Publications on Economic, Social and Financial Dynamics

Peer-Reviewed Articles and Conference Proceedings: 

13. Shi Y, Yu M, Chen L, Ivanov PCh, and Wang Y. Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock prices. [PDF]
Finance Research Letters, 2021; 38: 101516. 

12. Li S, Lin R, Bian C, Ma QDY, and Ivanov PCh.  Model of the dynamic construction process of texts and scaling of words organization in language systems. [PDF]
Plos One, 2016; 11(12): e0168971 

11. Bian C, Lin R, Zhang X, Ma QDY, and Ivanov PCh. Scaling laws and model of words organization in spoken and written language. [PDF]
Europhysics Letters (EPL) 2016; 113(1): 18002. 

10. Ivanov PCh, Yuen A, Perakakis PE. Impact of stock market structure on intertrade time and price dynamics. [PDF]
Plos One 2014; 9(4): e92885 

9. Shao J, Ivanov PC, Urosevic B, Stanley HE, Podobnik B. Zipf rank approach and cross-country convergence of incomes  [PDF]
Europhysics Letter 2011; 94(4): 48001. 

8. Romero NE, Ma QDY, Liebovitch LS, Brown CT, Ivanov PCh. Correlated walks down the Babylonian markets. [PDF]
Europhysics Letters 2010; 90(1): 18004. 

7. Podobnik B, Shao J, Njavro D, Ivanov PCh, and Stanley HE. Influence of corruption on economic growth rate and foreign investment. [PDF]
European Physical Journal B 2008; 63(4): 547-550. 

6. Shao J, Ivanov PCh, Podobnik B, Stanley HE. Quantitative relations between corruption and economic factors.  [PDF]
European Physical Journal B 2007; 56(2): 157-166.  

5. Podobnik B, Ivanov PCh, Grosse I, Matia K, Stanley HE. ARCH-GARCH approaches to modeling high-frequency financial data.  [PDF]
Physica A 2004; 344(1-2): 216-220.  

4. Ivanov PCh, Yuen A, Podobnik B, Lee Y. Common Scaling Patterns in Intertrade Times of U.S. Stocks. [PDF]
Physical Review E 2004; 69(5): 056107(7). 

3. Ivanov PCh, Yuen A, Podobnik B, Lee Y. Distributions and long-range correlations in the trading of US stocks. [PDF]
Application of Econophysics 2004; 51-57 

2. Jennings HD, Ivanov PCh, Martins AM, da Silva PC, Vishwanathan GM. Variance fluctuations in nonstationary time series: a comparative study of music genres. [PDF]
Physica A 2004; 336(3-4): 585-594. 

1. Ivanova K, Ackerman TP, Clothiaux EE, Ivanov PCh, Stanley HE, Ausloos M. Time correlations and 1/f behavior in backscattering radar reflectivity measurements from cirrus cloud ice fluctuations. [PDF]
J. Geophys. Res. 2003; 108(D9): 4268.