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Quantitative law describing market dynamics before and after interest-rate change

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Quantitative law describing market dynamics before and after interest-rate change (English)

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4

H Eugene Stanley

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Shlomo Havlin

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3

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Shlomo Havlin

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Alexander M. Petersen

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Alexander M Petersen

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1

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Fengzhong Wang

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Fengzhong Wang

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language of work or name

English

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publication date

June 2010

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published in

Physical Review E

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volume

81

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issue

6 Pt 2

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page(s)

066121

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A theory of power-law distributions in financial market fluctuations

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

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21 January 2018

Relation between volatility correlations in financial markets and Omori processes occurring on all scales.

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21 January 2018

A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay

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21 January 2018

Cross-correlations between volume change and price change

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21 January 2018

Scaling and memory in volatility return intervals in financial markets

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21 January 2018

Scaling and memory of intraday volatility return intervals in stock markets.

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

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21 January 2018

Hierarchical structure in financial markets

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

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21 January 2018

Random matrix approach to cross correlations in financial data

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

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21 January 2018

Robust dynamic classes revealed by measuring the response function of a social system

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21 January 2018

Correlations in economic time series

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21 January 2018

Statistical properties of the volatility of price fluctuations

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

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21 January 2018

Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks

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https://api.crossref.org/works/10.1103%2FPHYSREVE.81.066121

retrieved

21 January 2018

Fluctuation scaling in complex systems: Taylor's law and beyond1

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21 January 2018

Identifiers

DOI

10.1103/PHYSREVE.81.066121

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PubMed publication ID

20866492

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(Q57112233)

Quantitative law describing market dynamics before and after interest-rate change

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