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Raul Yukihiro Matsushita

Personal Details

First Name:Raul
Middle Name:Yukihiro
Last Name:Matsushita
Suffix:
RePEc Short-ID:pma3580
[This author has chosen not to make the email address public]

Affiliation

Faculdade de Economia, Administração, Contabilidade e Ciência da Informação e Documentação (FACE)
Universidade de Brasília

Brasília, Brazil
http://www.unb.br/face/
RePEc:edi:feunbbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maia, Adriano & Matsushita, Raul & Demarcus, Antonio & Da Silva, Sergio, 2023. "Scalability in a two-class interoccupational earnings distribution model," SocArXiv 23brg, Center for Open Science.
  2. Da Silva, Sergio & Matsushita, Raul & Santo, Barbara Espirito & Sigrist, Felipe, 2022. "Reciprocity vs. commitment in bank marketing strategies," SocArXiv zj8h7, Center for Open Science.
  3. Da Silva, Sergio & Da Costa Jr, Newton & Matsushita, Raul & Vieira, Cristiana & Correa, Ana & De Faveri, Dinorá, 2017. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," MPRA Paper 79518, University Library of Munich, Germany.
  4. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.
  5. Da Silva, Sergio & De Faveri, Dinorá & Matsushita, Raul, 2017. "Personality influences hyperbolic discounting," MPRA Paper 83171, University Library of Munich, Germany.
  6. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "High-income consumers may be less hyperbolic when discounting the future," MPRA Paper 79536, University Library of Munich, Germany.
  7. Da Silva, Sergio & Matsushita, Raul & De Sousa, Maicon, 2016. "Utilitarian Moral Judgments Are Cognitively Too Demanding," MPRA Paper 69387, University Library of Munich, Germany.
  8. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.
  9. Da Silva, Sergio & Matsushita, Raul & Seifert, Guilherme & De Carvalho, Mateus, 2015. "Atheists Score Higher on Cognitive Reflection Tests," MPRA Paper 68451, University Library of Munich, Germany.
  10. Da Silva, Sergio & Matsushita, Raul, 2015. "The St. Petersburg paradox: an experimental solution," MPRA Paper 68075, University Library of Munich, Germany.
  11. Da Silva, Sergio & Matsushita, Raul & De Carvalho, Mateus, 2015. "Prosocial People Take Better Care of Their Own Future Well-Being," MPRA Paper 68452, University Library of Munich, Germany.
  12. Da Silva, Sergio, 2014. "Risk Seekers May Be Antisocial After All," MPRA Paper 60564, University Library of Munich, Germany.
  13. Sergio, Da Silva & Raul, Matsushita & Eliza, Silveira, 2013. "Hidden power law patterns in the top European football leagues," MPRA Paper 48226, University Library of Munich, Germany.
  14. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
  15. Bruno César de Melo Moreira & Raul Matsushita & Sergio DaSilva, 2011. "Risk-seeking behaviorof preschool children in a gambling task," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 123, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  16. Da Silva, Sergio & Baldo, Dinorá & Matsushita, Raul, 2009. "Biological correlates of the Allais paradox," MPRA Paper 18938, University Library of Munich, Germany.
  17. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper 11150, University Library of Munich, Germany.
  18. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany.
  19. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.
  20. Matsushita, Raul & Baldo, Dinorá & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany.
  21. Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2007. "Sistemas complexos, criticalidade e leis de potencia," MPRA Paper 3850, University Library of Munich, Germany.
  22. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "Are Pound and Euro the Same Currency? - Updated," MPRA Paper 1981, University Library of Munich, Germany.
  23. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.
  24. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Characteristic function approach to the sum of stochastic variables," MPRA Paper 1984, University Library of Munich, Germany.
  25. Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
  26. Raul Matsushita & Andre Santos & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Are Pound and Euro the Same Currency?," International Finance 0505002, University Library of Munich, Germany.
  27. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Log-Periodic Crashes Revisited," Finance 0508005, University Library of Munich, Germany.
  28. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005. "Nonidentically distributed variables and nonlinear autocorrelation," Finance 0508009, University Library of Munich, Germany.
  29. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "On Log-Periodic Crashes," Finance 0505007, University Library of Munich, Germany.
  30. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
  31. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
  32. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, University Library of Munich, Germany.
  33. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2004. "The Econophysics of the Brazilian Real-US Dollar Rate," Finance 0407012, University Library of Munich, Germany.
  34. Sergio Da Silva & Raul Matsushita & Iram Gleria & Annibal Figueiredo, 2004. "Log-Periodicity in High Frequency Financial Series," Finance 0409043, University Library of Munich, Germany.
  35. Sergio Da Silva, 2004. "Autocorrelation and the Sum of Stochastic Variables," Finance 0405020, University Library of Munich, Germany.

Articles

  1. Matsushita, Raul & Nobre, Iuri & Da Silva, Sergio, 2026. "Beyond volatility: Using differential entropy to detect financial market regimes," Chaos, Solitons & Fractals, Elsevier, vol. 202(P2).
  2. Sergio Da Silva & Raul Matsushita & Eduarda Korzenowski, 2024. "Why Is Friday Better than Sunday?," Journal of Interdisciplinary Economics, , vol. 36(1), pages 98-104, January.
  3. Sergio Da Silva & Ana Paraboni & Raul Matsushita, 2024. "Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases," IJFS, MDPI, vol. 12(4), pages 1-20, December.
  4. Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
  5. Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023. "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 586-599, September.
  6. Sergio Da Silva & Raul Matsushita & Vanessa Valcanover & Jessica Campara & Newton Da Costa, 2022. "Losses make choices nonpositional," SN Business & Economics, Springer, vol. 2(11), pages 1-11, November.
  7. Sergio Da Silva & Barbara Espirito Santo & Felipe Sigrist & Raul Matsushita, 2022. "Reciprocity vs. Commitment in Bank Marketing Strategies," International Journal of Business, Economics and Management, Conscientia Beam, vol. 9(3), pages 84-92.
  8. Sergio Da Silva & Raul Matsushita & Rafaela Ludwig & Luiggi Bellincanta, 2021. "Ego Depletion May Explain Gender Differences in Multitasking," Journal of Interdisciplinary Economics, , vol. 33(1), pages 130-139, January.
  9. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  10. Campara, Jessica & Da Costa, Newton & Matsushita, Raul & Da Silva, Sergio, 2021. "Two selves and two minds in a longitudinal survey of risk attitudes," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  11. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
  12. Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
  13. Jennifer Gonçalves & Raul Matsushita & Sergio Da Silva, 2020. "The asymmetric Brazilian input–output network," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 604-615, July.
  14. Sergio Da Silva & Raul Matsushita & Mariana Pereira & Mariê Fontana, 2019. "Real estate list price anchoring and cognitive ability," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(4), pages 581-603, June.
  15. Raul Matsushita & Donald Pianto & Bernardo B. De Andrade & Andre Cançado & Sergio Da Silva, 2019. "The Touchard distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(8), pages 2049-2059, April.
  16. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.
  17. Sergio Da Silva & Newton Da Costa Jr & Raul Matsushita & Cristiana Vieira & Ana Correa & Dinorá De Faveri, 2018. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(1), pages 42-52, March.
  18. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
  19. Da Silva, Sergio & Matsushita, Raul, 2016. "The St. Petersburg paradox: An experimental solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 66-74.
  20. Sergio Da Silva & Raul Matsushita & Eliza Silveira, 2015. "No endowment effect when people transact secondhand goods over the Internet," Economics Bulletin, AccessEcon, vol. 35(3), pages 1961-1968.
  21. Sergio Da Silva & Dinorá Baldo & Raul Matsushita, 2013. "Biological correlates of the Allais paradox," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 555-568, February.
  22. Da Silva, Sergio & Matsushita, Raul & Silveira, Eliza, 2013. "Hidden power law patterns in the top European football leagues," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5376-5386.
  23. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.
  24. Raul Matsushita & Sergio Da Silva, 2011. "A log-periodic fit for the flash crash of May 6, 2010," Economics Bulletin, AccessEcon, vol. 31(2), pages 1772-1779.
  25. Marcia L. Zindel & Emilio Menezes & Raul Matsushita & Sergio Da Silva, 2010. "Biological characteristics modulating investor overconfidence," Economics Bulletin, AccessEcon, vol. 30(2), pages 1496-1508.
  26. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2010. "Risk seeking behavior of preschool children in a gambling task," Journal of Economic Psychology, Elsevier, vol. 31(5), pages 794-801, October.
  27. Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.
  28. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
    • Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
  29. Ricardo Faria & Raul Matsuhita & Jorge Nogueira & Benjamin Tabak, 2007. "Realism Versus Statistical Efficiency: A Note on Contingent Valuation with Follow-up Queries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 35(4), pages 451-462, December.
  30. Dorea, Chang C.Y. & Guevara Otiniano, Cira E. & Matsushita, Raul & Rathie, Pushpa N., 2007. "Levy flight approximations for scaled transformations of random walks," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6343-6354, August.
  31. Figueiredo, A. & Matsushita, R. & daSilva, S. & Serva, M. & Viswanathan, G.M. & Nascimento, C. & Gleria, Iram, 2007. "The Lévy sections theorem: An application to econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 756-759.
  32. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.
  33. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.
  34. Matsushita, Raul & da Silva, Sergio & Figueiredo, Annibal & Gleria, Iram, 2006. "Log-periodic crashes revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 331-335.
  35. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2005. "Financial volatility and independent and identically distributed variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 484-498.
  36. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
  37. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
  38. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2004. "Lévy flights, autocorrelation, and slow convergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 369-383.
  39. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2003. "Autocorrelation as a source of truncated Lévy flights in foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 601-625.
  40. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2003. "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-13.
  41. Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2003. "Exponentially damped Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 326(3), pages 544-555.
  42. Sergio Da Silva & Raul Matsushita & Iram Gleria, 2002. "Scaling power laws in the Sao Paulo Stock Exchange," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-12.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2008. "Risk-seeking behavior of preschool children in a gambling task," MPRA Paper 15516, University Library of Munich, Germany.

    Mentioned in:

    1. Risk aversion is learned behavior
      by Economic Logician in Economic Logic on 2009-07-22 04:55:00

Working papers

  1. Da Silva, Sergio & Da Costa Jr, Newton & Matsushita, Raul & Vieira, Cristiana & Correa, Ana & De Faveri, Dinorá, 2017. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," MPRA Paper 79518, University Library of Munich, Germany.

    Cited by:

    1. Cesar Leandro, Julio & Botelho, Delane, 2022. "Consumer over-indebtedness: A review and future research agenda," Journal of Business Research, Elsevier, vol. 145(C), pages 535-551.
    2. Seth, Himanshu & Talwar, Shalini & Bhatia, Anuj & Saxena, Akanksha & Dhir, Amandeep, 2020. "Consumer resistance and inertia of retail investors: Development of the resistance adoption inertia continuance (RAIC) framework," Journal of Retailing and Consumer Services, Elsevier, vol. 55(C).
    3. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    4. Lorenzo Esposito & Lorenzo Marrese, 2021. "The impact of cognitive skills on investment decisions. An empirical assessment and policy suggestions," DISCE - Working Papers del Dipartimento di Politica Economica dipe0019, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    5. Ciril Bosch-Rosa & Brice Corgnet, 2022. "Cognitive finance," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 7, pages 73-88, Edward Elgar Publishing.

  2. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "High-income consumers may be less hyperbolic when discounting the future," MPRA Paper 79536, University Library of Munich, Germany.

    Cited by:

    1. Viviana Ventre & Roberta Martino, 2022. "Quantification of Aversion to Uncertainty in Intertemporal Choice through Subjective Perception of Time," Mathematics, MDPI, vol. 10(22), pages 1-16, November.
    2. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.
    3. Da Silva, Sergio & De Faveri, Dinorá & Matsushita, Raul, 2017. "Personality influences hyperbolic discounting," MPRA Paper 83171, University Library of Munich, Germany.

  3. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.

    Cited by:

    1. Zachary S Levine & Scott A Hale & Luciano Floridi, 2017. "The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes," PLOS ONE, Public Library of Science, vol. 12(11), pages 1-14, November.

  4. Da Silva, Sergio & Matsushita, Raul & Seifert, Guilherme & De Carvalho, Mateus, 2015. "Atheists Score Higher on Cognitive Reflection Tests," MPRA Paper 68451, University Library of Munich, Germany.

    Cited by:

    1. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    2. Gordon Pennycook & Robert M Ross & Derek J Koehler & Jonathan A Fugelsang, 2016. "Atheists and Agnostics Are More Reflective than Religious Believers: Four Empirical Studies and a Meta-Analysis," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-18, April.

  5. Da Silva, Sergio & Matsushita, Raul, 2015. "The St. Petersburg paradox: an experimental solution," MPRA Paper 68075, University Library of Munich, Germany.

    Cited by:

    1. Osman Nuri Ucan, 2023. "Vanet performance evaluatıon ın terms of nodes dıstrıbutıon, mobılıty models, and routıng protocols," Technium, Technium Science, vol. 8(1), pages 32-45.

  6. Da Silva, Sergio & Matsushita, Raul & De Carvalho, Mateus, 2015. "Prosocial People Take Better Care of Their Own Future Well-Being," MPRA Paper 68452, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.

  7. Da Silva, Sergio, 2014. "Risk Seekers May Be Antisocial After All," MPRA Paper 60564, University Library of Munich, Germany.

    Cited by:

    1. Moritz Heß & Christian von Scheve & Jürgen Schupp & Aiko Wagner & Gert G. Wagner, 2018. "Are political representatives more risk-loving than the electorate? Evidence from German federal and state parliaments," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 4(1), pages 1-7, December.

  8. Sergio, Da Silva & Raul, Matsushita & Eliza, Silveira, 2013. "Hidden power law patterns in the top European football leagues," MPRA Paper 48226, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.
    2. Bughin, Jacques, 2024. "What drives the corporate payoffs of using generative artificial intelligence?," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 658-668.
    3. Pawlik, Maciej & Paluch, Robert & Boruta, Michał & Hołyst, Janusz A., 2025. "How random are team sports leagues?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 675(C).

  9. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.

    Cited by:

    1. Drichoutis, Andreas & Nayga, Rodolfo, 2012. "Do risk and time preferences have biological roots?," MPRA Paper 37320, University Library of Munich, Germany.

  10. Bruno César de Melo Moreira & Raul Matsushita & Sergio DaSilva, 2011. "Risk-seeking behaviorof preschool children in a gambling task," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 123, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

    Cited by:

    1. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
    2. Sutter, Matthias & Kocher, Martin G. & Glätzle-Rützler, Daniela & Trautmann, Stefan T., 2010. "Impatience and Uncertainty: Experimental Decisions Predict Adolescents' Field Behavior," IZA Discussion Papers 5404, Institute of Labor Economics (IZA).
    3. Castillo, Marco, 2020. "Negative Childhood Experiences and Risk Aversion: Evidence from Children Exposed to Domestic Violence," IZA Discussion Papers 13320, Institute of Labor Economics (IZA).
    4. Deckers, Thomas & Falk, Armin & Kosse, Fabian & Schildberg-Hörisch, Hannah, 2015. "How Does Socio-Economic Status Shape a Child's Personality?," IZA Discussion Papers 8977, Institute of Labor Economics (IZA).
    5. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    6. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "2D:4D Digit Ratio Predicts Delay of Gratification in Preschoolers," MPRA Paper 60570, University Library of Munich, Germany.
    7. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    8. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.
    9. Sutter, Matthias & Zoller, Claudia & Glätzle-Rützler, Daniela, 2018. "Economic Behavior of Children and Adolescents - A First Survey of Experimental Economics Results," IZA Discussion Papers 11947, Institute of Labor Economics (IZA).
    10. Hideki HASHIMOTO & Hidehiko ICHIMURA & Satoshi SHIMIZUTANI, 2013. "Stability of Preference against Aging and Health Shocks: A comparison between Japan and the United States," Discussion papers 13068, Research Institute of Economy, Trade and Industry (RIETI).
    11. Da Silva, Sergio & Matsushita, Raul & De Carvalho, Mateus, 2015. "Prosocial People Take Better Care of Their Own Future Well-Being," MPRA Paper 68452, University Library of Munich, Germany.
    12. Andreas C. Drichoutis & Rodolfo M. Nayga, 2015. "Do risk and time preferences have biological roots?," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 235-256, July.
    13. James Andreoni & Amalia Di Girolamo & John A. List & Claire Mackevicius & Anya Samek, 2019. "Risk Preferences of Children and Adolescents in Relation to Gender, Cognitive Skills, Soft Skills, and Executive Functions," NBER Working Papers 25723, National Bureau of Economic Research, Inc.
    14. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "Preschoolers and the Endowment Effect," MPRA Paper 60568, University Library of Munich, Germany.
    15. Solnais, Céline & Andreu-Perez, Javier & Sánchez-Fernández, Juan & Andréu-Abela, Jaime, 2013. "The contribution of neuroscience to consumer research: A conceptual framework and empirical review," Journal of Economic Psychology, Elsevier, vol. 36(C), pages 68-81.
    16. Da Silva, Sergio & De Faveri, Dinorá & Correa, Ana & Matsushita, Raul, 2017. "Social preferences, financial literacy and intertemporal choice," MPRA Paper 79535, University Library of Munich, Germany.
    17. Da Silva, Sergio & De Faveri, Dinorá & Matsushita, Raul, 2017. "Personality influences hyperbolic discounting," MPRA Paper 83171, University Library of Munich, Germany.

  11. Da Silva, Sergio & Baldo, Dinorá & Matsushita, Raul, 2009. "Biological correlates of the Allais paradox," MPRA Paper 18938, University Library of Munich, Germany.

    Cited by:

    1. Crosetto, Paolo & Filippin, Antonio, 2017. "Safe Options Induce Gender Differences in Risk Attitudes," IZA Discussion Papers 10793, Institute of Labor Economics (IZA).
    2. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    3. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    4. Da Silva, Sergio & Moreira, Bruno & Da Costa Jr, Newton, 2014. "Preschoolers and the Endowment Effect," MPRA Paper 60568, University Library of Munich, Germany.
    5. Paolo Crosetto & Antonio Filippin, 2023. "Safe options and gender differences in risk attitudes," Journal of Risk and Uncertainty, Springer, vol. 66(1), pages 19-46, February.
    6. Kolnhofer-Derecskei Anita, 2017. "The Indifferent, the Good Samaritan, the Brave and the Agent in Allais Paradox situation – or How Endowment Effect Influences Our Decision in Case of Allais Paradox?," Organizacija, Sciendo, vol. 50(4), pages 299-313, December.

  12. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets - Updated," MPRA Paper 11150, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    2. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2016. "Entropy and efficiency of the ETF market," Papers 1609.04199, arXiv.org.
    3. Shternshis, Andrey & Mazzarisi, Piero & Marmi, Stefano, 2022. "Measuring market efficiency: The Shannon entropy of high-frequency financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    4. Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos, 2018. "Time-dependent complexity measurement of causality in international equity markets: A spatial approach," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 215-219.
    5. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    6. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    7. Alvarez-Ramirez, J. & Rodriguez, E. & Espinosa-Paredes, G., 2012. "A partisan effect in the efficiency of the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4923-4932.
    8. Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
    9. Fang Wang & Marko Gacesa, 2024. "Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models," Papers 2409.15988, arXiv.org.
    10. Wang, Yunsong & Jiang, Aiqing & Zhang, Songlin & Chen, Weihong, 2024. "Traditional finance, digital finance, and financial efficiency: An empirical analysis based on 19 urban agglomerations in China," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    11. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    12. Li, Yiying & Ren, Xiaohang & Taghizadeh-Hesary, Farhad, 2023. "Vulnerability of sustainable markets to fossil energy shocks," Resources Policy, Elsevier, vol. 85(PB).
    13. Brouty, Xavier & Garcin, Matthieu, 2024. "Fractal properties, information theory, and market efficiency," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
    14. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2020. "Entropy and Efficiency of the ETF Market," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 143-184, January.
    15. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).

  13. Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    2. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2016. "Entropy and efficiency of the ETF market," Papers 1609.04199, arXiv.org.
    3. Shternshis, Andrey & Mazzarisi, Piero & Marmi, Stefano, 2022. "Measuring market efficiency: The Shannon entropy of high-frequency financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    4. Lahmiri, Salim & Bekiros, Stelios & Avdoulas, Christos, 2018. "Time-dependent complexity measurement of causality in international equity markets: A spatial approach," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 215-219.
    5. Zunino, Luciano & Zanin, Massimiliano & Tabak, Benjamin M. & Pérez, Darío G. & Rosso, Osvaldo A., 2010. "Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(9), pages 1891-1901.
    6. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
    7. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    8. Alvarez-Ramirez, J. & Rodriguez, E. & Espinosa-Paredes, G., 2012. "A partisan effect in the efficiency of the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4923-4932.
    9. Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
    10. Fang Wang & Marko Gacesa, 2024. "Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models," Papers 2409.15988, arXiv.org.
    11. Wang, Yunsong & Jiang, Aiqing & Zhang, Songlin & Chen, Weihong, 2024. "Traditional finance, digital finance, and financial efficiency: An empirical analysis based on 19 urban agglomerations in China," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    12. Andrey Shternshis & Piero Mazzarisi, 2022. "Variance of entropy for testing time-varying regimes with an application to meme stocks," Papers 2211.05415, arXiv.org, revised Jun 2023.
    13. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
    14. Li, Yiying & Ren, Xiaohang & Taghizadeh-Hesary, Farhad, 2023. "Vulnerability of sustainable markets to fossil energy shocks," Resources Policy, Elsevier, vol. 85(PB).
    15. Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.
    16. Brouty, Xavier & Garcin, Matthieu, 2024. "Fractal properties, information theory, and market efficiency," Chaos, Solitons & Fractals, Elsevier, vol. 180(C).
    17. Lucio Maria Calcagnile & Fulvio Corsi & Stefano Marmi, 2020. "Entropy and Efficiency of the ETF Market," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 143-184, January.
    18. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.
    19. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).

  14. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.

    Cited by:

    1. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

  15. Matsushita, Raul & Baldo, Dinorá & Martin, Bruna & Da Silva, Sergio, 2007. "The biological basis of expected utility anomalies," MPRA Paper 4520, University Library of Munich, Germany.

    Cited by:

    1. Wozniak, David, 2009. "Choices About Competition: Differences by gender and hormonal fluctuations, and the role of relative performance feedback," MPRA Paper 21097, University Library of Munich, Germany.

  16. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "Are Pound and Euro the Same Currency? - Updated," MPRA Paper 1981, University Library of Munich, Germany.

    Cited by:

    1. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
    2. Stoupos, Nikolaos & Kiohos, Apostolos, 2017. "EU unification and linkages among the European currencies: new evidence from the EU and the EEA," Research in International Business and Finance, Elsevier, vol. 41(C), pages 28-36.
    3. Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
    4. M. Bel'en Arouxet & Aurelio F. Bariviera & Ver'onica E. Pastor & Victoria Vampa, 2020. "Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent," Papers 2009.05652, arXiv.org.
    5. He, Shanshan & Wang, Yudong, 2017. "Revisiting the multifractality in stock returns and its modeling implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 11-20.
    6. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
    7. Ning, Ye & Han, Chenyu & Wang, Yiming, 2018. "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 578-587.
    8. Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
    9. Chen, Feier & Tian, Kang & Ding, Xiaoxu & Miao, Yuqi & Lu, Chunxia, 2016. "Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1058-1066.
    10. Yang, Yan-Hong & Shao, Ying-Hui & Shao, Hao-Lin & Stanley, H. Eugene, 2019. "Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 734-746.

  17. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.

  18. Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.

    Cited by:

    1. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    2. Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.

  19. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2005. "Log-Periodic Crashes Revisited," Finance 0508005, University Library of Munich, Germany.

    Cited by:

    1. Wosnitza, Jan Henrik & Leker, Jens, 2014. "Can log-periodic power law structures arise from random fluctuations?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 228-250.
    2. Cajueiro, Daniel O. & Tabak, Benjamin M. & Werneck, Filipe K., 2009. "Can we predict crashes? The case of the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(8), pages 1603-1609.
    3. Li Lin & Didier Sornette, 2018. "“Speculative Influence Network” during financial bubbles: application to Chinese stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 385-431, July.
    4. Pawel Dlotko & Simon Rudkin, 2019. "The Topology of Time Series: Improving Recession Forecasting from Yield Spreads," Working Papers 2019-02, Swansea University, School of Management.
    5. Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).
    6. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
    7. Li Lin & Didier Sornette, 2015. ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers 1510.08162, arXiv.org.
    8. Filimonov, V. & Sornette, D., 2013. "A stable and robust calibration scheme of the log-periodic power law model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3698-3707.
    9. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.
    10. Wosnitza, Jan Henrik & Denz, Cornelia, 2013. "Liquidity crisis detection: An application of log-periodic power law structures to default prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3666-3681.

  20. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2005. "Nonidentically distributed variables and nonlinear autocorrelation," Finance 0508009, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "The Levy sections theorem revisited," MPRA Paper 1983, University Library of Munich, Germany.
    2. Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007. "The Levy sections theorem: an application to econophysics," MPRA Paper 3810, University Library of Munich, Germany.
    3. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.

  21. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.

    Cited by:

    1. Raul Matsushita & Iram Gleria & Annibal Figueiredo & Sergio Da Silva, 2004. "The Econophysics of the Brazilian Real-US Dollar Rate," Finance 0407012, University Library of Munich, Germany.

  22. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.

  23. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "Financial Volatility and Independent and Identically Distributed Variables," Finance 0407011, University Library of Munich, Germany.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Characteristic function approach to the sum of stochastic variables," MPRA Paper 1984, University Library of Munich, Germany.

Articles

  1. Sergio Da Silva & Ana Paraboni & Raul Matsushita, 2024. "Adapting the National Financial Capability Test to Address Generational Differences in Cognitive Biases," IJFS, MDPI, vol. 12(4), pages 1-20, December.

    Cited by:

    1. Inessa Sytnik & Eryk Franke & Artem Stopochkin, 2025. "Intergenerational Differences in the Perception of the Assumptions of Individual Organizational Management Models in the Context of Sustainable Development," Sustainability, MDPI, vol. 17(15), pages 1-21, July.

  2. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

    Cited by:

    1. Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023. "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 586-599, September.

  3. Campara, Jessica & Da Costa, Newton & Matsushita, Raul & Da Silva, Sergio, 2021. "Two selves and two minds in a longitudinal survey of risk attitudes," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

    Cited by:

    1. Plotkina, Daria & Hoffmann, Arvid O.I. & Roger, Patrick & D’Hondt, Catherine, 2024. "Gender vs. personality: The role of masculinity in explaining cognitive style," Journal of Behavioral and Experimental Finance, Elsevier, vol. 44(C).
    2. Humaira Asad & Iqra Toqeer & Khalid Mahmood, 2021. "A qualitative phenomenological exploration of social mood and investors’ risk tolerance in an emerging economy," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 14(1), pages 189-211, August.
    3. Carton, F.L. & Xiong, H. & McCarthy, J.B., 2022. "Drivers of financial well-being in socio-economic deprived populations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    4. Plotkina, Daria & Hoffmann, Arvid O.I. & Roger, Patrick & D’Hondt, Catherine, 2024. "Gender vs. personality: The role of masculinity in explaining cognitive style," LIDAM Reprints LFIN 2024010, Université catholique de Louvain, Louvain Finance (LFIN).
    5. Sergio Da Silva & Raul Matsushita & Eduarda Korzenowski, 2024. "Why Is Friday Better than Sunday?," Journal of Interdisciplinary Economics, , vol. 36(1), pages 98-104, January.
    6. Daria Plotkina & Arvid O.I. Hoffmann & Patrick Roger & Catherine D’hondt, 2024. "Gender vs. personality: The role of masculinity in explaining cognitive style," Post-Print hal-04758211, HAL.

  4. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).

    Cited by:

    1. Matsushita, Raul & Brandão, Helena & Nobre, Iuri & Da Silva, Sergio, 2024. "Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 646(C).

  5. Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).

    Cited by:

    1. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    2. Maia, Adriano & Matsushita, Raul & Demarcus, Antonio & Da Silva, Sergio, 2023. "Scalability in a two-class interoccupational earnings distribution model," SocArXiv 23brg, Center for Open Science.

  6. Sergio Da Silva & Raul Matsushita & Mariana Pereira & Mariê Fontana, 2019. "Real estate list price anchoring and cognitive ability," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 12(4), pages 581-603, June.

    Cited by:

    1. Ka-Shing Cheung & Chung-Yim Yiu & Yihan Guan, 2022. "Homebuyer Purchase Decisions: Are They Anchoring to Appraisal Values or Market Prices?," JRFM, MDPI, vol. 15(4), pages 1-13, March.

  7. Da Silva, Sergio & Matsushita, Raul & Giglio, Ricardo & Massena, Gunther, 2018. "Granularity of the top 1,000 Brazilian companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 68-73.

    Cited by:

    1. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    2. Tomaschitz, Roman, 2020. "Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    3. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  8. Sergio Da Silva & Newton Da Costa Jr & Raul Matsushita & Cristiana Vieira & Ana Correa & Dinorá De Faveri, 2018. "Debt of high-income consumers may reflect leverage rather than poor cognitive reflection," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 10(1), pages 42-52, March.
    See citations under working paper version above.
  9. Sergio Da Silva & Dinorá De Faveri & Ana Correa & Raul Matsushita, 2017. "High-income consumers may be less hyperbolic when discounting the future," Economics Bulletin, AccessEcon, vol. 37(3), pages 1421-1434.
    See citations under working paper version above.
  10. Da Silva, Sergio & Matsushita, Raul, 2016. "The St. Petersburg paradox: An experimental solution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 66-74.
    See citations under working paper version above.
  11. Sergio Da Silva & Raul Matsushita & Eliza Silveira, 2015. "No endowment effect when people transact secondhand goods over the Internet," Economics Bulletin, AccessEcon, vol. 35(3), pages 1961-1968.

    Cited by:

    1. Ebo Botchway & Jan Verpooten & Ine van der Beken & Justina Baršytė & Siegfried Dewitte, 2023. "The Endowment Effect in the Circular Economy: Do Broken Products Face Less of a Trading Barrier Than Intact or Repaired Ones?," Sustainability, MDPI, vol. 15(15), pages 1-19, August.

  12. Sergio Da Silva & Dinorá Baldo & Raul Matsushita, 2013. "Biological correlates of the Allais paradox," Applied Economics, Taylor & Francis Journals, vol. 45(5), pages 555-568, February.
    See citations under working paper version above.
  13. Da Silva, Sergio & Matsushita, Raul & Silveira, Eliza, 2013. "Hidden power law patterns in the top European football leagues," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5376-5386.
    See citations under working paper version above.
  14. Raul Matsushita & Sergio Da Silva, 2011. "A log-periodic fit for the flash crash of May 6, 2010," Economics Bulletin, AccessEcon, vol. 31(2), pages 1772-1779.

    Cited by:

    1. Da Silva, Sergio, 2014. "Why Not Use Robots to Stabilize Stock Markets?," MPRA Paper 60567, University Library of Munich, Germany.
    2. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.
    3. Demos, Guilherme & Da Silva, Sergio & Matsushita, Raul, 2015. "Some Statistical Properties of the Mini Flash Crashes," MPRA Paper 65473, University Library of Munich, Germany.

  15. Marcia L. Zindel & Emilio Menezes & Raul Matsushita & Sergio Da Silva, 2010. "Biological characteristics modulating investor overconfidence," Economics Bulletin, AccessEcon, vol. 30(2), pages 1496-1508.

    Cited by:

    1. Da Silva, Sergio & Baldo, Dinora & Matsushita, Raul, 2011. "Biological correlates of the Allais paradox - updated," MPRA Paper 32747, University Library of Munich, Germany.
    2. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    3. da Silva, Eduardo Borges & Silva, Thiago Christiano & Constantino, Michel & Amancio, Diego Raphael & Tabak, Benjamin Miranda, 2020. "Overconfidence and the 2D:4D ratio," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
    4. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.

  16. Moreira, Bruno & Matsushita, Raul & Da Silva, Sergio, 2010. "Risk seeking behavior of preschool children in a gambling task," Journal of Economic Psychology, Elsevier, vol. 31(5), pages 794-801, October.
    See citations under working paper version above.
  17. Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.

    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
    2. Yi, Ronghua & Chang, Yu-Wei & Xing, Wen & Chen, Jun, 2019. "Comparing relative valuation efficiency between two stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 159-167.
    3. Ortiz-Cruz, Alejandro & Rodriguez, Eduardo & Ibarra-Valdez, Carlos & Alvarez-Ramirez, Jose, 2012. "Efficiency of crude oil markets: Evidences from informational entropy analysis," Energy Policy, Elsevier, vol. 41(C), pages 365-373.
    4. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Espinosa-Paredes, Gilberto, 2012. "Is the US stock market becoming weakly efficient over time? Evidence from 80-year-long data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5643-5647.
    5. Kei Takeuchi & Akimichi Takemura & Masayuki Kumon, 2011. "New Procedures for Testing Whether Stock Price Processes are Martingales," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 67-88, January.
    6. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma, 2015. "Estimating the Algorithmic Complexity of Stock Markets," Papers 1504.04296, arXiv.org.
    7. Apartsin, Yevgenia & Maymon, Yafit & Cohen, Yuval & Singer, Gonen, 2013. "Nationality and risk attitude: Testing differences and similarities of investors' behavior in selected financial markets," Global Finance Journal, Elsevier, vol. 24(2), pages 114-118.
    8. Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Alvarez, Jesus, 2012. "A multiscale entropy approach for market efficiency," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 64-69.
    9. Rodriguez, E. & Aguilar-Cornejo, M. & Femat, R. & Alvarez-Ramirez, J., 2014. "US stock market efficiency over weekly, monthly, quarterly and yearly time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 554-564.
    10. Olivier Brandouy & Jean-Paul Delahaye & Lin Ma & Hector Zenil, 2012. "Algorithmic Complexity of Financial Motions," ASSRU Discussion Papers 1204, ASSRU - Algorithmic Social Science Research Unit.
    11. Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.
    12. Martina, Esteban & Rodriguez, Eduardo & Escarela-Perez, Rafael & Alvarez-Ramirez, Jose, 2011. "Multiscale entropy analysis of crude oil price dynamics," Energy Economics, Elsevier, vol. 33(5), pages 936-947, September.

  18. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
    • Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
    See citations under working paper version above.
  19. Dorea, Chang C.Y. & Guevara Otiniano, Cira E. & Matsushita, Raul & Rathie, Pushpa N., 2007. "Levy flight approximations for scaled transformations of random walks," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6343-6354, August.

    Cited by:

    1. Almaguer, F-Javier & Amezcua, Omar González & Morales-Castillo, Javier & Soto-Villalobos, Roberto, 2018. "Riemann and Weierstrass walks revisited," Applied Mathematics and Computation, Elsevier, vol. 319(C), pages 518-526.
    2. Maia, Adriano & Matsushita, Raul & Da Silva, Sergio, 2020. "Earnings distributions of scalable vs. non-scalable occupations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    3. Medino, Ary V. & Lopes, Sílvia R.C. & Morgado, Rafael & Dorea, Chang C.Y., 2012. "Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 572-581.

  20. Figueiredo, A. & Matsushita, R. & daSilva, S. & Serva, M. & Viswanathan, G.M. & Nascimento, C. & Gleria, Iram, 2007. "The Lévy sections theorem: An application to econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 386(2), pages 756-759.
    See citations under working paper version above.
  21. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.

    Cited by:

    1. Enrico Onali & John Goddard, 2014. "Are European equity markets efficient? New evidence from fractal analysis," Papers 1402.1440, arXiv.org.
    2. Garcin, Matthieu, 2017. "Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 462-479.
    3. Chaker Aloui & Ben hamida Hela, 2011. "Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case," Economics Bulletin, AccessEcon, vol. 31(1), pages 830-843.
    4. Vinodh Madhavan & Rakesh Arrawatia, 2016. "Relative Efficiency of G8 Sovereign Credit Default Swaps and Bond Scrips: An Adaptive Market Hypothesis Perspective," Studies in Microeconomics, , vol. 4(2), pages 127-150, December.
    5. Horta, Paulo & Lagoa, Sérgio & Martins, Luís, 2014. "The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 140-153.
    6. Mynhardt, H. R. & Plastun, Alex & Makarenko, Inna, 2014. "Behavior of Financial Markets Efficiency During the Financial Market Crisis: 2007-2009," MPRA Paper 58942, University Library of Munich, Germany.
    7. Jin, Xiaoye, 2017. "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 157-173.
    8. Lazăr, Dorina & Todea, Alexandru & Filip, Diana, 2012. "Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets," Economic Systems, Elsevier, vol. 36(3), pages 338-350.
    9. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
    10. Guglielmo Maria Caporale & Alex Plastun, 2022. "Persistence in High Frequency Financial Data," CESifo Working Paper Series 10045, CESifo.
    11. Asif, Raheel & Frömmel, Michael, 2022. "Testing Long memory in exchange rates and its implications for the adaptive market hypothesis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    12. Abounoori, Esmaiel & Shahrazi, Mahdi & Rasekhi, Saeed, 2012. "An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3170-3179.
    13. Grobys, Klaus, 2023. "A Fractal and Comparative View of the Memory of Bitcoin and S&P 500 Returns," Research in International Business and Finance, Elsevier, vol. 66(C).

  22. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.
    See citations under working paper version above.
  23. Matsushita, Raul & da Silva, Sergio & Figueiredo, Annibal & Gleria, Iram, 2006. "Log-periodic crashes revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 364(C), pages 331-335.
    See citations under working paper version above.
  24. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2005. "Financial volatility and independent and identically distributed variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 484-498.
    See citations under working paper version above.
  25. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.

    Cited by:

    1. da Silva, Roberto & Zembrzuski, Marcelo & Correa, Fabio C. & Lamb, Luis C., 2010. "Stock markets and criticality in the current economic crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(23), pages 5460-5467.
    2. Yang, Honglin & Wan, Hong & Zha, Yong, 2013. "Autocorrelation type, timescale and statistical property in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1681-1693.
    3. Tabak, B.M. & Takami, M.Y. & Cajueiro, D.O. & Petitinga, A., 2009. "Quantifying price fluctuations in the Brazilian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(1), pages 59-62.
    4. Apergis, Nicholas & Christou, Christina & Miller, Stephen M., 2014. "Country and industry convergence of equity markets: International evidence from club convergence and clustering," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 36-58.

  26. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.

    Cited by:

    1. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    2. Gleria, Iram & Figueiredo, Annibal & Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling and slow convergence in stockmarkets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(1), pages 200-206.
    3. Apergis, Nicholas & Christou, Christina & Miller, Stephen M., 2014. "Country and industry convergence of equity markets: International evidence from club convergence and clustering," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 36-58.

  27. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2004. "Lévy flights, autocorrelation, and slow convergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 369-383.

    Cited by:

    1. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006. "Nonidentically distributed variables and nonlinear autocorrelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 171-180.
    2. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2005. "Financial volatility and independent and identically distributed variables," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 346(3), pages 484-498.
    3. Yang, Honglin & Wan, Hong & Zha, Yong, 2013. "Autocorrelation type, timescale and statistical property in financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1681-1693.
    4. Matsushita, Raul & Figueiredo, Annibal & Da Silva, Sergio, 2012. "A suggested statistical test for measuring bivariate nonlinear dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4891-4898.

  28. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2003. "Autocorrelation as a source of truncated Lévy flights in foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 601-625.

    Cited by:

    1. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, University Library of Munich, Germany.
    2. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    3. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    4. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    5. Liu, Lei & Hu, Fei, 2013. "Cascade-like and scaling behavior of wind velocity increments in the atmospheric surface layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5808-5816.
    6. da Silva, Roberto & Zembrzuski, Marcelo & Correa, Fabio C. & Lamb, Luis C., 2010. "Stock markets and criticality in the current economic crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(23), pages 5460-5467.
    7. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    8. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance 0405028, University Library of Munich, Germany.
    9. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2004. "Lévy flights, autocorrelation, and slow convergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 337(3), pages 369-383.
    10. Medino, Ary V. & Lopes, Sílvia R.C. & Morgado, Rafael & Dorea, Chang C.Y., 2012. "Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 572-581.
    11. Sergio Da Silva, 2004. "Autocorrelation and the Sum of Stochastic Variables," Finance 0405020, University Library of Munich, Germany.

  29. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2003. "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-13.

    Cited by:

    1. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    2. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
      • Raul, Matsushita & Iram, Gleria & Annibal, Figueiredo & Sergio, Da Silva, 2006. "The Chinese Chaos Game," MPRA Paper 1847, University Library of Munich, Germany.
    3. Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
    4. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.

  30. Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio, 2003. "Exponentially damped Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 326(3), pages 544-555.

    Cited by:

    1. Domino, Krzysztof, 2020. "Multivariate cumulants in outlier detection for financial data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    2. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    3. Imai, Junichi & Kawai, Reiichiro, 2011. "On finite truncation of infinite shot noise series representation of tempered stable laws," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4411-4425.
    4. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    5. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
    6. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    7. Liu, Lei & Hu, Fei, 2013. "Cascade-like and scaling behavior of wind velocity increments in the atmospheric surface layer," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5808-5816.
    8. Dorea, Chang C.Y. & Guevara Otiniano, Cira E. & Matsushita, Raul & Rathie, Pushpa N., 2007. "Levy flight approximations for scaled transformations of random walks," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6343-6354, August.
    9. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    10. Lemmens, D. & Liang, L.Z.J. & Tempere, J. & De Schepper, A., 2010. "Pricing bounds for discrete arithmetic Asian options under Lévy models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(22), pages 5193-5207.
    11. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Slow Convergence in Stockmarkets," Finance 0405028, University Library of Munich, Germany.
    12. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    13. Vinogradov, Dmitry V., 2010. "Cumulant approach of arbitrary truncated Levy flight," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(24), pages 5794-5800.
    14. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.

  31. Sergio Da Silva & Raul Matsushita & Iram Gleria, 2002. "Scaling power laws in the Sao Paulo Stock Exchange," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-12.

    Cited by:

    1. Sergio Da Silva, 2004. "Exponentially Damped Levy Flights," Finance 0406002, University Library of Munich, Germany.
    2. Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, University Library of Munich, Germany.
    3. Pan, Raj Kumar & Sinha, Sitabhra, 2008. "Inverse-cubic law of index fluctuation distribution in Indian markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(8), pages 2055-2065.
    4. De Domenico, Federica & Livan, Giacomo & Montagna, Guido & Nicrosini, Oreste, 2023. "Modeling and simulation of financial returns under non-Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 622(C).
    5. Matsushita, Raul & Da Silva, Sergio & Da Fonseca, Regina & Nagata, Mateus, 2020. "Bypassing the truncation problem of truncated Lévy flights," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    6. Federica De Domenico & Giacomo Livan & Guido Montagna & Oreste Nicrosini, 2023. "Modeling and Simulation of Financial Returns under Non-Gaussian Distributions," Papers 2302.02769, arXiv.org.
    7. Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004. "Exponentially damped Lévy flights, multiscaling, and exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 353-369.
    8. Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2007. "Hurst exponents, power laws, and efficiency in the Brazilian foreign exchange market," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-11.
    9. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, University Library of Munich, Germany.
    10. Mercik, Szymon & Weron, Rafal, 2002. "Origins of scaling in FX markets," MPRA Paper 2294, University Library of Munich, Germany.
    11. Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2003. "Autocorrelation as a source of truncated Lévy flights in foreign exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 323(C), pages 601-625.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBE: Cognitive and Behavioural Economics (10) 2007-08-27 2009-06-17 2009-12-05 2014-12-29 2015-12-01 2015-12-28 2016-02-23 2017-06-11 2017-06-11 2017-12-18. Author is listed
  2. NEP-EXP: Experimental Economics (10) 2007-08-27 2009-06-17 2011-08-22 2015-12-01 2015-12-28 2015-12-28 2016-02-23 2017-06-11 2017-06-11 2017-12-18. Author is listed
  3. NEP-NEU: Neuroeconomics (8) 2007-08-27 2009-06-17 2009-12-05 2011-08-22 2015-12-28 2016-02-23 2017-06-11 2017-06-11. Author is listed
  4. NEP-UPT: Utility Models and Prospect Theory (8) 2007-08-27 2009-06-17 2009-12-05 2011-08-22 2016-02-23 2017-06-11 2017-06-11 2017-06-11. Author is listed
  5. NEP-ETS: Econometric Time Series (5) 2004-05-26 2004-09-30 2005-11-09 2007-03-10 2007-07-07. Author is listed
  6. NEP-ECM: Econometrics (2) 2007-03-10 2007-07-07
  7. NEP-EUR: Microeconomic European Issues (2) 2013-07-20 2017-06-11
  8. NEP-HPE: History and Philosophy of Economics (2) 2015-12-01 2016-02-23
  9. NEP-IFN: International Finance (2) 2004-05-26 2007-03-10
  10. NEP-BAN: Banking (1) 2022-02-28
  11. NEP-CFN: Corporate Finance (1) 2004-09-30
  12. NEP-CNA: China (1) 2007-02-24
  13. NEP-EDU: Education (1) 2017-12-18
  14. NEP-EVO: Evolutionary Economics (1) 2011-08-22
  15. NEP-GTH: Game Theory (1) 2015-12-01
  16. NEP-MIC: Microeconomics (1) 2011-08-22
  17. NEP-MON: Monetary Economics (1) 2005-05-07
  18. NEP-RMG: Risk Management (1) 2015-07-11
  19. NEP-SPO: Sports and Economics (1) 2013-07-20

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