| 1 | Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change | 6.2 | 4 | Citations (PDF) |
| 2 | Temporal rich club phenomenon and its formation mechanisms | 2.1 | 0 | Citations (PDF) |
| 3 | Carbon volatility connectedness and the role of external uncertainties: Evidence from China | 3.2 | 7 | Citations (PDF) |
| 4 | Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops | 2.0 | 2 | Citations (PDF) |
| 5 | Impact of the Russia-Ukraine Conflict on International Staple Agrifood Trade Networks | 4.7 | 10 | Citations (PDF) |
| 6 | Spatiotemporal characteristics of agricultural food import shocks | 3.3 | 3 | Citations (PDF) |
| 7 | Visibility graph analysis of the grains and oilseeds indices | 2.8 | 2 | Citations (PDF) |
| 8 | Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets | 2.0 | 10 | Citations (PDF) |
| 9 | Stress testing climate risk: A network-based analysis of the Chinese banking system | 3.1 | 3 | Citations (PDF) |
| 10 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis | 5.1 | 13 | Citations (PDF) |
| 11 | Unraveling the effects of network, direct and indirect reciprocity in online societies | 5.1 | 5 | Citations (PDF) |
| 12 | An interpretable machine-learned model for international oil trade network | 9.9 | 7 | Citations (PDF) |
| 13 | The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach | 3.4 | 1 | Citations (PDF) |
| 14 | Impact of shocks to economies on the efficiency and robustness of the international pesticide trade networks | 1.6 | 3 | Citations (PDF) |
| 15 | Understanding the circulation network of agro-products in China based on the freight big data | 3.3 | 4 | Citations (PDF) |
| 16 | Quantifying the status of economies in international crop trade networks: A correlation structure analysis of various node-ranking metrics | 5.1 | 11 | Citations (PDF) |
| 17 | Economic importance and structural robustness of the international pesticide trade networks | 2.0 | 3 | Citations (PDF) |
| 18 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets | 5.2 | 16 | Citations (PDF) |
| 19 | TESTING FOR INTRINSIC MULTIFRACTALITY IN THE GLOBAL GRAIN SPOT MARKET INDICES: A MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS | 3.1 | 15 | Citations (PDF) |
| 20 | Quantifying the temporal stability of international fertilizer trade networks | 1.1 | 1 | Citations (PDF) |
| 21 | Evolving community structure in the international pesticide trade networks | 3.5 | 0 | Citations (PDF) |
| 22 | Robustness of the international oil trade network under targeted attacks to economies | 9.1 | 45 | Citations (PDF) |
| 23 | Predicting tail events in a RIA-EVT-Copula framework | 2.8 | 1 | Citations (PDF) |
| 24 | Correlation structure analysis of the global agricultural futures market | 6.8 | 10 | Citations (PDF) |
| 25 | How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method | 2.8 | 6 | Citations (PDF) |
| 26 | Hierarchical contagions in the interdependent financial network | 3.8 | 15 | Citations (PDF) |
| 27 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model | 9.9 | 24 | Citations (PDF) |
| 28 | Identifying oil market states based on structure and evolution of the international crude oil trade networks | 4.1 | 2 | Citations (PDF) |
| 29 | Factor volatility spillover and its implications on factor premia | 5.2 | 7 | Citations (PDF) |
| 30 | Do the global grain spot markets exhibit multifractal nature? | 5.1 | 41 | Citations (PDF) |
| 31 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework | 1.4 | 3 | Citations (PDF) |
| 32 | A global economic policy uncertainty index from principal component analysis | 6.2 | 55 | Citations (PDF) |
| 33 | Order imbalance and stock returns: New evidence from the Chinese stock market | 3.2 | 6 | Citations (PDF) |
| 34 | Cross‐shareholding networks and stock price synchronicity: Evidence from China | 3.5 | 33 | Citations (PDF) |
| 35 | The double-edged role of social learning: Flash crash and lower total volatility | 2.2 | 4 | Citations (PDF) |
| 36 | Regional Economic Convergence in China: A Comparative Study of Nighttime Light and GDP | 1.9 | 19 | Citations (PDF) |
| 37 | Sector connectedness in the Chinese stock markets | 1.4 | 46 | Citations (PDF) |
| 38 | Highway Freight Transportation Diversity of Cities Based on Radiation Models | 1.8 | 4 | Citations (PDF) |
| 39 | Anatomizing the Elo transfer network of Weiqi players | 1.6 | 1 | Citations (PDF) |
| 40 | Learning representation of stock traders and immediate price impacts | 4.3 | 2 | Citations (PDF) |
| 41 | Microstructural Characteristics of the Weighted and Directed International Crop Trade Networks | 1.8 | 11 | Citations (PDF) |
| 42 | Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market | 3.9 | 5 | Citations (PDF) |
| 43 | Identifying states of global financial market based on information flow network motifs | 3.9 | 11 | Citations (PDF) |
| 44 | City logistics networks based on online freight orders in China | 2.8 | 12 | Citations (PDF) |
| 45 | Evolving efficiency and robustness of the international oil trade network | 2.0 | 19 | Citations (PDF) |
| 46 | Structure and Evolution of the International Pesticide Trade Networks | 1.9 | 8 | Citations (PDF) |
| 47 | An empirical behavioral order-driven model with price limit rules | 6.8 | 1 | Citations (PDF) |
| 48 | The performance of cooperation strategies for enhancing the efficiency of international oil trade networks | 1.1 | 6 | Citations (PDF) |
| 49 | Modeling aggressive market order placements with Hawkes factor models | 2.4 | 1 | Citations (PDF) |
| 50 | Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach | 1.3 | 20 | Citations (PDF) |
| 51 | Predicting highway freight transportation networks using radiation models | 2.1 | 11 | Citations (PDF) |
| 52 | News coverage and portfolio returns: Evidence from China | 4.8 | 5 | Citations (PDF) |
| 53 | Information Transfer between Stock Market Sectors: A Comparison between the USA and China | 1.8 | 30 | Citations (PDF) |
| 54 | Information Flow Networks of Chinese Stock Market Sectors | 3.1 | 24 | Citations (PDF) |
| 55 | Comparative analysis of layered structures in empirical investor networks and cellphone communication networks | 2.0 | 8 | Citations (PDF) |
| 56 | Exponentially decayed double power-law distribution of Bitcoin trade sizes | 2.8 | 7 | Citations (PDF) |
| 57 | Multifractal analysis of financial markets: a review | 22.8 | 336 | Citations (PDF) |
| 58 | Comparing selection strategies for engineering research hotspots | 2.8 | 0 | Citations (PDF) |
| 59 | NON-POISSON DONATION BEHAVIORS IN VIRTUAL WORLDS | 3.1 | 8 | Citations (PDF) |
| 60 | Time series classification based on triadic time series motifs | 4.1 | 4 | Citations (PDF) |
| 61 | Visibility graph analysis of economy policy uncertainty indices | 2.8 | 30 | Citations (PDF) |
| 62 | Triadic time series motifs | 2.1 | 5 | Citations (PDF) |
| 63 | Structural properties of statistically validated empirical information networks | 2.8 | 3 | Citations (PDF) |
| 64 | Tetradic motif profiles of horizontal visibility graphs | 3.5 | 19 | Citations (PDF) |
| 65 | Order imbalances and market efficiency: New evidence from the Chinese stock market | 4.3 | 15 | Citations (PDF) |
| 66 | Tail dependence networks of global stock markets | 3.5 | 76 | Citations (PDF) |
| 67 | Gravity law in the Chinese highway freight transportation networks | 2.0 | 13 | Citations (PDF) |
| 68 | A weekly sentiment index and the cross-section of stock returns | 6.2 | 34 | Citations (PDF) |
| 69 | The cooling-off effect of price limits in the Chinese stock markets | 2.8 | 16 | Citations (PDF) |
| 70 | Short term prediction of extreme returns based on the recurrence interval analysis | 1.6 | 20 | Citations (PDF) |
| 71 | Forecasting extreme atmospheric events with a recurrence-interval-analysis-based autoregressive conditional duration model | 3.5 | 4 | Citations (PDF) |
| 72 | Statistical properties of the mutual transfer network among global football clubs | 4.1 | 5 | Citations (PDF) |
| 73 | Joint multifractal analysis based on wavelet leaders | 4.3 | 57 | Citations (PDF) |
| 74 | Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates | 5.2 | 46 | Citations (PDF) |
| 75 | Power-law tails in the distribution of order imbalance | 2.8 | 2 | Citations (PDF) |
| 76 | Time series momentum and contrarian effects in the Chinese stock market | 2.8 | 29 | Citations (PDF) |
| 77 | Market Correlation Structure Changes Around the Great Crash: A Random Matrix Theory Analysis of the Chinese Stock Market | 1.7 | 37 | Citations (PDF) |
| 78 | Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets | 2.8 | 24 | Citations (PDF) |
| 79 | MULTIFRACTAL CROSS WAVELET ANALYSIS | 3.1 | 63 | Citations (PDF) |
| 80 | LINEAR AND NONLINEAR CORRELATIONS IN THE ORDER AGGRESSIVENESS OF CHINESE STOCKS | 3.1 | 12 | Citations (PDF) |
| 81 | Limit-order book resiliency after effective market orders: spread, depth and intensity | 2.0 | 3 | Citations (PDF) |
| 82 | Statistical properties of user activity fluctuations in virtual worlds | 5.1 | 10 | Citations (PDF) |
| 83 | Direct determination approach for the multifractal detrending moving average analysis | 2.1 | 24 | Citations (PDF) |
| 84 | Individual position diversity in dependence socioeconomic networks increases economic output | 2.0 | 4 | Citations (PDF) |
| 85 | Immediate price impact of a stock and its warrant: Power-law or logarithmic model? | 4.1 | 7 | Citations (PDF) |
| 86 | Time-Varying Return Predictability in the Chinese Stock Market | 0.6 | 17 | Citations (PDF) |
| 87 | Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies | 1.6 | 28 | Citations (PDF) |
| 88 | Temporal and spatial correlation patterns of air pollutants in Chinese cities | 2.4 | 39 | Citations (PDF) |
| 89 | Taylor’s Law of Temporal Fluctuation Scaling in Stock Illiquidity | 1.7 | 3 | Citations (PDF) |
| 90 | Two-state Markov-chain Poisson nature of individual cellphone call statistics | 2.0 | 23 | Citations (PDF) |
| 91 | Skill complementarity enhances heterophily in collaboration networks | 3.5 | 73 | Citations (PDF) |
| 92 | Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets | 1.6 | 14 | Citations (PDF) |
| 93 | Stylized facts of price gaps in limit order books | 5.1 | 7 | Citations (PDF) |
| 94 | Correlation structure and principal components in the global crude oil market | 1.4 | 39 | Citations (PDF) |
| 95 | Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns | 1.8 | 24 | Citations (PDF) |
| 96 | Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces | 2.1 | 196 | Citations (PDF) |
| 97 | Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application | 2.9 | 76 | Citations (PDF) |
| 98 | Club convergence of house prices: Evidence from China’s ten key cities | 4.1 | 24 | Citations (PDF) |
| 99 | Profitability of Contrarian Strategies in the Chinese Stock Market | 2.4 | 27 | Citations (PDF) |
| 100 | Communication cliques in mobile phone calling networks | 2.0 | 7 | Citations (PDF) |
| 101 | EFFECTS OF POLYNOMIAL TRENDS ON DETRENDING MOVING AVERAGE ANALYSIS | 3.1 | 36 | Citations (PDF) |
| 102 | Testing the performance of technical trading rules in the Chinese markets based on superior predictive test | 2.8 | 16 | Citations (PDF) |
| 103 | Profitability of simple technical trading rules of Chinese stock exchange indexes | 2.8 | 29 | Citations (PDF) |
| 104 | Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant | 2.8 | 27 | Citations (PDF) |
| 105 | Statistical Properties and Pre-Hit Dynamics of Price Limit Hits in the Chinese Stock Markets | 2.4 | 20 | Citations (PDF) |
| 106 | Wealth Share Analysis with “Fundamentalist/Chartist” Heterogeneous Agents | 0.4 | 8 | Citations (PDF) |
| 107 | Empirical properties of inter-cancellation durations in the Chinese stock market | 1.9 | 6 | Citations (PDF) |
| 108 | Statistically validated mobile communication networks: the evolution of motifs in European and Chinese data | 2.9 | 47 | Citations (PDF) |
| 109 | An Agent-Based Computational Model for China’s Stock Market and Stock Index Futures Market | 1.0 | 10 | Citations (PDF) |
| 110 | Network risk and forecasting power in phase-flipping dynamical networks | 2.1 | 24 | Citations (PDF) |
| 111 | Extreme value statistics and recurrence intervals of NYMEX energy futures volatility | 4.3 | 33 | Citations (PDF) |
| 112 | Testing the weak-form efficiency of the WTI crude oil futures market | 2.8 | 82 | Citations (PDF) |
| 113 | A comparative analysis of the statistical properties of large mobile phone calling networks | 3.5 | 34 | Citations (PDF) |
| 114 | Systemic risk and spatiotemporal dynamics of the US housing market | 3.5 | 82 | Citations (PDF) |
| 115 | Triadic motifs in the dependence networks of virtual societies | 3.5 | 23 | Citations (PDF) |
| 116 | Dynamic Evolution of Cross-Correlations in the Chinese Stock Market | 2.4 | 38 | Citations (PDF) |
| 117 | Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model | 2.8 | 64 | Citations (PDF) |
| 118 | The position profiles of order cancellations in an emerging stock market | 2.0 | 4 | Citations (PDF) |
| 119 | Analysis of trade packages in the Chinese stock market | 1.6 | 8 | Citations (PDF) |
| 120 | Calling patterns in human communication dynamics | 7.6 | 155 | Citations (PDF) |
| 121 | Trading networks, abnormal motifs and stock manipulation | 0.1 | 28 | Citations (PDF) |
| 122 | Random matrix approach to the dynamics of stock inventory variations | 2.9 | 12 | Citations (PDF) |
| 123 | Universal price impact functions of individual trades in an order-driven market | 1.6 | 64 | Citations (PDF) |
| 124 | Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations | 2.1 | 41 | Citations (PDF) |
| 125 | Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series | 3.5 | 159 | Citations (PDF) |
| 126 | Determinants of immediate price impacts at the trade level in an emerging order-driven market | 2.9 | 24 | Citations (PDF) |
| 127 | Heterogeneity in initial resource configurations improves a network-based hybrid recommendation algorithm | 2.8 | 27 | Citations (PDF) |
| 128 | Finite-size effect and the components of multifractality in financial volatility | 5.1 | 146 | Citations (PDF) |
| 129 | Statistical tests for power-law cross-correlated processes | 2.1 | 420 | Citations (PDF) |
| 130 | Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index | 2.8 | 66 | Citations (PDF) |
| 131 | Modified detrended fluctuation analysis based on empirical mode decomposition for the characterization of anti-persistent processes | 2.8 | 93 | Citations (PDF) |
| 132 | Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant | 2.8 | 49 | Citations (PDF) |
| 133 | Evolution of worldwide stock markets, correlation structure, and correlation-based graphs | 2.1 | 222 | Citations (PDF) |
| 134 | Multifractal detrending moving-average cross-correlation analysis | 2.1 | 339 | Citations (PDF) |
| 135 | The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields | 2.4 | 41 | Citations (PDF) |
| 136 | Investment Strategies Used as Spectroscopy of Financial Markets Reveal New Stylized Facts | 2.4 | 17 | Citations (PDF) |
| 137 | Superfamily classification of nonstationary time series based on DFA scaling exponents | 2.2 | 19 | Citations (PDF) |
| 138 | Statistical properties of visibility graph of energy dissipation rates in three-dimensional fully developed turbulence | 2.8 | 144 | Citations (PDF) |
| 139 | On the growth of primary industry and population of China’s counties | 2.8 | 5 | Citations (PDF) |
| 140 | Complex stock trading network among investors | 2.8 | 60 | Citations (PDF) |
| 141 | Long-term correlations and multifractality in trading volumes for Chinese stocks | 1.1 | 16 | Citations (PDF) |
| 142 | Empirical regularities of opening call auction in Chinese stock market | 2.8 | 14 | Citations (PDF) |
| 143 | Statistical properties of online avatar numbers in a massive multiplayer online role-playing game | 2.8 | 9 | Citations (PDF) |
| 144 | Scaling and memory in the non-Poisson process of limit order cancelation | 2.8 | 9 | Citations (PDF) |
| 145 | Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change | 2.8 | 7 | Citations (PDF) |
| 146 | Recurrence interval analysis of trading volumes | 2.1 | 28 | Citations (PDF) |
| 147 | Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices | 2.2 | 94 | Citations (PDF) |
| 148 | Recurrence interval analysis of high-frequency financial returns and its application to risk estimation | 2.9 | 37 | Citations (PDF) |
| 149 | Order flow dynamics around extreme price changes on an emerging stock market | 2.9 | 23 | Citations (PDF) |
| 150 | Detrending moving average algorithm for multifractals | 2.1 | 395 | Citations (PDF) |
| 151 | Tests of nonuniversality of the stock return distributions in an emerging market | 2.1 | 35 | Citations (PDF) |
| 152 | Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles | 2.2 | 183 | Citations (PDF) |
| 153 | Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence | 2.1 | 14 | Citations (PDF) |
| 154 | Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game | 2.1 | 24 | Citations (PDF) |
| 155 | Emergence of long memory in stock volatility from a modified Mike-Farmer model | 2.1 | 83 | Citations (PDF) |
| 156 | The components of empirical multifractality in financial returns | 2.1 | 179 | Citations (PDF) |
| 157 | Scaling and memory in the return intervals of realized volatility | 2.8 | 27 | Citations (PDF) |
| 158 | Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks | 2.3 | 116 | Citations (PDF) |
| 159 | Detrended fluctuation analysis of intertrade durations | 2.8 | 51 | Citations (PDF) |
| 160 | A case study of speculative financial bubbles in the South African stock market 2003–2006 | 2.8 | 68 | Citations (PDF) |
| 161 | Statistical properties of volatility return intervals of Chinese stocks | 2.8 | 34 | Citations (PDF) |
| 162 | Statistical properties of world investment networks | 2.8 | 47 | Citations (PDF) |
| 163 | Numerical investigations of discrete scale invariance in fractals and multifractal measures | 2.8 | 20 | Citations (PDF) |
| 164 | The 2006–2008 oil bubble: Evidence of speculation, and prediction | 2.8 | 190 | Citations (PDF) |
| 165 | R/S method for unevenly sampled time series: Application to detecting long-term temporal dependence of droplets transiting through a fixed spatial point in gas–liquid two-phase turbulent jets | 2.8 | 8 | Citations (PDF) |
| 166 | Multifractal analysis of the fracture surfaces of foamed polypropylene/polyethylene blends | 6.7 | 54 | Citations (PDF) |
| 167 | On the probability distribution of stock returns in the Mike-Farmer model | 1.6 | 43 | Citations (PDF) |
| 168 | Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market | 1.6 | 42 | Citations (PDF) |
| 169 | Intraday Pattern in Bid-Ask Spreads and Its Power-Law Relaxation for Chinese A-Share Stocks | 0.8 | 6 | Citations (PDF) |
| 170 | Multifractality in stock indexes: Fact or Fiction? | 2.8 | 100 | Citations (PDF) |
| 171 | Empirical distributions of Chinese stock returns at different microscopic timescales | 2.8 | 80 | Citations (PDF) |
| 172 | Empirical regularities of order placement in the Chinese stock market | 2.8 | 25 | Citations (PDF) |
| 173 | Multifractal analysis of Chinese stock volatilities based on the partition function approach | 2.8 | 98 | Citations (PDF) |
| 174 | Empirical shape function of limit-order books in the Chinese stock market | 2.8 | 37 | Citations (PDF) |
| 175 | Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index | 2.8 | 21 | Citations (PDF) |
| 176 | Multifractal detrended fluctuation analysis of combustion flames in four-burner impinging entrained-flow gasifier | 12.0 | 39 | Citations (PDF) |
| 177 | Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indices | 2.8 | 68 | Citations (PDF) |
| 178 | Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests | 2.8 | 25 | Citations (PDF) |
| 179 | Scaling in the distribution of intertrade durations of Chinese stocks | 2.8 | 62 | Citations (PDF) |
| 180 | Multifractal detrended cross-correlation analysis for two nonstationary signals | 2.1 | 673 | Citations (PDF) |
| 181 | Multiscaling behavior in the volatility return intervals of Chinese indices | 2.1 | 28 | Citations (PDF) |
| 182 | Statistical significance of the rich-club phenomenon in complex networks | 2.9 | 24 | Citations (PDF) |
| 183 | Process flow diagram of an ammonia plant as a complex network | 3.7 | 35 | Citations (PDF) |
| 184 | Exploring self-similarity of complex cellular networks: The edge-covering method with simulated annealing and log-periodic sampling | 2.8 | 55 | Citations (PDF) |
| 185 | Scale invariant distribution and multifractality of volatility multipliers in stock markets | 2.8 | 60 | Citations (PDF) |
| 186 | Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates | 2.8 | 33 | Citations (PDF) |
| 187 | Statistical properties of daily ensemble variables in the Chinese stock markets | 2.8 | 22 | Citations (PDF) |
| 188 | Quantifying bid-ask spreads in the Chinese stock market using limit-order book data | 1.6 | 45 | Citations (PDF) |
| 189 | Endogenous and exogenous dynamics in the fluctuations of capital fluxes | 1.6 | 31 | Citations (PDF) |
| 190 | Detrended fluctuation analysis for fractals and multifractals in higher dimensions | 2.1 | 213 | Citations (PDF) |
| 191 | Fundamental factors versus herding in the 2000–2005 US stock market and prediction | 2.8 | 34 | Citations (PDF) |
| 192 | Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets | 2.8 | 85 | Citations (PDF) |
| 193 | Inverse statistics and multifractality of exit distances in 3D fully developed turbulence | 2.9 | 36 | Citations (PDF) |
| 194 | Is there a real-estate bubble in the US? | 2.8 | 188 | Citations (PDF) |
| 195 | Predictability of large future changes in major financial indices | 6.3 | 132 | Citations (PDF) |
| 196 | Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data | 1.6 | 51 | Citations (PDF) |
| 197 | Inversion formula of multifractal energy dissipation in three-dimensional fully developed turbulence | 2.1 | 2 | Citations (PDF) |
| 198 | Shape complexity and fractality of fracture surfaces of swelled isotactic polypropylene with supercritical carbon dioxide | 2.1 | 5 | Citations (PDF) |
| 199 | Self-organizing Ising model of financial markets | 1.6 | 132 | Citations (PDF) |
| 200 | Bubble, critical zone and the crash of Royal Ahold | 2.8 | 14 | Citations (PDF) |
| 201 | Testing the stability of the 2000 US stock market “antibubble” | 2.8 | 33 | Citations (PDF) |
| 202 | Inverse statistics in stock markets: Universality and idiosyncracy | 2.8 | 33 | Citations (PDF) |
| 203 | Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method | 1.6 | 71 | Citations (PDF) |
| 204 | Discrete hierarchical organization of social group sizes | 2.4 | 452 | Citations (PDF) |
| 205 | Evidence of fueling of the 2000 new economy bubble by foreign capital inflow: implications for the future of the US economy and its stock market | 2.8 | 42 | Citations (PDF) |
| 206 | Causal slaving of the US treasury bond yield antibubble by the stock market antibubble of August 2000 | 2.8 | 28 | Citations (PDF) |
| 207 | Antibubble and prediction of China's stock market and real-estate | 2.8 | 71 | Citations (PDF) |
| 208 | Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000 | 2.8 | 66 | Citations (PDF) |
| 209 | Renormalization group analysis of the 2000–2002 anti-bubble in the US S&P500 index: explanation of the hierarchy of five crashes and prediction | 2.8 | 60 | Citations (PDF) |
| 210 | 2000–2003 real estate bubble in the UK but not in the USA | 2.8 | 90 | Citations (PDF) |
| 211 | Finite-time singularity signature of hyperinflation | 2.8 | 34 | Citations (PDF) |
| 212 | NEW EVIDENCE OF DISCRETE SCALE INVARIANCE IN THE ENERGY DISSIPATION OF THREE-DIMENSIONAL TURBULENCE: CORRELATION APPROACH AND DIRECT SPECTRAL DETECTION | 2.2 | 13 | Citations (PDF) |
| 213 | NONPARAMETRIC ANALYSES OF LOG-PERIODIC PRECURSORS TO FINANCIAL CRASHES | 2.2 | 42 | Citations (PDF) |
| 214 | Generalizedqanalysis of log-periodicity: Applications to critical ruptures | 2.1 | 44 | Citations (PDF) |
| 215 | STATISTICAL SIGNIFICANCE OF PERIODICITY AND LOG-PERIODICITY WITH HEAVY-TAILED CORRELATED NOISE | 2.2 | 59 | Citations (PDF) |
| 216 | Evidence of intermittent cascades from discrete hierarchical dissipation in turbulence | 2.9 | 47 | Citations (PDF) |
| 217 | The US 2000-2002 market descent: how much longer and deeper? | 1.6 | 62 | Citations (PDF) |
| 218 | On the properties of random multiplicative measures with the multipliers exponentially distributed | 2.8 | 12 | Citations (PDF) |
| 219 | ANOMALOUS FEATURES ARISING FROM RANDOM MULTIFRACTALS | 3.1 | 11 | Citations (PDF) |
| 220 | Multifractality of drop breakup in the air-blast nozzle atomization process | 2.1 | 37 | Citations (PDF) |
