281 citations · 4.1k across the 191 of their papers we have counts for
197 papers
A study about who is interested in stock splitting and why: considering companies, shareholders or managers
Jiaquan Nicholas Chen, Marcel Ausloos
There are many misconceptions around stock prices, stock splits, shareholders, investors, and managers behaviour about such informations due to a number of confounding factors. Thi…
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
Kuok Sin Un, Marcel Ausloos
Through a novel approach, this paper shows that substantial change in stock market behavior has a statistically and economically significant impact on equity risk premium predictab…
Markov Chain Monte Carlo for generating ranked textual data
Roy Cerqueti, Valerio Ficcadenti, Gurjeet Dhesi +1
This paper faces a central theme in applied statistics and information science, which is the assessment of the stochastic structure of rank-size laws in text analysis. We consider…
God (), the first small world network
Marcel Ausloos
In this paper, the approach of network mapping of words in literary texts is extended to ''textual factors'': the network nodes are defined as ''concepts''; the links are ''communi…
An Intrinsic Entropy Model for Exchange-Traded Securities
Claudiu Vinte, Ion Smeureanu, Titus-Felix Furtuna +1
This article introduces an intrinsic entropy model that can be used as an indicator to gauge investor interest in a given exchange-traded security, along with the state of the gene…
A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model
Claudiu Vinte, Marcel Ausloos, Titus Felix Furtuna
Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivat…