SSRN logo
Public User
Advanced Search

Eshel Ben-Jacob

Tel Aviv University (Deceased)

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 38,726

SSRN RANKINGS

Top 38,726

in Total Papers Downloads

891

CITATIONS

1

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 289 (57,220)
Citation 1

Abstract:

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

2.

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 78 (180,496)

Abstract:

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

3.

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 60 (261,062)

Abstract:

HFT, market microstructure, correlation, econophysics

4.

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
Tel Aviv University, Tel Aviv University (Deceased) and Tel Aviv University
Downloads 0 (469,990)

Abstract:

5.

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, Tel Aviv University and Tel Aviv University (Deceased)
Downloads 0 (106,890)

Abstract:

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

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
Tel Aviv University, Tel Aviv University and Tel Aviv University (Deceased)
Downloads 0 (515,552)

Abstract:

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.201 seconds

Relx Group logo