Literature DB >> 12520292

Econophysics: Master curve for price-impact function.

Fabrizio Lillo1, J Doyne Farmer, Rosario N Mantegna.   

Abstract

Year:  2003        PMID： 12520292     DOI： 10.1038/421129a

Source DB:  PubMed          Journal:  Nature        ISSN： 0028-0836            Impact factor:   49.962


× No keyword cloud information.
  16 in total

1.  The predictive power of zero intelligence in financial markets.

Authors:  J Doyne Farmer; Paolo Patelli; Ilija I Zovko
Journal:  Proc Natl Acad Sci U S A       Date:  2005-02-01       Impact factor: 11.205

2.  Switching processes in financial markets.

Authors:  Tobias Preis; Johannes J Schneider; H Eugene Stanley
Journal:  Proc Natl Acad Sci U S A       Date:  2011-04-26       Impact factor: 11.205

3.  Quantifying the semantics of search behavior before stock market moves.

Authors:  Chester Curme; Tobias Preis; H Eugene Stanley; Helen Susannah Moat
Journal:  Proc Natl Acad Sci U S A       Date:  2014-07-28       Impact factor: 11.205

4.  Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets.

Authors:  Yu-Lei Wan; Wen-Jie Xie; Gao-Feng Gu; Zhi-Qiang Jiang; Wei Chen; Xiong Xiong; Wei Zhang; Wei-Xing Zhou
Journal:  PLoS One       Date:  2015-04-13       Impact factor: 3.240

5.  Memory effects in stock price dynamics: evidences of technical trading.

Authors:  Federico Garzarelli; Matthieu Cristelli; Gabriele Pompa; Andrea Zaccaria; Luciano Pietronero
Journal:  Sci Rep       Date:  2014-03-27       Impact factor: 4.379

6.  Synchrony in broadband fluctuation and the 2008 financial crisis.

Authors:  Der Chyan Lin
Journal:  PLoS One       Date:  2013-10-28       Impact factor: 3.240

7.  Quantifying trading behavior in financial markets using Google Trends.

Authors:  Tobias Preis; Helen Susannah Moat; H Eugene Stanley
Journal:  Sci Rep       Date:  2013       Impact factor: 4.379

8.  Collective attention and stock prices: evidence from Google Trends data on Standard and Poor's 100.

Authors:  Raphael H Heiberger
Journal:  PLoS One       Date:  2015-08-10       Impact factor: 3.240

9.  Can Google Trends search queries contribute to risk diversification?

Authors:  Ladislav Kristoufek
Journal:  Sci Rep       Date:  2013       Impact factor: 4.379

10.  Impact of stock market structure on intertrade time and price dynamics.

Authors:  Plamen Ch Ivanov; Ainslie Yuen; Pandelis Perakakis
Journal:  PLoS One       Date:  2014-04-03       Impact factor: 3.240
View more

北京卡尤迪生物科技股份有限公司 © 2022-2023.