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Scaling of the distribution of fluctuations of financial market indices.

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Gopikrishnan P, Plerou V, Nunes Amaral LA, Meyer M, Stanley HE.
PMID: 11970400
Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Nov;60(5):5305-16. doi: 10.1103/physreve.60.5305.

We study the distribution of fluctuations of the S&P 500 index over a time scale deltat by analyzing three distinct databases. Database (i) contains approximately 1 200 000 records, sampled at 1-min intervals, for the 13-year period 1984-1996, database...

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Gopikrishnan P, Plerou V, Nunes Amaral LA, et al. Scaling of the distribution of fluctuations of financial market indices. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999;60(5):5305-16doi: 10.1103/physreve.60.5305.
Gopikrishnan, P., Plerou, V., Nunes Amaral, L. A., Meyer, M., & Stanley, H. E. (1999). Scaling of the distribution of fluctuations of financial market indices. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 60(5), 5305-16. https://doi.org/10.1103/physreve.60.5305
Gopikrishnan, P, et al. "Scaling of the distribution of fluctuations of financial market indices." Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics vol. 60,5 (1999): 5305-16. doi: https://doi.org/10.1103/physreve.60.5305
Gopikrishnan P, Plerou V, Nunes Amaral LA, Meyer M, Stanley HE. Scaling of the distribution of fluctuations of financial market indices. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Nov;60(5):5305-16. doi: 10.1103/physreve.60.5305. PMID: 11970400.
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Quantifying and interpreting collective behavior in financial markets.

Physical review. E, Statistical, nonlinear, and soft matter physics

Gopikrishnan P, Rosenow B, Plerou V, Stanley HE.
PMID: 11580379
Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Sep;64(3):035106. doi: 10.1103/PhysRevE.64.035106. Epub 2001 Aug 30.

Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for the two-year period 1994-95 and (ii) one-day price fluctuations of 422 US stocks for...

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Gopikrishnan P, Rosenow B, Plerou V, et al. Quantifying and interpreting collective behavior in financial markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2001;64(3):035106doi: 10.1103/PhysRevE.64.035106.
Gopikrishnan, P., Rosenow, B., Plerou, V., & Stanley, H. E. (2001). Quantifying and interpreting collective behavior in financial markets. Physical review. E, Statistical, nonlinear, and soft matter physics, 64(3), 035106. https://doi.org/10.1103/PhysRevE.64.035106
Gopikrishnan, P, et al. "Quantifying and interpreting collective behavior in financial markets." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 64,3 (2001): 035106. doi: https://doi.org/10.1103/PhysRevE.64.035106
Gopikrishnan P, Rosenow B, Plerou V, Stanley HE. Quantifying and interpreting collective behavior in financial markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Sep;64(3):035106. doi: 10.1103/PhysRevE.64.035106. Epub 2001 Aug 30. PMID: 11580379.
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Quantifying stock-price response to demand fluctuations.

Physical review. E, Statistical, nonlinear, and soft matter physics

Plerou V, Gopikrishnan P, Gabaix X, Stanley HE.
PMID: 12241320
Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Aug;66(2):027104. doi: 10.1103/PhysRevE.66.027104. Epub 2002 Aug 26.

We empirically address the question of how stock prices respond to changes in demand. We quantify the relations between price change G over a time interval Deltat and two different measures of demand fluctuations: (a) Phi, defined as the...

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Plerou V, Gopikrishnan P, Gabaix X, et al. Quantifying stock-price response to demand fluctuations. Phys Rev E Stat Nonlin Soft Matter Phys. 2002;66(2):027104doi: 10.1103/PhysRevE.66.027104.
Plerou, V., Gopikrishnan, P., Gabaix, X., & Stanley, H. E. (2002). Quantifying stock-price response to demand fluctuations. Physical review. E, Statistical, nonlinear, and soft matter physics, 66(2), 027104. https://doi.org/10.1103/PhysRevE.66.027104
Plerou, Vasiliki, et al. "Quantifying stock-price response to demand fluctuations." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 66,2 (2002): 027104. doi: https://doi.org/10.1103/PhysRevE.66.027104
Plerou V, Gopikrishnan P, Gabaix X, Stanley HE. Quantifying stock-price response to demand fluctuations. Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Aug;66(2):027104. doi: 10.1103/PhysRevE.66.027104. Epub 2002 Aug 26. PMID: 12241320.
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A theory of power-law distributions in financial market fluctuations.

Nature

Gabaix X, Gopikrishnan P, Plerou V, Stanley HE.
PMID: 12748636
Nature. 2003 May 15;423(6937):267-70. doi: 10.1038/nature01624.

Insights into the dynamics of a complex system are often gained by focusing on large fluctuations. For the financial system, huge databases now exist that facilitate the analysis of large fluctuations and the characterization of their statistical behaviour. Power...

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Gabaix X, Gopikrishnan P, Plerou V, et al. A theory of power-law distributions in financial market fluctuations. Nature. 2003;423(6937):267-70doi: 10.1038/nature01624.
Gabaix, X., Gopikrishnan, P., Plerou, V., & Stanley, H. E. (2003). A theory of power-law distributions in financial market fluctuations. Nature, 423(6937), 267-70. https://doi.org/10.1038/nature01624
Gabaix, Xavier, et al. "A theory of power-law distributions in financial market fluctuations." Nature vol. 423,6937 (2003): 267-70. doi: https://doi.org/10.1038/nature01624
Gabaix X, Gopikrishnan P, Plerou V, Stanley HE. A theory of power-law distributions in financial market fluctuations. Nature. 2003 May 15;423(6937):267-70. doi: 10.1038/nature01624. PMID: 12748636.
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Scaling of the distribution of price fluctuations of individual companies.

Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics

Plerou V, Gopikrishnan P, Nunes Amaral LA, Meyer M, Stanley HE.
PMID: 11970569
Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Dec;60(6):6519-29. doi: 10.1103/physreve.60.6519.

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major U.S. stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and...

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Plerou V, Gopikrishnan P, Nunes Amaral LA, et al. Scaling of the distribution of price fluctuations of individual companies. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999;60(6):6519-29doi: 10.1103/physreve.60.6519.
Plerou, V., Gopikrishnan, P., Nunes Amaral, L. A., Meyer, M., & Stanley, H. E. (1999). Scaling of the distribution of price fluctuations of individual companies. Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 60(6), 6519-29. https://doi.org/10.1103/physreve.60.6519
Plerou, V, et al. "Scaling of the distribution of price fluctuations of individual companies." Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics vol. 60,6 (1999): 6519-29. doi: https://doi.org/10.1103/physreve.60.6519
Plerou V, Gopikrishnan P, Nunes Amaral LA, Meyer M, Stanley HE. Scaling of the distribution of price fluctuations of individual companies. Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics. 1999 Dec;60(6):6519-29. doi: 10.1103/physreve.60.6519. PMID: 11970569.
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Quantifying fluctuations in market liquidity: analysis of the bid-ask spread.

Physical review. E, Statistical, nonlinear, and soft matter physics

Plerou V, Gopikrishnan P, Stanley HE.
PMID: 15903750
Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Apr;71(4):046131. doi: 10.1103/PhysRevE.71.046131. Epub 2005 Apr 22.

Quantifying the statistical features of the bid-ask spread offers the possibility of understanding some aspects of market liquidity. Using quote data for the 116 most frequently traded stocks on the New York Stock Exchange over the two-year period 1994-1995,...

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Plerou V, Gopikrishnan P, Stanley HE. Quantifying fluctuations in market liquidity: analysis of the bid-ask spread. Phys Rev E Stat Nonlin Soft Matter Phys. 2005;71(4):046131doi: 10.1103/PhysRevE.71.046131.
Plerou, V., Gopikrishnan, P., & Stanley, H. E. (2005). Quantifying fluctuations in market liquidity: analysis of the bid-ask spread. Physical review. E, Statistical, nonlinear, and soft matter physics, 71(4), 046131. https://doi.org/10.1103/PhysRevE.71.046131
Plerou, Vasiliki, et al. "Quantifying fluctuations in market liquidity: analysis of the bid-ask spread." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 71,4 (2005): 046131. doi: https://doi.org/10.1103/PhysRevE.71.046131
Plerou V, Gopikrishnan P, Stanley HE. Quantifying fluctuations in market liquidity: analysis of the bid-ask spread. Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Apr;71(4):046131. doi: 10.1103/PhysRevE.71.046131. Epub 2005 Apr 22. PMID: 15903750.
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Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets.

Physical review. E, Statistical, nonlinear, and soft matter physics

Plerou V, Stanley HE.
PMID: 17995062
Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Oct;76(4):046109. doi: 10.1103/PhysRevE.76.046109. Epub 2007 Oct 12.

Empirical evidence for scale-invariant distributions in financial data has attracted the research interest of physicists. While the power-law tails of the distribution of stock returns P{R>x} approximately x;{-zeta_{R}} are becoming increasingly well documented, less understood are the statistics of...

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Plerou V, Stanley HE. Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2007;76(4):046109doi: 10.1103/PhysRevE.76.046109.
Plerou, V., & Stanley, H. E. (2007). Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets. Physical review. E, Statistical, nonlinear, and soft matter physics, 76(4), 046109. https://doi.org/10.1103/PhysRevE.76.046109
Plerou, Vasiliki, and Stanley, H Eugene. "Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 76,4 (2007): 046109. doi: https://doi.org/10.1103/PhysRevE.76.046109
Plerou V, Stanley HE. Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Oct;76(4):046109. doi: 10.1103/PhysRevE.76.046109. Epub 2007 Oct 12. PMID: 17995062.
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Effect of Denosumab on Bone Mineral Density and Markers of Bone Turnover among Postmenopausal Women with Osteoporosis.

Journal of osteoporosis

Sánchez A, Brun LR, Salerni H, Costanzo PR, González D, Bagur A, Oliveri B, Zanchetta MB, Farías V, Maffei L, Premrou V, Mansur JL, Larroudé MS, Sarli MA, Rey P, Ulla MR, Pavlove MM, Karlsbrum S, Brance ML.
PMID: 27579211
J Osteoporos. 2016;2016:8738959. doi: 10.1155/2016/8738959. Epub 2016 Aug 08.

The aim of this study was to evaluate the effect of denosumab (Dmab) on bone mineral density (BMD) and bone turnover markers after 1 year of treatment. Additionally, the effect of Dmab in bisphosphonate-naïve patients (BP-naïve) compared to patients...

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Sánchez A, Brun LR, Salerni H, et al. Effect of Denosumab on Bone Mineral Density and Markers of Bone Turnover among Postmenopausal Women with Osteoporosis. J Osteoporos. 2016;2016:8738959doi: 10.1155/2016/8738959.
Sánchez, A., Brun, L. R., Salerni, H., Costanzo, P. R., González, D., Bagur, A., Oliveri, B., Zanchetta, M. B., Farías, V., Maffei, L., Premrou, V., Mansur, J. L., Larroudé, M. S., Sarli, M. A., Rey, P., Ulla, M. R., Pavlove, M. M., Karlsbrum, S., & Brance, M. L. (2016). Effect of Denosumab on Bone Mineral Density and Markers of Bone Turnover among Postmenopausal Women with Osteoporosis. Journal of osteoporosis, 20168738959. https://doi.org/10.1155/2016/8738959
Sánchez, A, et al. "Effect of Denosumab on Bone Mineral Density and Markers of Bone Turnover among Postmenopausal Women with Osteoporosis." Journal of osteoporosis vol. 2016 (2016): 8738959. doi: https://doi.org/10.1155/2016/8738959
Sánchez A, Brun LR, Salerni H, Costanzo PR, González D, Bagur A, Oliveri B, Zanchetta MB, Farías V, Maffei L, Premrou V, Mansur JL, Larroudé MS, Sarli MA, Rey P, Ulla MR, Pavlove MM, Karlsbrum S, Brance ML. Effect of Denosumab on Bone Mineral Density and Markers of Bone Turnover among Postmenopausal Women with Osteoporosis. J Osteoporos. 2016;2016:8738959. doi: 10.1155/2016/8738959. Epub 2016 Aug 08. PMID: 27579211; PMCID: PMC4992763.
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Stock return distributions: tests of scaling and universality from three distinct stock markets.

Physical review. E, Statistical, nonlinear, and soft matter physics

Plerou V, Stanley HE.
PMID: 18517560
Phys Rev E Stat Nonlin Soft Matter Phys. 2008 Mar;77(3):037101. doi: 10.1103/PhysRevE.77.037101. Epub 2008 Mar 19.

We examine the validity of the power-law tails of the distributions of stock returns P{R>x} ~ x(-zeta(R)) using trade-by-trade data from three distinct markets. We find that both the negative as well as the positive tails of the distributions...

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Plerou V, Stanley HE. Stock return distributions: tests of scaling and universality from three distinct stock markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2008;77(3):037101doi: 10.1103/PhysRevE.77.037101.
Plerou, V., & Stanley, H. E. (2008). Stock return distributions: tests of scaling and universality from three distinct stock markets. Physical review. E, Statistical, nonlinear, and soft matter physics, 77(3), 037101. https://doi.org/10.1103/PhysRevE.77.037101
Plerou, Vasiliki, and Stanley, H Eugene. "Stock return distributions: tests of scaling and universality from three distinct stock markets." Physical review. E, Statistical, nonlinear, and soft matter physics vol. 77,3 (2008): 037101. doi: https://doi.org/10.1103/PhysRevE.77.037101
Plerou V, Stanley HE. Stock return distributions: tests of scaling and universality from three distinct stock markets. Phys Rev E Stat Nonlin Soft Matter Phys. 2008 Mar;77(3):037101. doi: 10.1103/PhysRevE.77.037101. Epub 2008 Mar 19. PMID: 18517560.
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Econophysics: Two-phase behaviour of financial markets.

Nature

Plerou V, Gopikrishnan P, Stanley HE.
PMID: 12520293
Nature. 2003 Jan 09;421(6919):130. doi: 10.1038/421130a.

No abstract available.

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Plerou V, Gopikrishnan P, Stanley HE. Econophysics: Two-phase behaviour of financial markets. Nature. 2003;421(6919):130doi: 10.1038/421130a.
Plerou, V., Gopikrishnan, P., & Stanley, H. E. (2003). Econophysics: Two-phase behaviour of financial markets. Nature, 421(6919), 130. https://doi.org/10.1038/421130a
Plerou, Vasiliki, et al. "Econophysics: Two-phase behaviour of financial markets." Nature vol. 421,6919 (2003): 130. doi: https://doi.org/10.1038/421130a
Plerou V, Gopikrishnan P, Stanley HE. Econophysics: Two-phase behaviour of financial markets. Nature. 2003 Jan 09;421(6919):130. doi: 10.1038/421130a. PMID: 12520293.
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Strontium ranelate effect on bone mineral density is modified by previous bisphosphonate treatment.

SpringerPlus

Brun LR, Galich AM, Vega E, Salerni H, Maffei L, Premrou V, Costanzo PR, Sarli MA, Rey P, Larroudé MS, Moggia MS, Brance ML, Sánchez A.
PMID: 25520906
Springerplus. 2014 Nov 18;3:676. doi: 10.1186/2193-1801-3-676. eCollection 2014.

The aim of this study was to evaluate the effect of strontium ranelate (SrR) on bone mineral density (BMD) and bone turnover markers after 1 year of treatment. Additionally, the effect of SrR in bisphosphonate-naïve patients (BP-naïve) compared to...

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Brun LR, Galich AM, Vega E, et al. Strontium ranelate effect on bone mineral density is modified by previous bisphosphonate treatment. Springerplus. 2014;3:676doi: 10.1186/2193-1801-3-676.
Brun, L. R., Galich, A. M., Vega, E., Salerni, H., Maffei, L., Premrou, V., Costanzo, P. R., Sarli, M. A., Rey, P., Larroudé, M. S., Moggia, M. S., Brance, M. L., Sánchez, A. (2014). Strontium ranelate effect on bone mineral density is modified by previous bisphosphonate treatment. SpringerPlus, 3676. https://doi.org/10.1186/2193-1801-3-676
Brun, Lucas R, et al. "Strontium ranelate effect on bone mineral density is modified by previous bisphosphonate treatment." SpringerPlus vol. 3 (2014): 676. doi: https://doi.org/10.1186/2193-1801-3-676
Brun LR, Galich AM, Vega E, Salerni H, Maffei L, Premrou V, Costanzo PR, Sarli MA, Rey P, Larroudé MS, Moggia MS, Brance ML, Sánchez A. Strontium ranelate effect on bone mineral density is modified by previous bisphosphonate treatment. Springerplus. 2014 Nov 18;3:676. doi: 10.1186/2193-1801-3-676. eCollection 2014. PMID: 25520906; PMCID: PMC4247361.
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CO.

The Science of the total environment

Premrov A, Wilson D, Saunders M, Yeluripati J, Renou-Wilson F.
PMID: 33254846
Sci Total Environ. 2021 Feb 01;754:142433. doi: 10.1016/j.scitotenv.2020.142433. Epub 2020 Sep 21.

The ability of peatlands to remove and store atmospheric carbon (C) depends on the drainage characteristics, which can be challenging to accommodate in biogeochemical models. Many studies indicate that restoration (by rewetting) of damaged peatlands can re-establish their capacity...

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Premrov A, Wilson D, Saunders M, et al. CO. Sci Total Environ. 2020;754:142433doi: 10.1016/j.scitotenv.2020.142433.
Premrov, A., Wilson, D., Saunders, M., Yeluripati, J., & Renou-Wilson, F. (2021). CO. The Science of the total environment, 754142433. https://doi.org/10.1016/j.scitotenv.2020.142433
Premrov, Alina, et al. "CO." The Science of the total environment vol. 754 (2021): 142433. doi: https://doi.org/10.1016/j.scitotenv.2020.142433
Premrov A, Wilson D, Saunders M, Yeluripati J, Renou-Wilson F. CO. Sci Total Environ. 2021 Feb 01;754:142433. doi: 10.1016/j.scitotenv.2020.142433. Epub 2020 Sep 21. PMID: 33254846.
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Showing 1 to 12 of 21 entries