Benford's law and Theil transform of financial data
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Clippe, Paulette & Ausloos, Marcel, 2012. "Benford’s law and Theil transform of financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6556-6567.
References listed on IDEAS
- Dorogovtsev, S.N. & Mendes, J.F.F. & Oliveira, J.G., 2006. "Frequency of occurrence of numbers in the World Wide Web," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 548-556.
- Bernhard Rauch & Max Göttsche & Gernot Brähler & Stefan Engel, 2011. "Fact and Fiction in EU‐Governmental Economic Data," German Economic Review, Verein für Socialpolitik, vol. 12(3), pages 243-255, August.
- Ausloos, Marcel, 2012.
"Econophysics of a religious cult: The Antoinists in Belgium [1920–2000],"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3190-3197.
- Marcel R. Ausloos, 2012. "Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]," Papers 1201.4841, arXiv.org, revised Jan 2012.
- Mir, T.A., 2012. "The law of the leading digits and the world religions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 792-798.
- Iannaccone, Laurence R, 1995. "Risk, Rationality, and Religious Portfolios," Economic Inquiry, Western Economic Association International, vol. 33(2), pages 285-295, April.
- Laurence R. Iannaccone, 1998.
"Corrigenda [Introduction to the Economics of Religion],"
Journal of Economic Literature, American Economic Association, vol. 36(4), pages 1941-1941, December.
- Laurence R. Iannaccone, 1998. "Introduction to the Economics of Religion," Journal of Economic Literature, American Economic Association, vol. 36(3), pages 1465-1495, September.
- Stauffer, Dietrich, 2004. "Introduction to statistical physics outside physics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 1-5.
- Pietronero, L. & Tosatti, E. & Tosatti, V. & Vespignani, A., 2001. "Explaining the uneven distribution of numbers in nature: the laws of Benford and Zipf," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 293(1), pages 297-304.
- Miśkiewicz, Janusz & Ausloos, Marcel, 2010.
"Has the world economy reached its globalization limit?,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 797-806.
- Janusz Miskiewicz & Marcel Ausloos, 2009. "Has the world economy reached its globalization limit?," Papers 0910.3695, arXiv.org.
- Miśkiewicz, Janusz, 2008. "Globalization — Entropy unification through the Theil index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6595-6604.
- George Judge & Laura Schechter, 2009. "Detecting Problems in Survey Data Using Benford’s Law," Journal of Human Resources, University of Wisconsin Press, vol. 44(1).
- Miśkiewicz, Janusz & Ausloos, Marcel, 2008. "Correlation measure to detect time series distances, whence economy globalization," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6584-6594.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mir, T.A., 2014. "The Benford law behavior of the religious activity data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 1-9.
- T. Mir, 2016. "The leading digit distribution of the worldwide illicit financial flows," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(1), pages 271-281, January.
- Tariq Ahmad Mir & Marcel Ausloos & Roy Cerqueti, 2014. "Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions," Papers 1410.2890, arXiv.org.
- Ausloos, M. & Herteliu, C. & Ileanu, B., 2015. "Breakdown of Benford’s law for birth data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 736-745.
- Ausloos, Marcel & Castellano, Rosella & Cerqueti, Roy, 2016.
"Regularities and discrepancies of credit default swaps: a data science approach through Benford's law,"
Chaos, Solitons & Fractals, Elsevier, vol. 90(C), pages 8-17.
- Marcel Ausloos & Rosella Castellano & Roy Cerqueti, 2016. "Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law," Papers 1603.01103, arXiv.org.
- Ausloos, Marcel, 2012.
"Econophysics of a religious cult: The Antoinists in Belgium [1920–2000],"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3190-3197.
- Marcel R. Ausloos, 2012. "Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]," Papers 1201.4841, arXiv.org, revised Jan 2012.
- Lee, Kang-Bok & Han, Sumin & Jeong, Yeasung, 2020. "COVID-19, flattening the curve, and Benford’s law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
- Marcel Ausloos, 2013. "Econophysics: Comments on a Few Applications, Successes, Methods and Models," IIM Kozhikode Society & Management Review, , vol. 2(2), pages 101-115, July.
- Villas-Boas, Sofia B. & Fu, Qiuzi & Judge, George, 2017.
"Benford’s law and the FSD distribution of economic behavioral micro data,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 711-719.
- Judge, George G. & Villas-Boas, Sofia B., 2017. "Benford's Law and the FSD Distribution of Economic Behavioral Micro Data," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt4bb8k9zw, Department of Agricultural & Resource Economics, UC Berkeley.
- Becker, Sascha O. & Pfaff, Steven & Rubin, Jared, 2016.
"Causes and consequences of the Protestant Reformation,"
Explorations in Economic History, Elsevier, vol. 62(C), pages 1-25.
- Sascha O. Becker & Steven Pfaff & Jared Rubin, 2015. "Causes and Consequences of the Protestant Reformation," Working Papers 15-29, Chapman University, Economic Science Institute.
- Becker, Sascha O & Pfaff, Steven & Rubin, Jared, 2016. "Causes and Consequences of the Protestant Reformation," The Warwick Economics Research Paper Series (TWERPS) 1105, University of Warwick, Department of Economics.
- Sascha O. Becker & Steven Pfaff & Jared Rubin, 2016. "Causes and Consequences of the Protestant Reformation," Working Papers 16-13, Chapman University, Economic Science Institute.
- Becker, Sascha O. & Pfaff, Steven & Rubin, Jared, 2016. "Causes and Consequences of the Protestant Reformation," CAGE Online Working Paper Series 260, Competitive Advantage in the Global Economy (CAGE).
- Becker, Sascha O. & Pfaff, Steven & Rubin, Jared, 2016. "Causes and Consequences of the Protestant Reformation," Economic Research Papers 269720, University of Warwick - Department of Economics.
- Opfinger, Matthias & Gundlach, Erich, 2011.
"Religiosity as a determinant of happiness,"
Open Access Publications from Kiel Institute for the World Economy
48360, Kiel Institute for the World Economy (IfW Kiel).
- Erich Gundlach & Matthias Opfinger, 2012. "Religiosity as a determinant of happiness," Research Papers in Economics 2012-06, University of Trier, Department of Economics.
- Gundlach, Erich & Opfinger, Matthias, 2011. "Religiosity as a determinant of happiness," GIGA Working Papers 163, GIGA German Institute of Global and Area Studies.
- Opfinger, Matthias & Gundlach, Erich, 2011. "Religiosity as a determinant of happiness," Proceedings of the German Development Economics Conference, Berlin 2011 63, Verein für Socialpolitik, Research Committee Development Economics.
- Gundlach, Erich & Opfinger, Matthias, 2011. "Religiosity as a determinant of happiness," Hannover Economic Papers (HEP) dp-467, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Zhiyang Liu & Zuhui Xu & Zhao Zhou & Yong Li, 2019. "Buddhist entrepreneurs and new venture performance: the mediating role of entrepreneurial risk-taking," Small Business Economics, Springer, vol. 52(3), pages 713-727, March.
- Miśkiewicz, Janusz, 2010. "Entropy correlation distance method. The Euro introduction effect on the Consumer Price Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1677-1687.
- John A. Pearce II & David A. Fritz & Peter S. Davis, 2010. "Entrepreneurial Orientation and the Performance of Religious Congregations as Predicted by Rational Choice Theory," Entrepreneurship Theory and Practice, , vol. 34(1), pages 219-248, January.
- Ausloos, M. & Petroni, F., 2009. "Statistical dynamics of religion evolutions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(20), pages 4438-4444.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2010.
"Complex stock trading network among investors,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 4929-4941.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2010. "Complex stock trading network among investors," Papers 1003.2459, arXiv.org, revised May 2010.
- Montag, Josef, 2017. "Identifying odometer fraud in used car market data," Transport Policy, Elsevier, vol. 60(C), pages 10-23.
- Montag, Josef, 2015. "Identifying Odometer Fraud: Evidence from the Used Car Market in the Czech Republic," MPRA Paper 65182, University Library of Munich, Germany.
- Ausloos, Marcel & Cerqueti, Roy & Lupi, Claudio, 2017. "Long-range properties and data validity for hydrogeological time series: The case of the Paglia river," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 39-50.
- Ausloos, Marcel & Cerqueti, Roy & Mir, Tariq A., 2017.
"Data science for assessing possible tax income manipulation: The case of Italy,"
Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 238-256.
- Marcel Ausloos & Roy Cerqueti & Tariq A. Mir, 2017. "Data science for assessing possible tax income manipulation: The case of Italy," Papers 1709.02129, arXiv.org.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1208.5896. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.