Boris Podobnik

Boston University

University of Rijeka

Rijeka, 51000

Croatia

SCHOLARLY PAPERS

10

DOWNLOADS

752

SSRN CITATIONS
Rank 30,602

SSRN RANKINGS

Top 30,602

in Total Papers Citations

7

CROSSREF CITATIONS

29

Scholarly Papers (10)

1.

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, Department of Management of Complex Systems and Boston University - Center for Polymer Studies
Downloads 153 (355,742)
Citation 3

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econophysics, finance, volatility

2.

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, Department of Management of Complex Systems, affiliation not provided to SSRN and Boston University - Center for Polymer Studies
Downloads 138 (386,091)
Citation 2

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

3.

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
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 76 (580,944)
Citation 3

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

4.

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 75 (585,335)

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

5.

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 74 (589,718)

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complex systems, networks, tipping point, market crash

6.

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
affiliation not provided to SSRN, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 72 (598,646)
Citation 1

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Risk, Returns, Global Factor Model

7.

Scale-Invariant Properties of Public-Debt Growth

Europhysics Letters, Vol. 90, 2010
Number of pages: 9 Posted: 24 Oct 2010
University of California Merced, Department of Management of Complex Systems, Boston University, Theoretical Physics Department, University of Zagreb and Boston University - Center for Polymer Studies
Downloads 66 (627,003)

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

8.

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 50 (715,682)

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composite index, complex phenomena, dynamics

9.

Agent-Based Mapping of Credit Risk for Sustainable Microfinance

Number of pages: 9 Posted: 29 Apr 2015
Joung-Hun Lee, Marko Jusup, Boris Podobnik and Yoh Iwasa
Kyushu University, Kyushu University, Boston University and Kyushu University
Downloads 48 (728,341)

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poverty alleviation, moral hazard, social capital, dynamical network, regime shift

10.

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
Boston University, University of Ljubljana - Faculty of Economics and Boston University - Center for Polymer Studies

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complex systems, econophysics, rating migrations, financial ratios

Other Papers (1)

Total Downloads: 21
1.

Coherent Preferences and Price Reference Point Jumps in Stock Market (Poster Presentation)

Poster to be Presented at the 3rd International Workshop on “Financial Markets and Nonlinear Dynamics (FMND),” Paris, France, June 1-2, 2017
Number of pages: 1 Posted: 11 May 2017
Haitong Securities Co. Ltd.----Beijing FuwaidajieHaitong Securities Co. Ltd.----Beijing Fuwaidajie, Boston University and University of San DiegoUniversita di Cagliari
Downloads 21

Abstract:

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Market Microstructure, Coherent Preferences, Price-Volume Distribution, Narrow Framing, Reference Point, Jump, Decision Weight, Prospect Theory