R. N. Mantegna and H. E. Stanley, Introduction to
Econophysics: Correlations & Complexity in Finance (Cambridge
University Press, Cambridge, 2000). Japanese Translation: Masumi
Nakajima (Economist-sha, Tokyo 2000); Polish Translation: R. Kutner
(2001); Chinese translation: Liang Jing (2001). Indonesian Translation:
Y. Surya (2002). Russian Translation: Alexandr Ezhov (2007).
[Citations: 1221]
Articles
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]
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]
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]
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
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]
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
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
R. N. Mantegna and H. E. Stanley, "Turbulence and Financial
Markets," Nature 383, 587-588 (1996). PDF[Citations: 232]
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
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
R. N. Mantegna and H. E. Stanley, "Stock Market Dynamics and
Turbulence: Parallel Analysis of Fluctuation Phenomena," Physica A
239, 255-266 (1997). PDF
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]
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
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
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]
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]
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
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
T. Keitt and H. E. Stanley, "Scaling in the Dynamics of North
American Breeding-Bird Populations," Nature 393, 257-259
(1998). PDF
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
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
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]
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
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]
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).
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).
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
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
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
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
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
H. E. Stanley, "Econophysics: Can Computational Physicists
Contribute to the Science of Economics?" Feature Essay, Computing in
Science & Engineering 1, 74-77 (1999).
PDF
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]
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]
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]
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]
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
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
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
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
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
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
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
B. Podobnik, P. Ch. Ivanov, Y. Lee, and H. E. Stanley,
"Scale-invariant Truncated Levy Process," Europhys. Lett. 52,
491-497 (2000). PDF
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
H. E. Stanley and V. Plerou, "Scaling and Universality in Economics:
Empirical results and Theoretical Interpretation," Quantitative Finance
1, 563-567 (2001). PDF
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
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
V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley,
"Quantifying Stock Price Response to Demand Fluctuations," Phys. Rev. E
66, 027104 (2002).
PDF
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
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 Sciences357,
627-633 (2002).
PDF
B. Rosenow, V. Plerou, P. Gopikrishnan, and H. E. Stanley,
"Portfolio Optimization and the Random Magnet Problem,"
Europhys. Lett. 59, 500-506 (2002). PDF
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
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.
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.
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.
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.
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.
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
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
H. E. Stanley, "Statistical Physics and Economic
Fluctuations: Do Outliers Exist?" [Proc. International Statistical
Physics Conference, Kolkata], Physica A 318, 279-292 (2003). PDF
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
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
K. Matia, Y. Ashkenazy, and H. E. Stanley, "Multifractal Properties
of Price Fluctuations of Stocks and Commodities," Europhys. Lett.
61, 422-428 (2003). PDF
V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase
Behavior of Financial Markets," Nature 421, 130 (2003). PDF
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]
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
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
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
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
A. Carbone, G. Castelli, and H. E. Stanley, "Time-Dependent
Hurst Exponent in Financial Time Series," Physica A
344, 267-271 (2004). PDF
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.
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).
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
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
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
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
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
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
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
V. Plerou, P. Gopikrishnan, and H. E. Stanley, "Two-Phase
Behaviour and the Distribution of Volume," Quantitative Finance
5, 519-521 (2005). PDF
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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]
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
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
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
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
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
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
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
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
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"
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
B. Podobnik, D. Horvatic, A. Petersen, and H. E. Stanley,
"Quantitative Relations between Risk, Return and Firm Size,"
Europhys. Lett. 85, 50003 (2009).
PDF
Y. Wang and H. E. Stanley, "Statistical Approach to Partial
Equilibrium Analysis," Physica A 388, 1173-1180
(2009). PDF
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
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
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
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
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
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
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
T. Preis and H. E. Stanley, "Switching Phenomena in a System with No
Switches," J. Stat. Phys. 138, 431-446 (2010).
PDF
W.-Q. Duan and H. E. Stanley, "Fairness Emergence from
Zero-Intelligence Agents," Phys. Rev. E 81, 026104 (2010).
PDF
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
A. Petersen, B. Podobnik, D. Horvatic, and H. E. Stanley, "Scale
Invariant Properties of Public-Debt Growth," Eur. Phys. Lett. 90,
38006 (2010).
PDF
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
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
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
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
W.-Q. Duan and H. E. Stanley, "Volatility, Irregularity, and
Predictable Degree of Accumulative Return Series,"
Phys. Rev. E 81, 066116 (2010).
PDF
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
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
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
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
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
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.
T. Preis, "Econophysics: Complex Correlations and Trend Switchings
in Financial Time Series," Eur. Phys. J. Special Topics 194, 5-86
(2011). PDF
W. Duan and H. E. Stanley, "Cross-correlation and the predictability
of financial return series," Physica A 390, 290-296
(2011).
PDF
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).
PDFPDF
of Supplementary Information
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
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
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
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
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
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
T. Preis, J. Schneider, and H. E. Stanley, "Switching Processes in
Financial Markets," Proc. Natl. Acad. Sci. USA 108, 7674-7678
(2011). PDFPDF of
Supplementary Information
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
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
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
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
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
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
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
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
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.
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
B. Podobnik, D. Wang, and H. E. Stanley, "High-Frequency Trading
Model for a Complex Trading Hierarchy," Quantitative Finance
12, 559-566 (2012).
PDF
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
A. Avakian, B. Podobnik, M. Piskor, and H. E. Stanley, "Capital
Death in the World Market," Phys Rev. E 89, 032805 (2014).
PDF
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
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
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
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
X. Zhang, S. Shao, H. E. Stanley, and S. Havlin, "Dynamic Motifs in
Socio-Economic Networks," Europhys. Lett. EPL 108, 58001 (2014).
PDF
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
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
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
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
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
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
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
F. Botta, H. S. Moat, H. E. Stanley, and T. Preis, "Quantifying
Stock Return Distributions in Financial Markets," PLOSone 10[9],
e0135600 (2015).
PDF
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
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
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
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
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
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
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
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
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
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
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
M. Denys, T. Gubiec, R. Kutner, M. Jagielski, and H. E. Stanley,
"Universality of Market Superstatistics," Phys. Rev. E 94,
042305 (2016).
PDF
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
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
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
J. McCauley, B. Roehner, H. E. Stanley, and C. Schinckus,
"Editorial: The 20th Anniversary of Econophysics: Where We Are and Where
We Are Going," International Review of Financial Analysis 47,
267-269 (2016).
PDF
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
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
G.-J. Wang, C. Xie, K. He, and H. E. Stanley, "Extreme Risk
Spillover Network: Application to Financial Institutions," Quantitative
Finance 17[9], 1417-1433 (2017).
PDF
G.-J. Wang, C. Xie, M. Lin, and H. E. Stanley, "Stock Market
Contagion during the Global Financial Crisis: A Multiscale Approach,"
Finance Research Letters 22, 163-168 (2017).
PDF
C. J. Zeng, E. P. Qi, S. S. Li, H. E. Stanley, and F. Y. Ye,
"Statistical Characteristics of Breakthrough Discoveries in Science
Using the Metaphor of Black and White Swans," Physica A 487,
40-46 (2017).
PDF
L. Zhu, J.-W. Chen, Z.-G. Di, L.-J. Chen, and H. E. Stanley, "The
Mechanisms of Labor Division from the Perspective of Individual
Optimization," Physica A 488, 112–120 (2017).
PDF
H.-C. Xu, W. Chen, X. Xiong, W. Zhang, W.-X. Zhou, and
H. E. Stanley, "Limit-Order Book Resiliency after Effective Market
Orders: Spread, Depth, and Intensity," J. Stat. Mech. 073404 (2017).
PDF
W. Li, D. Y. Kenett, K. Yamasaki, H. E. Stanley, and S. Havlin,
"Ranking the Economic Importance of Countries and Industries,"
Journal of Network Theory in Finance 3[3], 1-17 (2017).
PDF
Z.-Q. Jiang, X.-L. Gao, W.-X. Zhou, and H. E. Stanley, "Multifractal
Cross Wavelet Analysis," Fractals 6, 1750054 (2017).
PDF
Z. Su, L. Li, J. Xiao, B. Podobnik, and H. E. Stanley, "Promotion of
Cooperation Induced by Two-Sided Players in Prisoner’s Dilemma Game,"
Physica A 490, 584-590 (2018).
PDF
M. Lin, G.-J. Wang, C. Xie, and H. E. Stanley, "Cross-Correlations
and Influence in World Gold Markets," Physica A 490, 504-512 (2018).
PDF
G.-J. Wang, C. Xie, and H. E. Stanley, "Correlation Structure and
Evolution of World Stock Markets: Evidence from Pearson and Partial
Correlation-Based Networks," Computational Economics
51, 607-635 (2018).
PDF
Z.-Q. Jiang, G.-J. Wang, A. Canabarro, B. Poddbnik, C. Xie,
H. E. Stanley, and W.-X. Zhou, "Short-Term Prediction of Extreme Returns
Based on Recurrence Interval Analysis," Quantitative Finance
18, 353-370 (2018).
PDF of Preprint
L. Zhao, W. Li, A. Fenu, B. Podobnik, Y. Wang, and H. E. Stanley,
"The q-Dependent Detrended Cross-Correlation Analysis of the
Stock Market," J. Stat. Phys. 023402 (2018).
PDF
Jie Wang, Jun Wang, and H. E. Stanley, "Multiscale Multifractal DCCA
and Complexity Behaviors of Return Intervals for Potts Price Model,"
Physica A 492, 889-902 (2018).
PDF
Y.-C. Gao, H.-L. Tang, S.-M. Cai, J.-J. Gao, and H. E. Stanley, "The
Impact of Margin Trading on Share Price Evolution: A Cascading Failure
Model Investigation," Physica A 505, 69-76 (2018).
PDF
Q. Cai, X.-L. Gao, W.-X. Zhou, and H. E. Stanley, "Cross-Sectional
Fluctuation Scaling in the High-Frequency Illiquidity of Chinese
Stocks," Europhys. Lett. (EPL) 121, 58002 (2018).
PDF
L. Zhao, G.-J. Wang, M. Wang, W. Bao, W. Li, and H. E. Stanley,
"Stock Market as Temporal Network," Physica A 506, 1104-1112
(2018).
PDF
G.-J. Wang, Z.-Q. Jiang, M. Lin, C. Xie, and H. E. Stanley,
"Interconnectedness and Systemic Risk of China's Financial
Institutions," Emerging Markets Review 35, 1-18 (2018).
PDF
S. Begušić, Z. Kostanjčar, H. E. Stanley, and
B. Podobnik, "Scaling Properties of Extreme Price Fluctuations in
Bitcoin Markets," Physica A 510, 400-406 (2018).
PDF
S. Begušić, Z. Kostanjčar, D. Kovač,
H. E. Stanley, and B. Podobnik, "Information Feedback in Temporal
Networks as a Predictor of Market Crashes," Complexity 2018,
2834680 (2018).
PDF
X. Zhang, C. Xie, A. L. M. Vilela, and H. E. Stanley, "Inter-Event
Time Interval Analysis of Organizational-Level Activity: Venture Capital
Market Case," Physica A https://doi.org/10.1016/j.physa.2018.09.050
(2018).
PDF
C. Wang, X. Zhang, A. L. M. Vilela, C. Liu, and H. E. Stanley,
"Industrial Structure Upgrading and the Impact of the Capital Market
from 1998 to 2015: A Spatial Econometrics Analysis in Chinese Regions,"
Physica A 513, 189-201 (2019).
PDF
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).