1.3k citations · 14.5k across the 144 of their papers we have counts for
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cond-mat.other2004★ 52 cited
Inverse Statistics in the Foreign Exchange Market
M. H. Jensen, A. Johansen, F. Petroni +1
We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waitin…
cond-mat.stat-mech2004★ 29 cited
Origin of Crashes in 3 US stock markets: Shocks and Bubbles
Anders Johansen
This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined…