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publications

(24)

• On the origin of power-law fluctuations in stock prices
  Vasiliki Plerou and H. Eugene Stanley and Xavier Gabaix and Parameswaran Gopikrishnan Quantitative Finance 4 11--15 (2004)
  to imported by smicha on 2008-04-23 19:09:19
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• Two phase behaviour and the distribution of volume
  Vasiliki Plerou and Parameswaran Gopikrishnan and H. Eugene Stanley Quantitative Finance 5 519--521 (2005)
  to imported by smicha on 2008-04-23 19:09:19
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• Price fluctuations, market activity and trading volume
  V. Plerou and P. Gopikrishnan and X. Gabaix and L. A. N. Amaral and H. E. Stanley Quantitative Finance 1 262--269 (2001)
  to imported by smicha on 2008-04-23 19:09:19
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• Quantifying and understanding the economics of large financial movements
  Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley Journal of Economic Dynamics and Control 32 303--319 (2008)
  to Crashes by smicha on 2008-04-22 15:17:45
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• Quantifying economic fluctuations
  H. Eugene Stanley and Luis A. Nunes Amaral and Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou Physica A: Statistical Mechanics and its Applications 302 126--137 (2001)
  to Econophysics by smicha on 2008-04-22 10:36:30
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• Quantifying fluctuations in economic systems by adapting methods of statistical physics
  H. E. Stanley and P. Gopikrishnan and V. Plerou and L. A. N. Amaral Physica A: Statistical Mechanics and its Applications 287 339--361 (2000)
  to Volatility by smicha on 2008-04-22 10:36:30
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• Scaling and correlation in financial time series
  P. Gopikrishnan and V. Plerou and Y. Liu and L. A. N. Amaral and X. Gabaix and H. E. Stanley Physica A: Statistical Mechanics and its Applications 287 362--373 (2000)
  to Volatility by smicha on 2008-04-22 10:36:30
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• Price fluctuations and market activity
  P. Gopikrishnan and V. Plerou and X. Gabaix and L. A. N. Amaral and H. E. Stanley Physica A: Statistical Mechanics and its Applications 299 137--143 (2001)
  to Anomalous diffusion by smicha on 2008-04-22 10:36:30
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• Understanding the cubic and half-cubic laws of financial fluctuations
  Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley Physica A: Statistical Mechanics and its Applications 324 1--5 (2003)
  to imported by smicha on 2008-04-22 10:36:30
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• A unified econophysics explanation for the power-law exponents of stock market activity
  Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and Eugene Stanley Physica A: Statistical Mechanics and its Applications 382 81--88 (2007)
  to Stock crashes market by smicha on 2008-04-22 10:36:30
  | URL | BibTeX