Rosario Nunzio Mantegna

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
High-frequency trading and networked markets Proceedings of the National Academy of Sciences of the United States of America	2025-03-05	Paper
Clusters of traders in financial markets	2021-12-02	Paper
Emergence of statistically validated financial intraday lead-lag relationships Quantitative Finance	2019-02-06	Paper
Do firms share the same functional form of their growth rate distribution? A statistical test Journal of Economic Dynamics and Control	2018-11-01	Paper
Quantifying preferential trading in the e-MID interbank market Quantitative Finance	2018-09-19	Paper
How news affects the trading behaviour of different categories of investors in a financial market Quantitative Finance	2018-09-19	Paper
Hierarchically nested factor model from multivariate data Europhysics Letters	2012-08-11	Paper
Cluster analysis for portfolio optimization Journal of Economic Dynamics and Control	2010-01-19	Paper
Diffusive behavior and the modeling of characteristic times in limit order executions Quantitative Finance	2009-11-16	Paper
Spectral properties of correlation matrices for some hierarchically nested factor models	2008-11-03	Paper
Introduction to Econophysics	2007-11-12	Paper
Introduction to econophysics. Correlations and complexity in finance.	2007-10-02	Paper
scientific article; zbMATH DE number 2067987 (Why is no real title available?)	2004-05-27	Paper
Degree stability of a minimum spanning tree of price return and volatility Physica A	2003-05-21	Paper
Volatility in financial markets: Stochastic models and empirical results Physica A	2002-12-03	Paper
Levels of complexity in financial markets Physica A	2001-10-23	Paper
Ensemble properties of securities traded in the NASDAQ market Physica A	2001-10-23	Paper
STATISTICAL PROPERTIES OF STATISTICAL ENSEMBLES OF STOCK RETURNS International Journal of Theoretical and Applied Finance	2001-07-05	Paper
Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight Physical Review Letters	2000-07-16	Paper
Probability Distribution of the Residence Times in Periodically Fluctuating Metastable Systems International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2000-05-28	Paper
Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion Journal of Statistical Physics	2000-05-14	Paper
Econophysics: Scaling and its breakdown in finance Journal of Statistical Physics	1999-05-25	Paper
Zipf plots and the size distribution of firms Economics Letters	1997-02-27	Paper
scientific article; zbMATH DE number 806776 (Why is no real title available?)	1996-01-25	Paper

Research outcomes over time

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