Salvatore Miccichè

University of Palermo - Department of Physics and Chemistry

Viale delle Scienze, Ed. 17

Palermo, PA 90128

Italy

http://www.unipa.it/~salvatore.micciche

SCHOLARLY PAPERS

13

DOWNLOADS
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SSRN CITATIONS
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13

CROSSREF CITATIONS

3

Scholarly Papers (13)

1.

How News Affect the Trading Behavior of Different Categories of Investors in a Financial Market

Number of pages: 30 Posted: 16 Jul 2012
Università di Bologna, University of Palermo - Department of Physics and Chemistry, University of Palermo, University of Turku and University of Palermo
Downloads 168 (179,341)
Citation 6

Abstract:

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Firm-specific news, News sentiment, Trading, Single investors

2.

Quantifying Preferential Trading in the e-MID Interbank Market

Number of pages: 25 Posted: 25 Oct 2013 Last Revised: 05 Nov 2013
City University London - Department of Economics, City University London - Department of Economics, University of Palermo, University of Palermo - Department of Physics and Chemistry and University of Palermo
Downloads 109 (252,230)
Citation 4

Abstract:

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Interbank markets, interbank rates, preferential links, statistically validated networks

3.

Scaling and Data Collapse for the Mean Exit Time of Asset Prices

Number of pages: 11 Posted: 18 Jul 2005
University of Barcelona - Departament de Física de la Matèria Condensada, University of Barcelona - Department of Physics, University of Barcelona - Department of Physics, Università di Bologna, University of Palermo - Department of Physics and Chemistry and University of Palermo
Downloads 94 (278,674)

Abstract:

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Continuous time random walk, mean exit time, Markov process

4.

Statistically Validated Networks in Bipartite Complex Systems

Number of pages: 34 Posted: 03 Oct 2010 Last Revised: 30 Oct 2013
University of Palermo, University of Palermo - Department of Physics and Chemistry, Università di Bologna, University of Turku and University of Palermo
Downloads 86 (294,816)
Citation 1

Abstract:

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Networks, Complex Systems

5.

Bank-Firm Credit Network in Japan. An Analysis of a Bipartite Network

Number of pages: 9 Posted: 22 Jul 2014
University of Palermo, University of Palermo - Department of Physics and Chemistry, University of Hyogo - Graduate School of Simulation Studies, Niigata University, GSAIS, Kyoto University, Università Politecnica delle Marche - Faculty of Economics and University of Palermo
Downloads 85 (296,926)
Citation 6

Abstract:

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Credit market, Networked market, Financial networks, Bipartite networks

6.

Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering

Number of pages: 7 Posted: 08 Oct 2012
Salvatore Miccichè
University of Palermo - Department of Physics and Chemistry
Downloads 64 (348,554)

Abstract:

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7.

Using Network Community Detection to Investigate the Psychopathy Levels of Subjects Condemned for Mafia Crimes

Number of pages: 16 Posted: 12 Feb 2014
Chiara Caprì, Salvatore Miccichè and Daniele La Barbera
University of Palermo, University of Palermo - Department of Physics and Chemistry and University of Palermo
Downloads 58 (366,084)

Abstract:

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networks, complex systems, psychiatry, psychopathy

8.

Do Firms Share the Same Functional Form of Their Growth Rate Distribution? A Statistical Test

Number of pages: 51 Posted: 18 Mar 2011 Last Revised: 23 Nov 2013
Universidade Estadual de Ponta Grossa - Departamento de Matematica e Estatistica, University of Palermo - Department of Physics and Chemistry, Università di Bologna, University of Palermo and Università Politecnica delle Marche - Faculty of Economics
Downloads 49 (395,547)
Citation 1

Abstract:

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9.

Networked Relationships in the e-MID Interbank Market: A Trading Model with Memory

Number of pages: 37 Posted: 14 Mar 2014
City University London - Department of Economics, University of Palermo, University of Palermo, University of Palermo - Department of Physics and Chemistry, City University London and University of Palermo
Downloads 45 (409,482)
Citation 4

Abstract:

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10.

Quantitative Analysis of Gender Stereotypes and Information Aggregation in a National Election

Number of pages: 9 Posted: 11 Nov 2012
University of Palermo, University of Palermo - Department of Physics and Chemistry, University of Turku, University of Turku and University of Palermo
Downloads 42 (420,698)

Abstract:

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candidate gender, information aggregation in voting, quantitative analysis of political profile

11.

Patterns of Trading Profiles at the Nordic Stock Exchange. A Correlation-Based Approach.

Number of pages: 25 Posted: 22 Nov 2015
University of Palermo, University of Palermo, University of Palermo - Department of Physics and Chemistry, University of Turku and University of Palermo
Downloads 36 (445,010)
Citation 1

Abstract:

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Econophysics, Correlation-based networks, Statistically validated networks, Individual investors

12.

Backbone of Credit Relationships in the Japanese Credit Market

Number of pages: 14 Posted: 22 Nov 2015
University of Palermo, University of Palermo - Department of Physics and Chemistry, University of Hyogo - Graduate School of Simulation Studies, Niigata University, GSAIS, Kyoto University, Università Politecnica delle Marche - Faculty of Economics and University of Palermo
Downloads 25 (498,038)
Citation 1

Abstract:

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Complex networks, Information filtering, Statistically validated networks, Credit market

13.

A Scenario Simulation Model of Stock's Volatility Based on a Stationary Markovian Process

Number of pages: 7 Posted: 03 Apr 2013
Salvatore Miccichè
University of Palermo - Department of Physics and Chemistry
Downloads 22 (515,263)

Abstract:

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stochastic volatility, first passage time