@article{Plerou2004, title = {On the origin of power-law fluctuations in stock prices}, author = {Vasiliki Plerou and H. Eugene Stanley and Xavier Gabaix and Parameswaran Gopikrishnan}, journal = {Quantitative Finance}, number = {1}, pages = {11--15}, publisher = {Routledge}, url = {http://www.informaworld.com/10.1088/1469-7688/4/1/C02}, volume = {4}, year = {2004}, biburl = {http://www.bibsonomy.org/bibtex/290bb220c296f38fe6f6b190a4f1ff5fa/smicha}, issn = {1469-7688}, keywords = {imported } } @article{Plerou2005, title = {Two phase behaviour and the distribution of volume}, author = {Vasiliki Plerou and Parameswaran Gopikrishnan and H. Eugene Stanley}, journal = {Quantitative Finance}, number = {6}, pages = {519--521}, publisher = {Routledge}, url = {http://www.informaworld.com/10.1080/14697680500406093}, volume = {5}, year = {2005}, biburl = {http://www.bibsonomy.org/bibtex/2f90a1a70c9dc1f4e709d1ee7ad2e7149/smicha}, issn = {1469-7688}, keywords = {imported } } @article{Plerou2001, title = {Price fluctuations, market activity and trading volume}, author = {V. Plerou and P. Gopikrishnan and X. Gabaix and L. A. N. Amaral and H. E. Stanley}, journal = {Quantitative Finance}, number = {2}, pages = {262--269}, publisher = {Routledge}, url = {http://www.informaworld.com/10.1088/1469-7688/1/2/308}, volume = {1}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/2f12c1e2ab9510bb7d5fbf489758b3e6f/smicha}, issn = {1469-7688}, keywords = {imported } } @article{Gabaix2008, title = {Quantifying and understanding the economics of large financial movements}, author = {Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley}, journal = {Journal of Economic Dynamics and Control}, month = {Jan}, number = {1}, pages = {303--319}, url = {http://www.sciencedirect.com/science/article/B6V85-4ND709J-4/1/139d289645985b78f595391bbcffcaa7}, volume = {32}, year = {2008}, biburl = {http://www.bibsonomy.org/bibtex/2ddcbe5bfc425da36eaca9ad4eab01e88/smicha}, keywords = {Crashes } } @article{Stanley2001a, title = {Quantifying economic fluctuations}, author = {H. Eugene Stanley and Luis A. Nunes Amaral and Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {1-4}, pages = {126--137}, url = {http://www.sciencedirect.com/science/article/B6TVG-44B6X8V-G/1/6824ac2bda542de0cc9fd38ea64eaa6c}, volume = {302}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/213f95823bcf194454c1a79a5cf162152/smicha}, description = {Physica A}, keywords = {Econophysics } } @article{Stanley2000a, title = {Quantifying fluctuations in economic systems by adapting methods of statistical physics}, author = {H. E. Stanley and P. Gopikrishnan and V. Plerou and L. A. N. Amaral}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {3-4}, pages = {339--361}, url = {http://www.sciencedirect.com/science/article/B6TVG-41TMW34-2/1/fd359c1c513475364daee4140669d326}, volume = {287}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/25022cfb35dc14d0fa1f547813bb1fbd3/smicha}, description = {Physica A}, keywords = {Volatility } } @article{Stanley2007b, title = {Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance}, author = {H. E. Stanley and Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Aug}, number = {1}, pages = {286--301}, url = {http://www.sciencedirect.com/science/article/B6TVG-4N5CXCT-M/1/f1bc05fcf407c3b8e6608f4ecaa3814f}, volume = {382}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/24d4c266bfcba9c9127a90f46b2860298/smicha}, description = {Physica A}, keywords = {imported } } @article{Stanley2000c, title = {Scale invariance and universality of economic fluctuations}, author = {H. E. Stanley and L. A. N. Amaral and P. Gopikrishnan and V. Plerou}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Aug}, number = {1-2}, pages = {31--41}, url = {http://www.sciencedirect.com/science/article/B6TVG-40TR3MH-7/1/58c997d06f018e76abadfc0211120339}, volume = {283}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/296149cf417eb1f0c0c0bd28dcab6de57/smicha}, description = {Physica A}, keywords = {imported } } @article{Stanley2000d, title = {Scale invariance and universality: organizing principles in complex systems}, author = {H. E. Stanley and L. A. N. Amaral and P. Gopikrishnan and P. Ch. Ivanov and T. H. Keitt and V. Plerou}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jun}, number = {1-4}, pages = {60--68}, url = {http://www.sciencedirect.com/science/article/B6TVG-40GJ87C-7/1/108f32752d26d55d4cf4cc0d8cb98a06}, volume = {281}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/234fb47646de4dec08eb668bcef339587/smicha}, description = {Physica A}, keywords = {imported } } @article{Stanley2001b, title = {Similarities and differences between physics and economics}, author = {H. E. Stanley and L. A. N. Amaral and X. Gabaix and P. Gopikrishnan and V. Plerou}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Oct}, number = {1-2}, pages = {1--15}, url = {http://www.sciencedirect.com/science/article/B6TVG-447MXW6-8/1/70386653a006d77b5f690f96a794436f}, volume = {299}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/2ab4f634a973b8aaaa1d5bfbaca3db0bc/smicha}, description = {Physica A}, keywords = {imported } } @article{Stanley1999c, title = {Econophysics: Can physicists contribute to the science of economics?}, author = {H. E. Stanley and L. A. N. Amaral and D. Canning and P. Gopikrishnan and Y. Lee and Y. Liu}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jul}, number = {1}, pages = {156--169}, url = {http://www.sciencedirect.com/science/article/B6TVG-3X23JN8-M/1/5a896060f84f58fb2ffe41d8b9c3aa1b}, volume = {269}, year = {1999}, biburl = {http://www.bibsonomy.org/bibtex/286ee92c96512f2bcb7b7469af111a02c/smicha}, description = {Physica A}, keywords = {imported } } @article{Rosenow2002, title = {Random magnets and correlations of stock price fluctuations}, author = {Bernd Rosenow and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Nov}, number = {1-4}, pages = {762--767}, url = {http://www.sciencedirect.com/science/article/B6TVG-464XYDH-5/1/9bfef009afba9c7a0e956de0e5ad69ad}, volume = {314}, year = {2002}, biburl = {http://www.bibsonomy.org/bibtex/23459aed003e40fa2a5ba44d744926a1b/smicha}, description = {Physica A}, keywords = {Magnets Random } } @article{Rosenow2003, title = {Dynamics of cross-correlations in the stock market}, author = {Bernd Rosenow and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jun}, number = {1-2}, pages = {241--246}, url = {http://www.sciencedirect.com/science/article/B6TVG-47W5G2H-1/1/9f9c75d80e181d7f449cef78d43986a0}, volume = {324}, year = {2003}, biburl = {http://www.bibsonomy.org/bibtex/2579c2b4f960fd0fda4e3d25334e03d40/smicha}, description = {Physica A}, keywords = {Cross correlation } } @article{Plerou2000b, title = {Econophysics: financial time series from a statistical physics point of view}, author = {Vasiliki Plerou and Parameswaran Gopikrishnan and Bernd Rosenow and Luis A. N. Amaral and H. Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {May}, number = {1-4}, pages = {443--456}, url = {http://www.sciencedirect.com/science/article/B6TVG-403W41G-1F/1/990b369b07cdafbe3cc000ebd0af21d6}, volume = {279}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/295a9e4b5091933340cd904654bd44f54/smicha}, description = {Physica A}, keywords = {Econophysics } } @article{Plerou2000a, title = {A random matrix theory approach to financial cross-correlations}, author = {V. Plerou and P. Gopikrishnan and B. Rosenow and L. A. N. Amaral and H. E. Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {3-4}, pages = {374--382}, url = {http://www.sciencedirect.com/science/article/B6TVG-41TMW34-4/1/205951b102923963d241da7aeed1ab16}, volume = {287}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/202b5279f32db6d664be9134d8bf37c9b/smicha}, description = {Physica A}, keywords = {Random matrix theory } } @article{Plerou2001, title = {Collective behavior of stock price movements--a random matrix theory approach}, author = {V. Plerou and P. Gopikrishnan and B. Rosenow and L. A. N. Amaral and H. E. Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Oct}, number = {1-2}, pages = {175--180}, url = {http://www.sciencedirect.com/science/article/B6TVG-447MXW6-V/1/f2a1f7c91f21612bd4fcc407cd68d933}, volume = {299}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/21e6627ea4ddc647ccaff41c824c7cb73/smicha}, description = {Physica A}, keywords = {Random matrix theory } } @article{Gopikrishnan2000, title = {Scaling and correlation in financial time series}, author = {P. Gopikrishnan and V. Plerou and Y. Liu and L. A. N. Amaral and X. Gabaix and H. E. Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Dec}, number = {3-4}, pages = {362--373}, url = {http://www.sciencedirect.com/science/article/B6TVG-41TMW34-3/1/e5b31d4f81f8dc723797122db110e886}, volume = {287}, year = {2000}, biburl = {http://www.bibsonomy.org/bibtex/28324534329d7cb3d50cc11e09139b031/smicha}, description = {Physica A}, keywords = {Volatility } } @article{Gopikrishnan2001, title = {Price fluctuations and market activity}, author = {P. Gopikrishnan and V. Plerou and X. Gabaix and L. A. N. Amaral and H. E. Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Oct}, number = {1-2}, pages = {137--143}, url = {http://www.sciencedirect.com/science/article/B6TVG-447MXW6-N/1/47f0a503a67203ab2423b964f213299f}, volume = {299}, year = {2001}, biburl = {http://www.bibsonomy.org/bibtex/2112263eab2e84bd946422b359ba1e19a/smicha}, description = {Physica A}, keywords = {Anomalous diffusion } } @article{Gabaix2003, title = {Understanding the cubic and half-cubic laws of financial fluctuations}, author = {Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and H. Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jun}, number = {1-2}, pages = {1--5}, url = {http://www.sciencedirect.com/science/article/B6TVG-48B0J6J-1/1/9c1710f656520f7edc7f1971e89ed209}, volume = {324}, year = {2003}, biburl = {http://www.bibsonomy.org/bibtex/2115ace6c2eeddd31731fb6c1e71b33a4/smicha}, description = {Physica A}, keywords = {imported } } @article{Gabaix2007, title = {A unified econophysics explanation for the power-law exponents of stock market activity}, author = {Xavier Gabaix and Parameswaran Gopikrishnan and Vasiliki Plerou and Eugene Stanley}, day = {01}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Aug}, number = {1}, pages = {81--88}, url = {http://www.sciencedirect.com/science/article/B6TVG-4N61FTM-2/1/2f13cbbbb4a3eae2ec703a0739fcc7f7}, volume = {382}, year = {2007}, biburl = {http://www.bibsonomy.org/bibtex/264a3208b396702a90f0e9d7762fdc55b/smicha}, description = {Physica A}, keywords = {Stock crashes market } }