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Discrete hierarchy of sizes and performances in the exchange-traded fund universe

Benjamin Vandermarliere UGent, Jan Ryckebusch UGent, Koen Schoors UGent, Peter Cauwels and Didier Sornette (2016) PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 469. p.111-123
Please use this url to cite or link to this publication:
author
organization
year
type
journalArticle (original)
publication status
published
subject
keyword
Econophysics, Exchange-traded funds (ETFs), Probability density function of ETF sizes, Discrete scale invariance, ETF size layers and performance measures, STATISTICAL-MECHANICS, SCALE-INVARIANCE, LOG-PERIODICITY, DISSIPATION, TURBULENCE, RETURNS, GROWTH, LAW
journal title
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Physica A
volume
469
pages
111 - 123
Web of Science type
Article
Web of Science id
000392793500011
JCR category
PHYSICS, MULTIDISCIPLINARY
JCR impact factor
2.243 (2016)
JCR rank
18/79 (2016)
JCR quartile
1 (2016)
ISSN
0378-4371
DOI
10.1016/j.physa.2016.11.084
language
English
UGent publication?
yes
classification
A1
copyright statement
I have transferred the copyright for this publication to the publisher
id
8511368
handle
http://hdl.handle.net/1854/LU-8511368
date created
2017-02-27 09:10:37
date last changed
2017-06-13 11:52:30
@article{8511368,
  author       = {Vandermarliere, Benjamin and Ryckebusch, Jan and Schoors, Koen and Cauwels, Peter and Sornette, Didier},
  issn         = {0378-4371},
  journal      = {PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS},
  keyword      = {Econophysics,Exchange-traded funds (ETFs),Probability density function of ETF sizes,Discrete scale invariance,ETF size layers and performance measures,STATISTICAL-MECHANICS,SCALE-INVARIANCE,LOG-PERIODICITY,DISSIPATION,TURBULENCE,RETURNS,GROWTH,LAW},
  language     = {eng},
  pages        = {111--123},
  title        = {Discrete hierarchy of sizes and performances in the exchange-traded fund universe},
  url          = {http://dx.doi.org/10.1016/j.physa.2016.11.084},
  volume       = {469},
  year         = {2016},
}

Chicago
Vandermarliere, Benjamin, Jan Ryckebusch, Koen Schoors, Peter Cauwels, and Didier Sornette. 2016. “Discrete Hierarchy of Sizes and Performances in the Exchange-traded Fund Universe.” Physica A-statistical Mechanics and Its Applications 469: 111–123.
APA
Vandermarliere, B., Ryckebusch, J., Schoors, K., Cauwels, P., & Sornette, D. (2016). Discrete hierarchy of sizes and performances in the exchange-traded fund universe. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 469, 111–123.
Vancouver
1.
Vandermarliere B, Ryckebusch J, Schoors K, Cauwels P, Sornette D. Discrete hierarchy of sizes and performances in the exchange-traded fund universe. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS. 2016;469:111–23.
MLA
Vandermarliere, Benjamin, Jan Ryckebusch, Koen Schoors, et al. “Discrete Hierarchy of Sizes and Performances in the Exchange-traded Fund Universe.” PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 469 (2016): 111–123. Print.