Eshel Ben-Jacob

Tel Aviv University (Deceased)

SCHOLARLY PAPERS

6

DOWNLOADS

1,101

SSRN CITATIONS
Rank 30,138

SSRN RANKINGS

Top 30,138

in Total Papers Citations

7

CROSSREF CITATIONS

22

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

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
Tobias Preis, Dror Y. Kenett, H. Eugene Stanley, Dirk Helbing and Eshel Ben-Jacob
Data Science Lab, Behavioural Science, Warwick Business School, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies, ETH Zürich - Department of Humanities, Social and Political Sciences (GESS) and Tel Aviv University (Deceased)
Downloads 477 (76,770)
Citation 5

Abstract:

Loading...

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

2.

Modelling the Short Term Herding Behaviour of Stock Markets

Shapira Y, Berman Y, Ben-Jacob E. Modelling the short term herding behaviour of stock markets. New Journal of Physics. 2014 May 21;16(5):053040.
Number of pages: 17 Posted: 13 Jun 2016
Yoash Shapira, Yonatan Berman and Eshel Ben-Jacob
Tel Aviv University, London Mathematical Laboratory and Tel Aviv University (Deceased)
Downloads 326 (118,854)

Abstract:

Loading...

econophysics, market herd behavior, Epps effect, stock market modelling

3.

The Design and Performance of the Adaptive Stock Market Index

Algorithmic Finance 2014, 3:3-4, pp. 189-207
Number of pages: 20 Posted: 12 Dec 2014
Lior Zatlavi, Dror Y. Kenett and Eshel Ben-Jacob
Tel Aviv University, School of Electrical Engineering, Faculty of Engineering, Financial Industry Regulatory Authority (FINRA) and Tel Aviv University (Deceased)
Downloads 156 (239,833)

Abstract:

Loading...

Financial markets, prtial correlation, sock influence, adaptive-indices

4.

How High Frequency Trading Affects a Market Index

Scientific Reports 3, Article number: 2110
Number of pages: 8 Posted: 04 Jul 2013
Dror Y. Kenett, Eshel Ben-Jacob, H. Eugene Stanley and Gitit Gur-Gershgoren
Financial Industry Regulatory Authority (FINRA), Tel Aviv University (Deceased), Boston University - Center for Polymer Studies and Israel Securities Authority
Downloads 87 (363,947)
Citation 1

Abstract:

Loading...

HFT, market microstructure, correlation, econophysics

5.

The Dynamics of Wealth Inequality and the Effect of Income Distribution

Berman Y, Ben-Jacob E, Shapira Y (2016) The Dynamics of Wealth Inequality and the Effect of Income Distribution. PLoS ONE 11(4): e0154196. doi:10.1371/journal.pone.0154196
Number of pages: 19 Posted: 17 Jun 2016 Last Revised: 20 Jun 2016
Yonatan Berman, Eshel Ben-Jacob and Yoash Shapira
London Mathematical Laboratory, Tel Aviv University (Deceased) and Tel Aviv University
Downloads 41 (524,832)
Citation 1

Abstract:

Loading...

6.

Modeling the Origin and Possible Control of the Wealth Inequality Surge

Berman Y, Shapira Y, Ben-Jacob E. Modeling the Origin and Possible Control of the Wealth Inequality Surge. PloS one. 2015 Jun 24; 10(6): e0130181
Number of pages: 21 Posted: 13 Jun 2016 Last Revised: 20 Jun 2016
Yonatan Berman, Yoash Shapira and Eshel Ben-Jacob
London Mathematical Laboratory, Tel Aviv University and Tel Aviv University (Deceased)
Downloads 14 (693,263)

Abstract:

Loading...