Identification of phase correlations in Financial Stock Market Turbulence | Paper Citation Record

Observation 0703ae26-95ef-4ce9-b49c-dbfbee64a193 · outbound

This paper cites The behavior of stock-market prices.The journal of Business, 38(1): 34–105, 1965.

Identification of phase correlations in Financial Stock Market Turbulence The behavior of stock-market prices.The journal of Business, 38(1): 34–105, 1965

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:39.445030Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 3a007982-2b8d-4485-bf1d-c955f67c3c23 · outbound

This paper cites Efficient capital markets.Journal of finance, 25(2):383–417, 1970.

Identification of phase correlations in Financial Stock Market Turbulence Efficient capital markets.Journal of finance, 25(2):383–417, 1970

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:39.126459Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d5e7dd21-7035-4e1d-9517-d60d6abbab51 · outbound

This paper cites The adjustment of stock prices to new information.International economic review, 10(1):1–21, 1969.

Identification of phase correlations in Financial Stock Market Turbulence The adjustment of stock prices to new information.International economic review, 10(1):1–21, 1969

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:38.904540Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation f740bd85-2e6b-481a-8059-65f6ccde197c · outbound

This paper cites The efficient market hypothesis and insider trading on the stock market.Journal of Political Economy, 98(1):70–93, 1990.

Identification of phase correlations in Financial Stock Market Turbulence The efficient market hypothesis and insider trading on the stock market.Journal of Political Economy, 98(1):70–93, 1990

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:38.653775Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 2108a8df-a03c-4b69-b885-3cad085bd645 · outbound

This paper cites The impact of public information on the stock market.The Journal of Finance, 49(3):923–950, 1994.

Identification of phase correlations in Financial Stock Market Turbulence The impact of public information on the stock market.The Journal of Finance, 49(3):923–950, 1994

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:38.423079Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation f3673e90-0f03-486b-8d47-7508a9e8fe75 · outbound

This paper cites Information asymmetry and asset prices: Evidence from the china foreign share discount.The Journal of Finance, 63(1): 159–196, 2008.

Identification of phase correlations in Financial Stock Market Turbulence Information asymmetry and asset prices: Evidence from the china foreign share discount.The Journal of Finance, 63(1): 159–196, 2008

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:38.134945Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 36323ed4-55d4-4372-a9b2-c0546b7415ab · outbound

This paper cites Are stock markets really efficient? evidence of the adaptive market hypothesis.International Review of Financial Analysis, 47:39–49, 2016.

Identification of phase correlations in Financial Stock Market Turbulence Are stock markets really efficient? evidence of the adaptive market hypothesis.International Review of Financial Analysis, 47:39–49, 2016

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:37.856931Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 18fd361a-7866-4f9e-800c-d16829ccca98 · outbound

This paper cites Rodney L.

Identification of phase correlations in Financial Stock Market Turbulence Rodney L

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:37.600505Z

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Observation 01d52d0e-a27f-4c79-8b10-38da10c2bb5e · outbound

This paper cites The capital asset pricing model: Theory and evidence.Journal of economic perspectives, 18(3):25–46, 2004.

Identification of phase correlations in Financial Stock Market Turbulence The capital asset pricing model: Theory and evidence.Journal of economic perspectives, 18(3):25–46, 2004

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-05T21:17:25.284893Z

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Unavailable: canonical work link unavailable.

Observation 9acc39db-c33f-4c28-b724-e00558643a81 · outbound

This paper cites A century of corporate takeovers: What have we learned and where do we stand?Journal of Banking & Finance, 32(10):2148–2177, 2008.

Identification of phase correlations in Financial Stock Market Turbulence A century of corporate takeovers: What have we learned and where do we stand?Journal of Banking & Finance, 32(10):2148–2177, 2008

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:37.343240Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation e33b200a-3d03-4581-b371-335221287858 · outbound

This paper cites Are there long cycles in common stock returns? Southern economic journal, pages 141–149, 1988.

Identification of phase correlations in Financial Stock Market Turbulence Are there long cycles in common stock returns? Southern economic journal, pages 141–149, 1988

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:37.109186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation b9d8bda2-770b-45e8-ae21-3c780b382661 · outbound

This paper cites A prediction approach for stock market volatility based on time series data.IEEE Access, 7:17287–17298, 2019.

Identification of phase correlations in Financial Stock Market Turbulence A prediction approach for stock market volatility based on time series data.IEEE Access, 7:17287–17298, 2019

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-05T21:17:25.398503Z

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Unavailable: canonical work link unavailable.

Observation bfaf3eba-5056-44a5-85e9-5411c1b7149c · outbound

This paper cites Stock market forecasting.Econometrica, Journal of the Econometric Society, pages 206–214, 1944.

Identification of phase correlations in Financial Stock Market Turbulence Stock market forecasting.Econometrica, Journal of the Econometric Society, pages 206–214, 1944

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:36.836681Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 07257d62-faab-4333-8db4-5c4fb2189061 · outbound

This paper cites Efficient market hypothesis.

Identification of phase correlations in Financial Stock Market Turbulence Efficient market hypothesis

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:36.696744Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation af1558d5-e5c6-4db3-aae6-e039522d1192 · outbound

This paper cites An integrated early warning system for stock market turbulence.Expert Systems with Applications, 153:113463, 2020.

Identification of phase correlations in Financial Stock Market Turbulence An integrated early warning system for stock market turbulence.Expert Systems with Applications, 153:113463, 2020

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:36.517204Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation c34b241b-32f8-478b-918c-8ad3fc30c113 · outbound

This paper cites Cambridge university press, 1999.

Identification of phase correlations in Financial Stock Market Turbulence Cambridge university press, 1999

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:36.361820Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation e2533c6c-3fbd-48fa-9211-66a3eb382686 · outbound

This paper cites Forecasting turbulence in the asian and european stock market using regime-switching models.Quantitative Finance and Economics, 2(2):388–406, 2018.

Identification of phase correlations in Financial Stock Market Turbulence Forecasting turbulence in the asian and european stock market using regime-switching models.Quantitative Finance and Economics, 2(2):388–406, 2018

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:36.205989Z

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Observation 4444f97e-58f8-4910-9d9e-b3ac18fdac95 · outbound

This paper cites Stock price network autoregressive model with application to stock market turbulence.The European Physical Journal B, 93:1–15, 2020.

Identification of phase correlations in Financial Stock Market Turbulence Stock price network autoregressive model with application to stock market turbulence.The European Physical Journal B, 93:1–15, 2020

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.985135Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 6f248375-b189-49e4-ac2b-58b1346f2baa · outbound

This paper cites Observation of toroidal acoustic mode in a current-less toroidal plasma.Physics of Plasmas, 26(7), 2019.

Identification of phase correlations in Financial Stock Market Turbulence Observation of toroidal acoustic mode in a current-less toroidal plasma.Physics of Plasmas, 26(7), 2019

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.792466Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 5be1560f-57ee-4d41-9b10-a6e9c2b1f61b · outbound

This paper cites Effect of magnetic field topology on quasi-stationary equilibrium, fluctuations, and flows in a simple toroidal device.Physics of Plasmas, 23(10), 2016.

Identification of phase correlations in Financial Stock Market Turbulence Effect of magnetic field topology on quasi-stationary equilibrium, fluctuations, and flows in a simple toroidal device.Physics of Plasmas, 23(10), 2016

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.654929Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 584897b2-da6e-420d-80fd-3726e9ee5cda · outbound

This paper cites Springer, 1982.

Identification of phase correlations in Financial Stock Market Turbulence Springer, 1982

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.522428Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 0bb0cad8-5b21-466c-8723-142865365b1d · outbound

This paper cites Observation of toroidal acoustic mode in a current-less toroidal plasma.Physics of Plasmas, 26(7), 2019.

Identification of phase correlations in Financial Stock Market Turbulence Observation of toroidal acoustic mode in a current-less toroidal plasma.Physics of Plasmas, 26(7), 2019

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.368038Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 6b665881-c2cc-4a28-b0ef-0342d6115045 · outbound

This paper cites McGraw-Hill New York, 1951.

Identification of phase correlations in Financial Stock Market Turbulence McGraw-Hill New York, 1951

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.209598Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 628d8696-08a4-49cd-8091-9d09d964c19d · outbound

This paper cites Harper Collins New York, 2005.

Identification of phase correlations in Financial Stock Market Turbulence Harper Collins New York, 2005

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:35.103648Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d6aeaa02-5644-4936-9f3a-16be58c47088 · outbound

This paper cites Dow’s Theory.

Identification of phase correlations in Financial Stock Market Turbulence Dow’s Theory

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.914898Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8dc7d635-113d-4f15-b877-188013cb9279 · outbound

This paper cites Evolution of the dow theory.Financial Analysts Journal, 17(5): 23–26, 1961.

Identification of phase correlations in Financial Stock Market Turbulence Evolution of the dow theory.Financial Analysts Journal, 17(5): 23–26, 1961

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.770352Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 41f98ba9-71b0-49d1-ad67-182fd8fc9f6a · outbound

This paper cites Dow theory for the 21st century.Technical Indicators for Improving Your Investment Results, 4, 2008.

Identification of phase correlations in Financial Stock Market Turbulence Dow theory for the 21st century.Technical Indicators for Improving Your Investment Results, 4, 2008

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.634364Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation e14ba29a-d157-40e2-b555-ee3af9c77b57 · outbound

This paper cites The dow theory of stock prices.Social Research, pages 204–224, 1942.

Identification of phase correlations in Financial Stock Market Turbulence The dow theory of stock prices.Social Research, pages 204–224, 1942

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.545957Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 72673b50-a8ac-4cf6-95ec-2a8e93356e59 · outbound

This paper cites Technical analysis in financial markets.

Identification of phase correlations in Financial Stock Market Turbulence Technical analysis in financial markets

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-05T21:17:26.622074Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 08bec8ef-6098-407a-bd86-bb7d5758a791 · outbound

This paper cites Stock market forecasting using computational intelligence: A survey.Archives of computational methods in engineering, 28(3):1069–1101, 2021.

Identification of phase correlations in Financial Stock Market Turbulence Stock market forecasting using computational intelligence: A survey.Archives of computational methods in engineering, 28(3):1069–1101, 2021

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.389611Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 1bf4635f-2f44-4222-97ed-468de0efdb82 · outbound

This paper cites Routledge London, 2014.

Identification of phase correlations in Financial Stock Market Turbulence Routledge London, 2014

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:34.258479Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation b344ed80-a816-4b83-b5d4-370ea28087b4 · outbound

This paper cites an unresolved cited work.

Identification of phase correlations in Financial Stock Market Turbulence Unresolved cited work

Reference 32

Resolution: unresolved; raw_fallback, observed 2026-08-05T21:17:34.137012Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8ab3cbd1-15e4-4f19-84a5-c786f3d4ab28 · outbound

This paper cites Stock market forecasting using deep learning and technical analysis: a systematic review.IEEE access, 8:185232–185242, 2020.

Identification of phase correlations in Financial Stock Market Turbulence Stock market forecasting using deep learning and technical analysis: a systematic review.IEEE access, 8:185232–185242, 2020

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.954720Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation ce1a89d9-1728-4e9e-950f-db73c0b324c7 · outbound

This paper cites The effect of firm and stock characteristics on stock returns: Stock market crash analysis.The Journal of Finance and Data Science, 2(2): 112–124, 2016.

Identification of phase correlations in Financial Stock Market Turbulence The effect of firm and stock characteristics on stock returns: Stock market crash analysis.The Journal of Finance and Data Science, 2(2): 112–124, 2016

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.842474Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 353da234-4a99-4204-8d61-450d6c689fa6 · outbound

This paper cites What is the fast fourier transform?Proceedings of the IEEE, 55(10): 1664–1674, 1967.

Identification of phase correlations in Financial Stock Market Turbulence What is the fast fourier transform?Proceedings of the IEEE, 55(10): 1664–1674, 1967

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.611713Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 17aee0b2-2dc7-46bd-bec1-137d8ebc6c30 · outbound

This paper cites Program Generation, Optimization, and Platform Adaptation.

Identification of phase correlations in Financial Stock Market Turbulence Program Generation, Optimization, and Platform Adaptation

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.405192Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 577ff5a3-d98e-4382-867c-d16d58500ff1 · outbound

This paper cites Study of Dynamo Action in Three Dimensional Magnetohydrodynamic Plasma with Arnold-Beltrami-Childress Flow.

Identification of phase correlations in Financial Stock Market Turbulence Study of Dynamo Action in Three Dimensional Magnetohydrodynamic Plasma with Arnold-Beltrami-Childress Flow

Reference 37

Resolution: verified exact; local_arxiv, observed 2026-08-05T21:17:29.673505Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation b86d9a0f-fc3d-4199-b9bc-5c0c177e0f25 · outbound

This paper cites PhD thesis, PhD thesis, Ph.

Identification of phase correlations in Financial Stock Market Turbulence PhD thesis, PhD thesis, Ph

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.241306Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation a19746c2-6a39-4eb6-a0ba-e957940f5798 · outbound

This paper cites Three dimensional pseudo-spectral compress- ible magnetohydrodynamic gpu code for astrophysical plasma simulation.

Identification of phase correlations in Financial Stock Market Turbulence Three dimensional pseudo-spectral compress- ible magnetohydrodynamic gpu code for astrophysical plasma simulation

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:33.007354Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation d8909d7c-cc58-488d-a12c-f3d2af3f425d · outbound

This paper cites Numerical relaxation of a 3D MHD Taylor - Woltjer state subject to abrupt expansion.

Identification of phase correlations in Financial Stock Market Turbulence Numerical relaxation of a 3D MHD Taylor - Woltjer state subject to abrupt expansion

Reference 40

Resolution: verified exact; local_arxiv, observed 2026-08-05T21:17:29.485107Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 96ce7fe0-2459-42f9-9d46-d7f9e8af5f14 · outbound

This paper cites Recurrence in three dimen- sional magnetohydrodynamic plasma.Physics of Plasmas, 26(2), 2019.

Identification of phase correlations in Financial Stock Market Turbulence Recurrence in three dimen- sional magnetohydrodynamic plasma.Physics of Plasmas, 26(2), 2019

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:32.761971Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 9e396242-94d3-454b-8864-be55470445e1 · outbound

This paper cites Nonlinear alfven waves and recurrences in 3d magnetohydrodynamics.

Identification of phase correlations in Financial Stock Market Turbulence Nonlinear alfven waves and recurrences in 3d magnetohydrodynamics

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:32.533312Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 6964d72e-b434-4321-9662-dc116d2aa00d · outbound

This paper cites Numerical study of driven 3d magnetohydrodynamics: dynamos and recurrences.

Identification of phase correlations in Financial Stock Market Turbulence Numerical study of driven 3d magnetohydrodynamics: dynamos and recurrences

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:32.275901Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation f8460192-e6bf-4766-90ea-0a2e76d33446 · outbound

This paper cites University of Delhi, 2018.

Identification of phase correlations in Financial Stock Market Turbulence University of Delhi, 2018

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:32.022860Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 8da801f2-0b24-4a6d-aa10-de9e508b3e09 · outbound

This paper cites Compressibility effects on quasistationary vortex and transient hole patterns through vortex merger.Physica Scripta, 94(11):115005, 2019.

Identification of phase correlations in Financial Stock Market Turbulence Compressibility effects on quasistationary vortex and transient hole patterns through vortex merger.Physica Scripta, 94(11):115005, 2019

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:31.777844Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 707c194d-b92f-402f-8cf3-9a027ae024b5 · outbound

This paper cites Quasi- 31 recurrence: a new novel feature observed in 3d-magnetohydrodynamic plasmas.

Identification of phase correlations in Financial Stock Market Turbulence Quasi- 31 recurrence: a new novel feature observed in 3d-magnetohydrodynamic plasmas

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:31.519655Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 0f6441ac-fb41-43f2-8d77-14f855c8495b · outbound

This paper cites A numerical simulation of self-consistent dynamo using a new gpu-based 3d mhd solver, 2020.

Identification of phase correlations in Financial Stock Market Turbulence A numerical simulation of self-consistent dynamo using a new gpu-based 3d mhd solver, 2020

Reference 47

Resolution: unresolved; no resolver link, observed 2026-08-05T21:17:28.004662Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3c4b41e2-e56a-4764-9f30-096f40858843 · outbound

This paper cites Viscoelastic effects on asymmetric two-dimensional vortex patterns in a strongly coupled dusty plasma.Con- tributions to Plasma Physics, 59(8):e201800189, 2019.

Identification of phase correlations in Financial Stock Market Turbulence Viscoelastic effects on asymmetric two-dimensional vortex patterns in a strongly coupled dusty plasma.Con- tributions to Plasma Physics, 59(8):e201800189, 2019

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:31.215495Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 859e5615-99e3-4c4f-ac19-ed11572b44f1 · outbound

This paper cites John Wiley & Sons, 1996.

Identification of phase correlations in Financial Stock Market Turbulence John Wiley & Sons, 1996

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:31.026080Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 61f6394a-76ea-44e8-8624-eed96a409bc6 · outbound

This paper cites Long-term trends and cycles in asean stock markets.Review of Financial Economics, 11(4):299–315, 2002.

Identification of phase correlations in Financial Stock Market Turbulence Long-term trends and cycles in asean stock markets.Review of Financial Economics, 11(4):299–315, 2002

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:30.710734Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 1a6eb519-c685-43a4-be39-6bc1293071fd · outbound

This paper cites Detecting the long term cyclical behaviour of the turkish stock market by means of spectral analysis.International Research Journal of Finance and Economics, 67, 2011.

Identification of phase correlations in Financial Stock Market Turbulence Detecting the long term cyclical behaviour of the turkish stock market by means of spectral analysis.International Research Journal of Finance and Economics, 67, 2011

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:30.496867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 3ffb1371-c1f3-466c-8ecc-f41a6a77c607 · outbound

This paper cites Stock prices: Ramdom vs.

Identification of phase correlations in Financial Stock Market Turbulence Stock prices: Ramdom vs

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:30.238743Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation ca44e3e1-ad95-451c-95db-a12c207ddcbf · outbound

This paper cites Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature.Journal of accounting and economics, 31(1-3):405–440, 2001.

Identification of phase correlations in Financial Stock Market Turbulence Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature.Journal of accounting and economics, 31(1-3):405–440, 2001

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:30.033703Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 14336d7b-9b07-4525-8b57-6013155cac8e · outbound

This paper cites An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry.

Identification of phase correlations in Financial Stock Market Turbulence An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry

Reference 54

Resolution: verified exact; local_arxiv, observed 2026-08-05T21:17:29.247186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 10f26f7d-d3cc-44f1-b91e-fdd845ca7ff0 · outbound

This paper cites Reduced dimensional description of hydromagnetic turbulence capturing higher order fluid moments.

Identification of phase correlations in Financial Stock Market Turbulence Reduced dimensional description of hydromagnetic turbulence capturing higher order fluid moments

Reference 55

Resolution: verified exact; local_arxiv, observed 2026-08-05T21:17:29.005984Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

Observation 66b55f86-66ec-4fa2-9140-ea3d0f4c8767 · outbound

This paper cites Coherent nonlinear oscillations in magnetohydrodynamic plasma.Physics of Plasmas, 26(4), 2019.

Identification of phase correlations in Financial Stock Market Turbulence Coherent nonlinear oscillations in magnetohydrodynamic plasma.Physics of Plasmas, 26(4), 2019

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T21:17:29.809186Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

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Outbound references

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