H. Eugene Stanley

Boston University - Center for Polymer Studies

Boston, MA 02215

United States

SCHOLARLY PAPERS

43

DOWNLOADS
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14,307

CITATIONS
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Top 8,073

in Total Papers Citations

57

Scholarly Papers (43)

1.
Downloads 9,912 ( 298)
Citation 44

Institutional Investors and Stock Market Volatility

MIT Department of Economics Working Paper No. 03-30
Number of pages: 51 Posted: 11 Sep 2003 Last Revised: 01 Jun 2010
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Downloads 9,815 (298)
Citation 44

Abstract:

stock market crashes, power law, tail behavior, Levy distribution, market microstructure, behavioral finance, scaling, volume, excess volatility, price pressure

Institutional Investors and Stock Market Volatility

NBER Working Paper No. w11722
Number of pages: 52 Posted: 18 Jan 2006
Harvard University - Department of Economics, Boston University - Center for Polymer Studies, Boston University - Center for Polymer Studies and Boston University - Center for Polymer Studies
Downloads 97 (219,962)
Citation 44

Abstract:

2.

Quantifying Trading Behavior in Financial Markets Using Google Trends

Scientific Reports, Vol. 3, pp. 1684; DOI:10.1038/srep01684 (2013)
Number of pages: 6 Posted: 04 May 2013
Tobias Preis, Helen Susannah Moat and H. Eugene Stanley
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering and Boston University - Center for Polymer Studies
Downloads 851 (10,074)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Computational Social Science, Digital Traces, Dow Jones Industrial Average

3.

Quantifying Wikipedia Usage Patterns Before Stock Market Moves

Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
Number of pages: 5 Posted: 13 May 2013
University College London - Department of Civil, Environmental and Geomatic Engineering, Boston University, Boston University, Government of the United States of America - Office of Financial Research, Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 390 (50,524)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average

4.

Quantifying the Behavior of Stock Correlations Under Market Stress

Scientific Reports, Vol. 2, 2012, DOI:10.1038/srep00752
Number of pages: 5 Posted: 02 Nov 2012
Data Science Lab, Behavioural Science, Warwick Business School, Government of the United States of America - Office of Financial Research, Boston University - Center for Polymer Studies, ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and Tel Aviv University (Deceased)
Downloads 289 (59,516)
Citation 1

Abstract:

Financial Markets, Correlation Breakdown, Portfolio Theory, Stock Market, Dow Jones Industrial Average, State-Dependent Correlations, Diversification, Stock Market Crash

5.

Dynamical Macro-Prudential Stress Testing Using Network Theory

Number of pages: 45 Posted: 19 Aug 2014 Last Revised: 25 Sep 2014
Boston University, Government of the United States of America - Office of Financial Research, Boston University, Boston University - Center for Polymer Studies and Bar Ilan University
Downloads 133 (139,494)

Abstract:

Financial Networks, Interdependence, Contagion, Banking System, Venezuela, Macro-prudential

6.

Quantifying the Advantage of Looking Forward

Scientific Reports, Vol. 2, pp. 350, 2012
Number of pages: 2 Posted: 29 Oct 2012
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering, Boston University - Center for Polymer Studies and University College London
Downloads 121 (142,413)

Abstract:

search volume, data mining, big data, Google, correlation, computational social science, digital traces

7.

Quantifying the Semantics of Search Behavior Before Stock Market Moves

Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Number of pages: 6 Posted: 14 Aug 2014
Boston University, Data Science Lab, Behavioural Science, Warwick Business School, Boston University - Center for Polymer Studies and University College London - Department of Civil, Environmental and Geomatic Engineering
Downloads 115 (158,964)

Abstract:

Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Wikipedia, Computational Social Science, Digital Traces

8.

Bankruptcy Risk Model and Empirical Tests

PNAS, Vol. 107, No. 43, 2010
Number of pages: 8 Posted: 11 Nov 2010 Last Revised: 19 Nov 2010
Boston University, Theoretical Physics Department, University of Zagreb, University of California Merced, Ernest and Julio Gallo Management Program, affiliation not provided to SSRN and Boston University - Center for Polymer Studies
Downloads 97 (209,831)
Citation 1

Abstract:

economic sciences, econophysics, finance, bankruptcy risk, debt-to-asset ratio

9.

Structure and Dynamics of the Brazilian Stock Market: A Correlation Analysis

Number of pages: 23 Posted: 25 Aug 2014
Boston University, Boston University, Boston University - Center for Polymer Studies and Government of the United States of America - Office of Financial Research
Downloads 93 (161,681)

Abstract:

Brazil, Partial correlation, Financial Markets, Emerging Markets

10.

Switching Processes in Financial Markets

Proceedings of the National Academy of Sciences 108, 7674-7678, May 2011
Number of pages: 5 Posted: 18 Dec 2012
Tobias Preis, Johannes J. Schneider and H. Eugene Stanley
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz and Boston University - Center for Polymer Studies
Downloads 89 (214,124)

Abstract:

Financial Markets, Stock Market, Event-Based Rescaling, Switching Points, Extreme Values, Price, Transaction Volume, Inter-Trade Time

11.

On the Size Distribution of Business Firms

Economics Letters, Forthcoming
Number of pages: 6 Posted: 19 Dec 2007
National Bank of Poland, CERM Foundation, KU Leuven - Department of Managerial Economics, Strategy, and Innovation and Boston University - Center for Polymer Studies
Downloads 87 (226,434)
Citation 5

Abstract:

Firm size distribution, Gibrat law, Pareto distribution, Lognormal distribution, Tail behavior

12.

Cross-Correlations between Volume Change and Price Change

Proceedings of the National Academy of Sciences of the United States of America, Vol. 106, No. 52, pp. 22079-22084, December 2009
Number of pages: 7 Posted: 11 Nov 2010
Boston University, Theoretical Physics Department, University of Zagreb, University of California Merced, Ernest and Julio Gallo Management Program and Boston University - Center for Polymer Studies
Downloads 80 (217,057)

Abstract:

econophysics, finance, volatility

13.

Statistical Laws Governing Fluctuations in Word Use from Word Birth to Word Death

Scientific Reports 2, 313 (2012). DOI: 10.1038/srep00313
Number of pages: 22 Posted: 20 Jul 2011 Last Revised: 22 Jun 2012
University of California Merced, Ernest and Julio Gallo Management Program, Boston University, Bar Ilan University and Boston University - Center for Polymer Studies
Downloads 78 (245,215)

Abstract:

quantitative linguistics, competition, growth dynamics, birth rate, death rate, culturomics

14.

How High Frequency Trading Affects a Market Index

Scientific Reports 3, Article number: 2110
Number of pages: 8 Posted: 04 Jul 2013
Government of the United States of America - Office of Financial Research, Tel Aviv University (Deceased), Boston University - Center for Polymer Studies and Israel Securities Authority
Downloads 60 (258,668)

Abstract:

HFT, market microstructure, correlation, econophysics

15.

Emergence of Statistically Validated Financial Intraday Lead-Lag Relationships

Number of pages: 17 Posted: 03 Jan 2014
Boston University, University of Palermo, Central European University, Boston University - Center for Polymer Studies and Government of the United States of America - Office of Financial Research
Downloads 52 (280,233)

Abstract:

Multivariate Analysis, Correlation Based Networks, Bootstrap Validation, Lagged Correlations

16.

Dynamical Macroprudential Stress Testing Using Network Theory

Office of Financial Research Working Paper No. 15-12
Number of pages: 52 Posted: 24 Aug 2015
Government of the United States of America - Office of Financial Research, Boston University, Boston University, Boston University - Center for Polymer Studies and Bar Ilan University
Downloads 51 (206,961)

Abstract:

Financial Networks, Interdependence, Contagion, Banking

17.

How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics

Office of Financial Research Working Paper No. 15-15
Number of pages: 28 Posted: 22 Aug 2015
Boston University, University of Palermo, Central European University, Boston University - Center for Polymer Studies and Government of the United States of America - Office of Financial Research
Downloads 48 (184,180)

Abstract:

Financial markets, Correlation analysis, Complex systems, Lagged correlations

18.

Complex Dynamics of Our Economic Life on Different Scales: Insights from Search Engine Query Data

Philosophical Transactions of the Royal Society A, Vol. 368, pp. 5707–5719, 2010,
Number of pages: 14 Posted: 29 Oct 2012
Tobias Preis, Daniel Reith and H. Eugene Stanley
Data Science Lab, Behavioural Science, Warwick Business School, University of Mainz and Boston University - Center for Polymer Studies
Downloads 47 (302,077)
Citation 2

Abstract:

prediction, volume, forecasting, search volume, data mining, big data, Google, correlation, computational social science, digital traces

19.

Preferential Attachment and Growth Dynamics in Complex Systems

Physical Review E, 2006
Number of pages: 4 Posted: 21 Nov 2007 Last Revised: 24 Dec 2007
Tokyo University of Information Sciences, Boston University - Department of Physics, CERM Foundation, Yeshiva University - Department of Physics, KU Leuven - Department of Managerial Economics, Strategy, and Innovation, Boston University - Center for Polymer Studies and Boston University - Department of Physics
Downloads 47 (315,662)
Citation 2

Abstract:

20.

Linking Agent-Based Models and Stochastic Models of Financial Markets

Proceedings of the National Academy of Sciences 109, 8388-8393 (2012)
Number of pages: 6 Posted: 18 Dec 2012
Ling Feng, Baowen Li, Boris Podobnik, Tobias Preis and H. Eugene Stanley
Boston University, National University of Singapore (NUS), Boston University, Data Science Lab, Behavioural Science, Warwick Business School and Boston University - Center for Polymer Studies
Downloads 40 (327,268)

Abstract:

Complex Systems, Power Law, Scaling Laws, Agent-Based Models, Stochastic Processes

21.

Statistical Properties of Business Firms Structure and Growth

Europhysics Letters, Vol. 67, No. 3, pp. 498-503, 2004
Number of pages: 8 Posted: 27 Nov 2007 Last Revised: 24 Dec 2007
Boston University - Department of Physics, Boston University - Department of Physics, CERM Foundation, Yeshiva University - Department of Physics, KU Leuven - Department of Managerial Economics, Strategy, and Innovation and Boston University - Center for Polymer Studies
Downloads 40 (339,576)
Citation 3

Abstract:

22.

Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices

Physics Review E, Forthcoming
Number of pages: 27 Posted: 16 Feb 2011
Duan Wang, Boris Podobnik, Davor Horvatic and H. Eugene Stanley
affiliation not provided to SSRN, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 39 (339,576)

Abstract:

Risk, Returns, Global Factor Model

23.

Market Dynamics Immediately Before and After Financial Shocks: Quantifying the Omori, Productivity and Bath Laws

Physical Review E, Vol. 82, 2010
Number of pages: 16 Posted: 24 Oct 2010
University of California Merced, Ernest and Julio Gallo Management Program, Boston University, Bar Ilan University and Boston University - Center for Polymer Studies
Downloads 36 (342,703)
Citation 1

Abstract:

Volatility Aftershocks, Market Shocks, Market Response Dynamics, News

24.

Scale-Dependent Price Fluctuations for the Indian Stock Market

Number of pages: 7 Posted: 13 Sep 2011
Kaushik Matia, Mukul Pal, H. Eugene Stanley and H. Salunkay
Boston University - Department of Physics, Tralio, Boston University - Center for Polymer Studies and affiliation not provided to SSRN
Downloads 32 (356,099)

Abstract:

Price Distribution

25.

Reputation and Impact in Academic Careers

Proceedings of the National Academy of Science USA 111, 15316-15321, 2014, DOI:10.1073/pnas.1323111111
Number of pages: 52 Posted: 22 Nov 2014 Last Revised: 17 Jun 2016
University of California Merced, Ernest and Julio Gallo Management Program, Aalto University, Aalto University, Aalto University, University of Calgary, IMT Lucca Institute for Advanced Studies, KU Leuven - Department of Managerial Economics, Strategy, and Innovation, Boston University - Center for Polymer Studies and CERM Foundation
Downloads 26 (374,255)

Abstract:

computational sociology, science of science, networks of networks, Matthew effect, cumulative advantage, citations, careers

26.

Statistical Regularities in the Rank-Citation Profile of Scientists

Scientific Reports, Vol. 1, p. 181, 2011
Number of pages: 29 Posted: 21 Jul 2011 Last Revised: 05 Dec 2011
Alexander Michael Petersen, H. Eugene Stanley and Sauro Succi
University of California Merced, Ernest and Julio Gallo Management Program, Boston University - Center for Polymer Studies and Istituto per le Applicazioni del Calcolo
Downloads 22 (386,386)

Abstract:

scientific impact, rank distribution, citations, career achievement, Zipf Law

27.

Scaling of Growth Rate Volatility for Six Macroeconomic Variables

Contemporary Economics, Vol. 6, No. 2, pp. 20-25, 2012
Number of pages: 6 Posted: 24 Nov 2012
Boston University, Theoretical Physics Department, University of Zagreb, University of Zagreb - School of Economics and Management, Luxembourg School of Business and Boston University - Center for Polymer Studies
Downloads 21 (390,745)

Abstract:

composite index, complex phenomena, dynamics

28.

Scale-Invariant Properties of Public-Debt Growth

Europhysics Letters, Vol. 90, 2010
Number of pages: 9 Posted: 24 Oct 2010
University of California Merced, Ernest and Julio Gallo Management Program, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 21 (419,355)
Citation 1

Abstract:

Public Debt, Debt-to-GDP, Growth, Convergence

29.

Quantitative Law Describing Market Dynamics Before and After Interest-Rate Change

Physical Review E, Vol. 81, No. 066121, 2010
Number of pages: 16 Posted: 23 Oct 2010 Last Revised: 24 Oct 2010
University of California Merced, Ernest and Julio Gallo Management Program, Boston University, Bar Ilan University and Boston University - Center for Polymer Studies
Downloads 20 (414,320)

Abstract:

interest-rate, Fed, volatility aftershocks, anticipation, surprise

30.

On the Distribution of Career Longevity and the Evolution of Home Run Prowess in Professional Baseball

Europhysics Letters, 2008
Number of pages: 5 Posted: 21 Jul 2011
Alexander Michael Petersen, Woo-Sung Jung and H. Eugene Stanley
University of California Merced, Ernest and Julio Gallo Management Program, Pohang University of Science and Technology (POSTECH) and Boston University - Center for Polymer Studies
Downloads 17 (429,549)

Abstract:

Major League Baseball, Performance Enhancing Drugs, PED, Career Longevity, Success Metrics

31.

Methods for Measuring the Citations and Productivity of Scientists Across Time and Discipline

Physical Review, Vol. 81, 2010
Number of pages: 25 Posted: 21 Jul 2011
University of California Merced, Ernest and Julio Gallo Management Program, Boston University and Boston University - Center for Polymer Studies
Downloads 15 (429,549)

Abstract:

Matthew Effect, Citations, Productivity, Career Achievement, Success

32.

Quantifying the Digital Traces of Hurricane Sandy on Flickr

Sci. Rep. 3, 3141 (2013).
Number of pages: 3 Posted: 07 Jan 2014
Data Science Lab, Behavioural Science, Warwick Business School, University College London - Department of Civil, Environmental and Geomatic Engineering, University College London, University College London and Boston University - Center for Polymer Studies
Downloads 14 (324,408)

Abstract:

Big Data, Disaster, Nowcasting, Data Mining, Flickr, Computational Social Science, Digital Traces

33.

Persistence and Uncertainty in the Academic Career

Proceedings of the National Academy of Science USA 109, 5213-5218 (2012) DOI: 10.1073/pnas.1121429109
Number of pages: 29 Posted: 03 Apr 2012
University of California Merced, Ernest and Julio Gallo Management Program, KU Leuven - Department of Managerial Economics, Strategy, and Innovation, Boston University - Center for Polymer Studies and CERM Foundation
Downloads 13 (460,240)

Abstract:

career trajectory, labor market, science of science, tenure, computational sociology

34.

Does the Wage Gap between Private and Public Sectors Encourage Political Corruption?

Number of pages: 7 Posted: 07 Sep 2015
Boris Podobnik, Vuk Vukovic and H. Eugene Stanley
Boston University, Department of Economics, ZSEM and Boston University - Center for Polymer Studies
Downloads 10 (349,145)

Abstract:

Corruption; wage gap; labor ratio; network model of democracy

35.

Quantitative and Empirical Demonstration of the Matthew Effect in a Study of Career Longevity

National Academy of Science USA, Vol. 108, pp. 18-23, 2011
Number of pages: 13 Posted: 21 Jul 2011
University of California Merced, Ernest and Julio Gallo Management Program, Pohang University of Science and Technology (POSTECH), Korea Advanced Institute of Science and Technology (KAIST) and Boston University - Center for Polymer Studies
Downloads 10 (465,414)

Abstract:

Matthew Effect, Poisson Process, career longevity, production, hazard rate

36.

Estimating Tipping Points in Feedback-Driven Financial Networks

Number of pages: 23 Posted: 18 Sep 2015
University of Zagreb - Faculty of Electrical Engineering and Computing, University of Zagreb - Faculty of Electrical Engineering and Computing, Boston University - Center for Polymer Studies and Boston University
Downloads 9 (356,099)

Abstract:

complex systems, networks, tipping point, market crash

37.

Methods for Detrending Success Metrics to Account for Inflationary and Deflationary Factors

European Physical Journal B, Vol. 79, pp. 67-78, 2011
Number of pages: 24 Posted: 21 Jul 2011
University of California Merced, Ernest and Julio Gallo Management Program, University of Calgary and Boston University - Center for Polymer Studies
Downloads 8 (475,601)

Abstract:

MLB Baseball, Performance Enhancing Drugs, PED, Success Metrics

38.

Emergence of Communities and Diversity in Social Networks

Number of pages: 15 Posted: 12 Oct 2016
Beijing Normal University (BNU), University of International Business and Economics (UIBE), Beijing Normal University (BNU), Beijing Normal University (BNU), Beijing Normal University (BNU), Wilfrid Laurier University and Boston University - Center for Polymer Studies
Downloads 0 (247,140)

Abstract:

communities, social diversity, networks, fairness

39.

Asymmetric Lévy Flight in Financial Ratios

Proceedings of the National Academy of Sciences, Vol. 108, No. 44, pp.17883-17888, 2011, DOI:10.1073/pnas.1113330108
Posted: 21 Dec 2013
Boris Podobnik, Aljosa Valentincic and H. Eugene Stanley
Boston University, University of Ljubljana - Faculty of Economics and Boston University - Center for Polymer Studies

Abstract:

complex systems, econophysics, rating migrations, financial ratios

40.

Betweenness Centrality of Fractal and Non-Fractal Scale-Free Model Networks and Tests on Real Networks

Physical Review E, Vol. 75, No. 5, 2007
Posted: 26 Nov 2007 Last Revised: 09 Apr 2008
Boston University - Department of Physics, Bar-Ilan University - Department of Physics, CERM Foundation, KU Leuven - Department of Managerial Economics, Strategy, and Innovation and Boston University - Center for Polymer Studies

Abstract:

41.

A Generalized Preferential Attachment Model for Business Firms Growth Rates, II: Mathematical Treatment

The European Physical Journal B, Vol. 57, No. 2, pp. 131-138
Posted: 26 Nov 2007 Last Revised: 24 Dec 2007
Yeshiva University - Department of Physics, CERM Foundation, KU Leuven - Department of Managerial Economics, Strategy, and Innovation, Tokyo University of Information Sciences, Boston University - Center for Polymer Studies, Boston University - Department of Physics and Boston University - Department of Physics

Abstract:

42.

A Generalized Preferential Attachment Model for Business Firms Growth Rates - I. Empirical Evidence

European Physical Journal B, Vol. 57, No. 2, pp. 127-130, May 2007
Posted: 26 Nov 2007 Last Revised: 24 Dec 2007
Boston University - Department of Physics, CERM Foundation, Yeshiva University - Department of Physics, Boston University - Center for Polymer Studies, Boston University - Department of Physics and Tokyo University of Information Sciences

Abstract:

43.

The Growth of Business Firms: Theoretical Framework and Empirical Evidence

Proceedings of the National Academy of Sciences, Vol. 102, No. 52, pp. 18801-18806, 2008
Posted: 21 Nov 2007 Last Revised: 14 Aug 2009
Boston University - Department of Physics, CERM Foundation, Yeshiva University - Department of Physics, KU Leuven - Department of Managerial Economics, Strategy, and Innovation, Boston University - Center for Polymer Studies, Boston University - Department of Physics and Tokyo University of Information Sciences

Abstract:

proportional growth, preferential attachment, Laplace distribution