These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

180 related articles for article (PubMed ID: 15244883)

  • 1. Common scaling patterns in intertrade times of U. S. stocks.
    Ivanov PCh; Yuen A; Podobnik B; Lee Y
    Phys Rev E Stat Nonlin Soft Matter Phys; 2004 May; 69(5 Pt 2):056107. PubMed ID: 15244883
    [TBL] [Abstract][Full Text] [Related]  

  • 2. Impact of stock market structure on intertrade time and price dynamics.
    Ivanov PCh; Yuen A; Perakakis P
    PLoS One; 2014; 9(4):e92885. PubMed ID: 24699376
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Financial factor influence on scaling and memory of trading volume in stock market.
    Li W; Wang F; Havlin S; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2011 Oct; 84(4 Pt 2):046112. PubMed ID: 22181232
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Scaling of the distribution of price fluctuations of individual companies.
    Plerou V; Gopikrishnan P; Nunes Amaral LA; Meyer M; Stanley HE
    Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 1999 Dec; 60(6 Pt A):6519-29. PubMed ID: 11970569
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Tests of nonuniversality of the stock return distributions in an emerging market.
    Mu GH; Zhou WX
    Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Dec; 82(6 Pt 2):066103. PubMed ID: 21230701
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Statistical properties of the volatility of price fluctuations.
    Liu Y; Gopikrishnan P; Cizeau P; Meyer M; Peng CK; Stanley HE
    Phys Rev E Stat Phys Plasmas Fluids Relat Interdiscip Topics; 1999 Aug; 60(2 Pt A):1390-400. PubMed ID: 11969899
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Stock return distributions: tests of scaling and universality from three distinct stock markets.
    Plerou V; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2008 Mar; 77(3 Pt 2):037101. PubMed ID: 18517560
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Recurrence interval analysis of trading volumes.
    Ren F; Zhou WX
    Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Jun; 81(6 Pt 2):066107. PubMed ID: 20866478
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Tests of scaling and universality of the distributions of trade size and share volume: evidence from three distinct markets.
    Plerou V; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2007 Oct; 76(4 Pt 2):046109. PubMed ID: 17995062
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Multifactor analysis of multiscaling in volatility return intervals.
    Wang F; Yamasaki K; Havlin S; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2009 Jan; 79(1 Pt 2):016103. PubMed ID: 19257103
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Indication of multiscaling in the volatility return intervals of stock markets.
    Wang F; Yamasaki K; Havlin S; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2008 Jan; 77(1 Pt 2):016109. PubMed ID: 18351917
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Random matrix approach to cross correlations in financial data.
    Plerou V; Gopikrishnan P; Rosenow B; Amaral LA; Guhr T; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2002 Jun; 65(6 Pt 2):066126. PubMed ID: 12188802
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Quantifying fluctuations in market liquidity: analysis of the bid-ask spread.
    Plerou V; Gopikrishnan P; Stanley HE
    Phys Rev E Stat Nonlin Soft Matter Phys; 2005 Apr; 71(4 Pt 2):046131. PubMed ID: 15903750
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Public option and private profits: what do markets expect?
    Milani F
    Appl Health Econ Health Policy; 2010; 8(3):155-65. PubMed ID: 20201607
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis.
    Ma QD; Bartsch RP; Bernaola-Galván P; Yoneyama M; Ivanov PCh
    Phys Rev E Stat Nonlin Soft Matter Phys; 2010 Mar; 81(3 Pt 1):031101. PubMed ID: 20365691
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets.
    Wan YL; Xie WJ; Gu GF; Jiang ZQ; Chen W; Xiong X; Zhang W; Zhou WX
    PLoS One; 2015; 10(4):e0120312. PubMed ID: 25874716
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Company stock prices before and after public announcements related to oncology drugs.
    Rothenstein JM; Tomlinson G; Tannock IF; Detsky AS
    J Natl Cancer Inst; 2011 Oct; 103(20):1507-12. PubMed ID: 21949081
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Performance of technical trading rules: evidence from Southeast Asian stock markets.
    Tharavanij P; Siraprapasiri V; Rajchamaha K
    Springerplus; 2015; 4():552. PubMed ID: 26435898
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Universal scaling and nonlinearity of aggregate price impact in financial markets.
    Patzelt F; Bouchaud JP
    Phys Rev E; 2018 Jan; 97(1-1):012304. PubMed ID: 29448465
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Volatility of linear and nonlinear time series.
    Kalisky T; Ashkenazy Y; Havlin S
    Phys Rev E Stat Nonlin Soft Matter Phys; 2005 Jul; 72(1 Pt 1):011913. PubMed ID: 16090007
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 9.