Eshel Ben-Jacob

Tel Aviv University (Deceased)

SCHOLARLY PAPERS

6

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1,015

SSRN CITATIONS
Rank 27,268

SSRN RANKINGS

Top 27,268

in Total Papers Citations

3

CROSSREF CITATIONS

22

Scholarly Papers (6)

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
Data Science Lab, Behavioural Science, Warwick Business School, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies, ETH Z├╝rich - Department of Humanities, Social and Political Sciences (GESS) and Tel Aviv University (Deceased)
Downloads 442 (65,633)
Citation 2

Abstract:

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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, Paris School of Economics (PSE) and Tel Aviv University (Deceased)
Downloads 301 (102,135)

Abstract:

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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 146 (203,253)

Abstract:

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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
Financial Industry Regulatory Authority (FINRA), Tel Aviv University (Deceased), Boston University - Center for Polymer Studies and Israel Securities Authority
Downloads 83 (303,521)

Abstract:

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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
Paris School of Economics (PSE), Tel Aviv University (Deceased) and Tel Aviv University
Downloads 30 (475,323)
Citation 1

Abstract:

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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
Paris School of Economics (PSE), Tel Aviv University and Tel Aviv University (Deceased)
Downloads 13 (573,127)

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