895 citations · 3.9k across the 10 of their papers we have counts for
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Scaling of the distribution of price fluctuations of individual companies
V. Plerou, P. Gopikrishnan, L. A. N. Amaral +2
We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major…
Ivory Tower Universities and Competitive Business Firms
Vasiliki Plerou, Luis A. Nunes Amaral, Parameswaran Gopikrishnan +2
There is nowadays considerable interest on ways to quantify the dynamics of research activities, in part due to recent changes in research and development (R&D) funding. Here, we s…
Scaling of the distribution of fluctuations of financial market indices
Parameswaran Gopikrishnan, Vasiliki Plerou, Luis A. Nunes Amaral +2
We study the distribution of fluctuations over a time scale (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately…
The statistical properties of the volatility of price fluctuations
Yanhui Liu, Parameswaran Gopikrishnan, Pierre Cizeau +3
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price c…
Environmental changes, co-extinction, and patterns in the fossil record
Luis A. N. Amaral, Martin Meyer
We introduce a new model for large scale evolution and extinction in which species are organized into food chains. The system evolves by two processes: origination/speciation and e…
Universal features in the growth dynamics of complex organizations
Youngki Lee, Luis A. N. Amaral, David Canning +2
We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries o…