Parameswaran Gopikrishnan, Ph.D.

Affiliations: 
Boston University, Boston, MA, United States 
Area:
Statistical physics
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H. Eugene Stanley grad student 2001 Boston University
 (Quantifying economic fluctuations using statistical physics methodology.)
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Publications

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Gabaix X, Gopikrishnan P, Plerou V, et al. (2008) Quantifying and understanding the economics of large financial movements Journal of Economic Dynamics and Control. 32: 303-319
Gabaix X, Gopikrishnan P, Plerou V, et al. (2007) A theory of limited liquidity and large investors causing spikes in stock market volatility and trading volume Journal of the European Economic Association. 5: 564-573
Gabaix X, Gopikrishnan P, Plerou V, et al. (2007) A unified econophysics explanation for the power-law exponents of stock market activity Physica a: Statistical Mechanics and Its Applications. 382: 81-88
Stanley HE, Gabaix X, Gopikrishnan P, et al. (2007) Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance Physica a: Statistical Mechanics and Its Applications. 382: 286-301
Gabaix X, Gopikrishnan P, Plerou V, et al. (2006) Institutional Investors and Stock Market Volatility Quarterly Journal of Economics. 121: 461-504
Gabaix X, Gopikrishnan P, Plerou V, et al. (2006) Institutional investors and stock market volatility Quarterly Journal of Economics. 121: 461-504
Stanley HE, Gabaix X, Gopikrishnan P, et al. (2006) Economic fluctuations and statistical physics: The puzzle of large fluctuations Nonlinear Dynamics. 44: 329-340
Plerou V, Gopikrishnan P, Stanley HE. (2005) Quantifying fluctuations in market liquidity: analysis of the bid-ask spread. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics. 71: 046131
Plerou V, Gopikrishnan P, Stanley HE. (2005) Two phase behaviour and the distribution of volume Quantitative Finance. 5: 519-521
Plerou V, Stanley HE, Gabaix X, et al. (2004) On the origin of power-law fluctuations in stock prices Quantitative Finance. 4: 11-15
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