166 citations · 612 across the 16 of their papers we have counts for
Showing 2006 · physics.soc-phShow all
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physics.soc-ph2006
Market Polarization in Presence of Individual Choice Volatility
Sitabhra Sinha, Srinivas Raghavendra
Financial markets are subject to long periods of polarized behavior, such as bull-market or bear-market phases, in which the vast majority of market participants seem to almost exc…
physics.soc-ph2006★ 50 cited
Inverse cubic law of index fluctuation distribution in Indian markets
Raj Kumar Pan, Sitabhra Sinha
One of the principal statistical features characterizing the activity in financial markets is the distribution of fluctuations in market indicators such as the index. While the dev…
physics.soc-ph2006★ 38 cited
Self-organization of price fluctuation distribution in evolving markets
Raj Kumar Pan, Sitabhra Sinha
Financial markets can be seen as complex systems in non-equilibrium steady state, one of whose most important properties is the distribution of price fluctuations. Recently, there…