Similar Search Results

Do firms share the same functional form of their growth rate distribution? : a statistical test

Lunardi, José T.; Miccichè, Salvatore; Lillo, Fabrizio; … - In: Journal of economic dynamics & control 39 (2014), pp. 140-164

Persistent link: https://www.econbiz.de/10010388784

Price impact function of a single transaction

Lillo, Fabrizio; Farmer, J. Doyne; Mantegna, Rosario N. - In: The complex dynamics of economic interaction : essays …, (pp. 153-160). 2004

Persistent link: https://www.econbiz.de/10002415112

Variety of stock returns in normal and extreme market days : the August 1998 crisis

Lillo, Fabrizio; Bonanno, Giovanni; Mantegna, Rosario N. - In: Empirical science of financial fluctuations : the …, (pp. [77]-89). 2002

Persistent link: https://www.econbiz.de/10001679237

High frequency data analysis in an emerging and a developed market

Palágyi, Zoltán; Kőrösi, Gábor; Mantegna, Rosario N. - In: Empirical science of financial fluctuations : the …, (pp. [102]-109). 2002

Persistent link: https://www.econbiz.de/10001679243

Evolution of Correlation Structure of Industrial Indices of US Equity Markets

Buccheri, Giuseppe - 2013

We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French...

Persistent link: https://www.econbiz.de/10013080286

When financial economics influences physics : the role of Econophysics

Jovanovic, Franck; Mantegna, Rosario N.; Schinckus, … - In: International review of financial analysis 65 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012208581

Empirical analyses of networks in finance

Iori, Giulia; Mantegna, Rosario N. - 2018

Persistent link: https://www.econbiz.de/10011871953