Details about Raj Kumar Pan

Access statistics for papers by Raj Kumar Pan.

Last updated 2007-05-07. Update your information in the RePEc Author Service.

Short-id: ppa258

Working Papers

2007

1. Collective behavior of stock price movements in an emerging market
   Papers, arXiv.org View citations (64)
2. Inverse cubic law of index fluctuation distribution in Indian markets
   Papers, arXiv.org View citations (3)
   See also Journal Article Inverse-cubic law of index fluctuation distribution in Indian markets, Physica A: Statistical Mechanics and its Applications, Elsevier (2008) View citations (25) (2008)
3. Self-organization of price fluctuation distribution in evolving markets
   Papers, arXiv.org View citations (13)
4. Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE
   Papers, arXiv.org View citations (22)

2006

5. The Power (Law) of Indian Markets: Analysing NSE and BSE trading statistics
   Papers, arXiv.org View citations (1)

Journal Articles

2015

1. Attention decay in science
   Journal of Informetrics, 2015, 9, (4), 734-745 View citations (35)

2008

2. Inverse-cubic law of index fluctuation distribution in Indian markets
   Physica A: Statistical Mechanics and its Applications, 2008, 387, (8), 2055-2065 View citations (25)
   See also Working Paper Inverse cubic law of index fluctuation distribution in Indian markets, Papers (2007) View citations (3) (2007)