sci. USA 108, 15058-15063 (2011). PDF
  171. X. Huang, I. Vodenska, F. Wang, S. Havlin, and H. E. Stanley, "Identifying Influential Directors in the United States Corporate Governance Network," Phys. Rev. E 84, 046101 (2011). PDF
  172. B. Podobnik, A. Valentincic, D. Horvatic, and H. E. Stanley, "Asymmetric Levy Flight in Financial Ratios," Proc. Natl. Acad. Sci. USA 108, 17883-17888 (2011). PDF -- Accompanied by commentary: "Evaluating Financial Risk" on p. 17858. PDF
  173. W. Li, F. Wang, S. Havlin, and H. E. Stanley, "Financial Factor Influence on Scaling and Memory of Trading Volume in Stock Market," Phys. Rev. E 84, 046112 (2011). PDF
  174. A. M. Petersen, H. E. Stanley, and S. Succi, "Statistical Regularities in the Rank-Citation Profile of Scientists," Nature Scientific Reports 1[181], 1-7 (2011). PDF
  175. B. Podobnik, Z.-Q. Jiang, W.-X. Zhou, and H. E. Stanley, "Statistical Tests for Power-Law Cross-Correlated Processes," Phys. Rev. E 84, 066118 (2011). PDF
  176. I. Gvozdenovic, B. Podobnik, D. Wang, and H. E. Stanley, "1/f Behavior in Cross-Correlations between Absolute Returns in a US Market," Physica A 391, 2860-2866 (2012). PDF
  177. A. M. Petersen, J. Tenenbaum, S. Havlin, and H. E. Stanley, "Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death," Nature Scientific Reports 2, 313 (2012). PDF
  178. A. M. Petersen, M. Riccaboni, H. E. Stanley, and F. Pammolli, "Persistence and Uncertainty in the Academic Career," Proc. Natl. Acad. Sci. USA 109, 5213-5218 (2012). PDF with supplemental material. Accompanied by a brief editorial.
  179. T. Preis, H. S. Moat, H. E. Stanley, and S. R. Bishop, "Quantifying the Advantage of Looking Forward," Nature Scientific Reports 2, 350 (2012). PDF
  180. B. Podobnik, D. Wang, and H. E. Stanley, "High-Frequency Trading Model for a Complex Trading Hierarchy," Quantitative Finance 12, 559-566 (2012). PDF
  181. L. Feng, B. Li, B. Podobnik, T. Preis, and H. E. Stanley, "Linking Agent-Based Models and Stochastic Models of Financial Markets," Proc. Natl. Acad. Sci. USA 110, 8388-8392 (2012). PDF
  182. G. Oh, C. Eom, S. Havlin, W.-S. Jung, F. Wang, H. E. Stanley, and S. Kim, "A Multifractal Analysis of Asian Foreign Exchange Markets," Eur. Phys. J. B 85, 214 (2012). PDF
  183. Z. Zheng, K. Yamasaki, J. Tenenbaum, B. Podobnik, Y. Tamura, and H. E. Stanley, "Scaling of Seismic Memory with Earthquake Size," Phys. Rev. E 86, 011107 (2012). PDF
  184. Q. Li, F. Wang, J. Wei, Y. Liang, J. Huang, and H. E. Stanley, "Statistical Analysis of Bankrupting and Non-Bankrupting Stocks," Europhys. Lett. (EPL) 98, 28005 (2012). PDF
  185. M. C. Münnix, T. Shimada, R. Schäfer, F. Leyvraz, T. H. Seligman, T. Guhr, and H. E. Stanley, "Identifying States of a Financial Market," Nature Scientific Reports 2, 644 (2012). PDF
  186. B. Podobnik, D. Horvatić, D. Y. Kenett, and H. E. Stanley, "The Competitiveness Versus the Wealth of a Country," Nature Scientific Reports 2, 678 (2012). PDF -- See also B. Podobnik and H. E. Stanley, "The Downside of Interdependent Networks," The Business Times [Singapore], 20 November 2012. PDF
  187. T. Preis, D. Y. Kenett, H. E. Stanley, D. Helbing, and E. Ben-Jacob, "Quantifying the Behavior of Stock Correlations under Market Stress," Nature Scientific Reports 2, 752 (2012). PDF
  188. A. M. Petersen, J. Tenenbaum, S. Havlin, H. E. Stanley, and M. Perc, "Languages Cool as They Expand: Allometric Scaling and the Decreasing Need for New Words," Nature Scientific Reports 2, 943 (2012). PDF
  189. Z. Zheng, B. Podobnik, L. Feng, and B. Li, "Changes in Cross-Correlations as an Indicator for Systemic Risk," Nature Scientific Reports 2, 888 (2012). PDF
  190. T. Preis, H. S. Moat, and H. E. Stanley, "Quantifying Trading Behavior in Financial Markets Using Google Trends," Nature Scientific Reports 3, 1684 (2013). Described in "The Digital Treasure Trove," by Des Dearlove in Core: Contemporary Business with a Twist, 64-65 (2013). PDF
  191. H. S. Moat, C. Curme, A. Avakian, D. Y. Kenett, H. E. Stanley, and T. Preis, "Quantifying Wikipedia Usage Patterns Before Stock Market Moves," Nature Scientific Reports 3, 1801 (2013). PDF
  192. D. Y. Kenett, E. Ben-Jacob, H. E. Stanley, and G. Gur-Gershgoren, "How High-Frequency Trading Affects a Market Index," Nature Scientific Reports 3, 2110 (2013). PDF
  193. D. Y. Kenett, J. Gao, X. Huang. S. Shao, I. Vodenska, S. V. Buldyrev, G. Paul, H. E. Stanley, and S. Havlin, "Network of Interdependent Networks: Overview of Theory and Applications," Chapter 1, pages 3-36, in Networks of Networks: The Last Frontier of Complexity, edited by G. D'Agostino and A. Scala (Springer, Berlin, 2014). PDF
  194. M. A. Bertella, F. R. Pires, L. Feng, and H. E. Stanley, "Confidence and The Stock Market: An Agent-Based Approach," PLOS ONE 9[1], e83488 (2014). PDF
  195. H. Meng, W.-J. Xie, Z.-Q. Jiang, B. Podobnik, W.-X. Zhou, and H. E. Stanley, "Systemic Risk and Spatiotemporal Dynamics of the US Housing Market," Nature Scientific Reports 4, 3655 (2014). PDF
  196. A. Avakian, B. Podobnik, M. Piskor, and H. E. Stanley, "Capital Death in the World Market," Phys Rev. E 89, 032805 (2014). PDF
  197. C. Curme, T. Preis, H. E. Stanley, and H. S. Moat, "Quantifying the Semantics of Search Behavior before Stock Market Moves," Proc. Natl. Acad. Sci. USA 111, 11600-11605 (2014). PDF
  198. X. Zhang, B. Podobnik, D. Y. Kenett, and H. E. Stanley, "Systemic Risk and Causality Dynamics of the World International Shipping Market," Physica A 415, 43-53 (2014). PDF
  199. Z. Zheng, Z. Qiao, T. Takaishi, H. E. Stanley, and B. Li, "Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk," PLoS ONE 9, e102940 (2014). PDF
  200. A. M. Petersen, S. Fortunato, R. K. Pan, K. Kaski, O. Penner, M. Riccaboni, H. E. Stanley, and Fabio Pammolli, "Reputation and Impact in Academic Careers," Proc. Natl. Acad. Sci. USA 111, 15316-15321 (2014). PDF
  201. X. Zhang, S. Shao, H. E. Stanley, and S. Havlin, "Dynamic Motifs in Socio-Economic Networks," Europhys. Lett. EPL 108, 58001 (2014). PDF
  202. H. S. Moat, C. Curme, H. E. Stanley, and T. Preis, "Anticipating Stock Market Movements with Google and Wikipedia," in Nonlinear Phenomena in Complex Systems: From Nano to Macro Scale, edited by D. Matrasulov and H. E. Stanley (Springer, Dordrecht, 2014), pp. 47-59. PDF
  203. M. A. Bertella, H. A. Rego, C. Neris Jr., J. N. Silva, B. Podobnik, and H. E. Stanley, "Interaction between Fiscal and Monetary Policy in a Dynamic Nonlinear Model," PLoS ONE 10[3], e0118917 (2015). PDF
  204. D. Stošić, D. Stošić, T. Stošić, and H. E. Stanley, "Multifractal Analysis of Managed and Independent Float Exchange Rates," Physica A 428, 13-18 (2015). PDF
  205. D. Stošić, D. Stošić, T. Stošić, and H. E. Stanley, "Multifractal Properties of Price Change and Volume Change of Stock Market Indices," Physica A 428, 46-51 (2015). PDF
  206. D. Y. Kenett, X. Huang, I. Vodenska, S. Havlin, and H. E. Stanley, "Partial Correlation Analysis: Applications for Financial Markets," Quantitative Finance 15[4], 569-578 (2015). PDF
  207. C. Curme, M. Tumminello, R. N. Mantegna, H. E. Stanley, and D. Y. Kenett, "Emergence of Statistically Validated Financial Intraday Lead-Lag Relationships," Quantitative Finance, DOI: 10.1080/14697688.2015.1032545 (2015). PDF
  208. X.-Y. Qian, Y.-M. Liu, Z.-Q. Jiang, B. Podobnik, W.-X. Zhou, and H. E. Stanley, "Detrended Partial Cross-Correlation Analysis of Two Time Series Influenced by Common External Forces," Phys. Rev. E 91, 062816 (2015). PDF
  209. F. Botta, H. S. Moat, H. E. Stanley, and T. Preis, "Quantifying Stock Return Distributions in Financial Markets," PLOSone 10[9], e0135600 (2015). PDF
  210. S. Levy-Carciente, D. Y. Kenett, A. Avakian, H. E. Stanley, and S. Havlin, "Dynamical Macroprudential Stress Testing Using Network Theory," J. Banking and Finance 59, 164-181 (2015). PDF
  211. X. Zhang, L. Feng, R. Zhu, and H. E. Stanley, "Applying Temporal Network Analysis to the Venture Capital Market," Eur. Phys. J. B 88, 260 (2015). PDF
  212. B. Podobnik, V. Vukovic, and H. E. Stanley, "Does the Wage Gap between Private and Public Sectors Encourage Political Corruption?" PLoS ONE 10, e0141211 (2015). PDF
  213. C. Curme, H. E. Stanley, and I. Vodenska, "Coupled Network Approach to Predictability of Financial Market Returns and News Sentiments," Int. J. Theoretical and Applied Finance 18[7], 1550043 (2015). PDF
  214. I. Vodenska, A. P. Becker, D. Zhou, D. Y. Kenett, H. E. Stanley, and S. Havlin, "Community Analysis of Global Financial Markets," Risks 4, 4020013 (2016). PDF
  215. Z.-Q. Jiang, A. A. Canabarro, B. Podobnik, H. E. Stanley, and W.-X. Zhou, "Early Warning of Large Volatilities Based on Recurrence Interval Analysis in Chinese Stock Markets," Quantitative Finance 16[11], 1713-1724 (2016). PDF
  216. M. Denys, M. Jagielski, T. Gubiec, R. Kutner, and H. E. Stanley, "Statistical Collapse of Excessive Market Losses," Acta Physica Polonica A 129, 913-916 (2016). PDF
  217. V. Gontis, S. Havlin, A. Kononovicius, B. Podobnik, and H. E. Stanley, "Stochastic Model of Financial Markets Reproducing Scaling and Memory in Volatility Return Intervals," Physica A 462, 1091-1102 (2016). PDF
  218. G.-J. Wang, C. Xie, Z.-Q. Jiang, and H. E. Stanley, "Who Are the Net Senders and Recipients of Volatility Spillovers in China's Financial Markets?" Finance Research Letters 18, 255-262 (2016). PDF
  219. G.-J. Wang, C. Xie, Z.-Q. Jiang, and H. E. Stanley, "Extreme Risk Spillover Effects in World Gold Markets and the Global Financial Crisis," International Review of Economics and Finance 46, 55-77 (2016). PDF
  220. Z. Kostanjčar, S. Begušić, H. E. Stanley, and B. Podobnik, "Estimating Tipping Points Feedback-Driven Financial Networks," IEEE Journal of Selected Topics in Signal Processing 10[6], 1040-1052 (2016). PDF
  221. M. Denys, T. Gubiec, R. Kutner, M. Jagielski, and H. E. Stanley, "Universality of Market Superstatistics," Phys. Rev. E 94, 042305 (2016). PDF
  222. X. Zhang, L. Feng, Y. Berman, N. Hu, and H. E. Stanley, "Exacerbated Vulnerability of Coupled Socio-Economic Risk in Complex Networks," Europhys. Lett. (EPL) 116, 18001 (2016). PDF
  223. W.-J. Xie, M.-X. Li, H.-C. Xu, W. Chen, W.-X. Zhou, and H. E. Stanley, "Quantifying Immediate Price Impact of Trades Based on the k-Shell Decomposition of Stock Trading Networks," Europhys. Lett. (EPL) 116, 28006 (2016). PDF
  224. S. V. Buldyrev, M. A. Salinger, and H. E. Stanley, "A Statistical Physics Implementation of Coase's Theory of the Firm," Research in Economics 70, 536-557 (2016). PDF
  225. M. Jagielski, K. Czyzewski, R. Kutner, and H. E. Stanley, "Income and Wealth Distribution of the Richest Norwegian Individuals: An Inequality Analysis," Physica A 474, 330-333 (2017). PDF
  226. M. A. Bertella, F. R. Pires, H. H. A. Rego, J. N. Silva, I. Vodenska, and H. E. Stanley, "Confidence and Self-Attribution Bias in an Artificial Stock Market," PLoS ONE 12, e0172258 (2017). PDF





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