14 citations · 31 across the 12 of their papers we have counts for
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q-fin.ST2021★ 9 cited
A new look at calendar anomalies: Multifractality and day of the week effect
Darko Stosic, Dusan Stosic, Irena Vodenska +2
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain…
q-fin.ST2019★ 6 cited
Nonextensive triplets in stock market indices
Dusan Stosic, Darko Stosic, Tatijana Stosic
Stock market indices are one of the most investigated complex systems in econophysics. Here we extend the existing literature on stock markets in connection with nonextensive stati…