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Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

- J. Bouchaud, Y. Gefen, M. Potters, M. Wyart
- Economics, Mathematics
- 14 July 2003

Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: long-range… Expand

Fluctuations and Response in Financial Markets: The Subtle Nature of 'Random' Price Changes

- J. Bouchaud, Y. Gefen, M. Potters, M. Wyart
- 14 July 2003

Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencies: strongly… Expand

Quasiparticle Lifetime in a Finite System: A Nonperturbative Approach

- B. Altshuler, Y. Gefen, A. Kamenev, L. Levitov
- Physics
- 15 September 1996

The problem of electron-electron lifetime in a quantum dot is studied beyond perturbation theory by mapping onto the problem of localization in the Fock space. Localized and delocalized regimes are… Expand

Sociophysics: A new approach of sociological collective behaviour. I. mean‐behaviour description of a strike

A new approach to the understanding of sociological collective behaviour, based on the framework of critical phenomena in physics, is presented. The first step consists of constructing a simple… Expand

Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

- J. Bouchaud, Y. Gefen, M. Potters, M. Wyart
- 1 April 2004

Using trades and quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delilcated interplay between two opposite tendencies: long-range… Expand

Phase transitions on fractals. III. Infinitely ramified lattices

- Y. Gefen, A. Aharony, B. Mandelbrot
- Mathematics
- 21 April 1984

For pt.II see ibid. vol.17, p.435 (1984). In the first two papers of this series the authors considered self-similar fractal lattices with a finite order of ramification R. In the present paper they… Expand

Geometric phase from Aharonov–Bohm to Pancharatnam–Berry and beyond

- E. Cohen, H. Larocque, F. Bouchard, Farshad Nejadsattari, Y. Gefen, E. Karimi
- Physics
- Nature Reviews Physics
- 1 July 2019

Whenever a quantum system undergoes a cycle governed by a slow change of parameters, it acquires a phase factor: the geometric phase. Its most common formulations are known as the Aharonov-Bohm,… Expand

Scaling at the percolation threshold above six dimensions

- A. Aharony, Y. Gefen, A. Kapitulnik
- Physics
- 11 March 1984

The fractal dimensionality of the infinite cluster at the percolation threshold for dimensionalities d>6 is shown to be D=4 (rather than the naive finite size scaling prediction D=d-2). Similarly,… Expand

Geometric Implementation of Hypercubic Lattices with Noninteger Dimensionality by Use of Low Lacunarity Fractal Lattices

- Y. Gefen, Y. Meir, B. Mandelbrot, A. Aharony
- Mathematics
- 17 January 1983

It is claimed that the abstract analytic continuation of hypercubic lattices to noninteger dimensionalities can be implemented explicitly by certain fractal lattices of low lacunarity. These lattices… Expand

Signs of quantum dot-lead matrix elements: The effect on transport versus spectral properties

- Alessandro Silva, Y. Oreg, Y. Gefen
- Physics
- 18 November 2002

A small quantum dot coupled to two external leads is considered. Different signs of the dot-lead coupling matrix elements give rise to qualitatively different behavior of physical observables such as… Expand

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