Revisiting the excess volatility puzzle through the lens of the Chiarella model. [PDF]
Kurth JG, Majewski AA, Bouchaud JP.
europepmc +1 more source
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. [PDF]
Jana RK +3 more
europepmc +1 more source
From the relationship between economics and physics to econophysics
From the relationship between economics and physics to econophysics This paper is intended to review the literature investigating the interaction between physics and economics, The relationship between these two disciplines has been a repeated topic in ...
Eser, Rüya, Kırer, Hale
core
Characterizing limit order books in call auctions of a stock market. [PDF]
Nagumo S, Shimada T.
europepmc +1 more source
Taxes, Inequality, and Equal Opportunities. [PDF]
Iglesias JR, Cardoso BF, Gonçalves S.
europepmc +1 more source
Causal Hierarchy in the Financial Market Network-Uncovered by the Helmholtz-Hodge-Kodaira Decomposition. [PDF]
Wand T, Kamps O, Iyetomi H.
europepmc +1 more source
Temporal invariance of centrality correlations and hierarchical topology in evolving cross-shareholding networks in Japan (2001-2023). [PDF]
Tanabe S, Ohnishi T.
europepmc +1 more source
Local Phase Transitions in a Model of Multiplex Networks with Heterogeneous Degrees and Inter-Layer Coupling. [PDF]
Bayrakdar N, Gemmetto V, Garlaschelli D.
europepmc +1 more source

