{"id":"https://openalex.org/W1578073607","doi":null,"title":"Time Duration Decay In Romanian Capital Markets","display_name":"Time Duration Decay In Romanian Capital Markets","publication_year":2010,"publication_date":"2010-12-10","ids":{"openalex":"https://openalex.org/W1578073607","mag":"1578073607"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:641-646","doi":null,"is_oa":false,"landing_page_url":"http://store.ectap.ro/suplimente/Conferinta%20FABBV%202010_engleza.pdf","pdf_url":"http://store.ectap.ro/suplimente/Conferinta%20FABBV%202010_engleza.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://autopapers.ssrn.com/sol3/papers.cfm?abstract_id=1806212","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5053755666","display_name":"Mukul Pal","orcid":"https://orcid.org/0000-0001-6969-298X","observed_orcids":["https://orcid.org/0000-0001-6969-298X"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mukul Pal","raw_affiliation_strings":["AlphaBlock"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"AlphaBlock","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108733890","display_name":"Ioan Alin Nistor","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ioan Alin Nistor","raw_affiliation_strings":["Orpheus Capitals"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Orpheus Capitals","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.6885,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.8234302,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":null,"issue":null,"first_page":"641","last_page":"646"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9883000254631042,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9883000254631042,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0024999999441206455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.002099999925121665,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/price-fluctuations","display_name":"price fluctuations","score":0.6019999980926514},{"id":"https://openalex.org/keywords/stable-distributions","display_name":"stable distributions","score":0.8989999890327454},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.6930000185966492},{"id":"https://openalex.org/keywords/foreign-exchange-market","display_name":"foreign exchange market","score":0.9580000042915344},{"id":"https://openalex.org/keywords/romanian-capital-market","display_name":"Romanian capital market","score":0.9100000262260437},{"id":"https://openalex.org/keywords/market-microstructure","display_name":"market microstructure","score":0.3720000088214874}],"concepts":[{"id":"https://openalex.org/C197055811","wikidata":"https://www.wikidata.org/wiki/Q207522","display_name":"Probability density function","level":2,"score":0.6563884019851685},{"id":"https://openalex.org/C129400051","wikidata":"https://www.wikidata.org/wiki/Q7913","display_name":"Romanian","level":2,"score":0.6474817991256714},{"id":"https://openalex.org/C112758219","wikidata":"https://www.wikidata.org/wiki/Q16038819","display_name":"Duration (music)","level":2,"score":0.6055229902267456},{"id":"https://openalex.org/C2780388253","wikidata":"https://www.wikidata.org/wiki/Q5421508","display_name":"Exponent","level":2,"score":0.5768404006958008},{"id":"https://openalex.org/C143910263","wikidata":"https://www.wikidata.org/wiki/Q750458","display_name":"Capital market","level":2,"score":0.5693602561950684},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5672971606254578},{"id":"https://openalex.org/C87040749","wikidata":"https://www.wikidata.org/wiki/Q428971","display_name":"Power law","level":2,"score":0.46863222122192383},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4409363269805908},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4272986948490143},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.4130597710609436},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4092715382575989},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.3373323082923889},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.28287380933761597},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2737122178077698},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.19971680641174316},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10874655842781067},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09995633363723755},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C24890656","wikidata":"https://www.wikidata.org/wiki/Q82811","display_name":"Acoustics","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:641-646","doi":null,"is_oa":false,"landing_page_url":"http://store.ectap.ro/suplimente/Conferinta%20FABBV%202010_engleza.pdf","pdf_url":"http://store.ectap.ro/suplimente/Conferinta%20FABBV%202010_engleza.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"mag:1578073607","doi":null,"is_oa":true,"landing_page_url":"https://autopapers.ssrn.com/sol3/papers.cfm?abstract_id=1806212","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},{"id":"mag:3123798462","doi":null,"is_oa":true,"landing_page_url":"https://EconPapers.repec.org/RePEc:agr:journl:v:5(558)(supplement):y:2011:i:5(558)(supplement):p:641-646","pdf_url":null,"source":{"id":"https://openalex.org/S2737147965","display_name":"Economie teoretic\u0103 \u015fi aplicat\u0103","issn_l":"1841-8678","issn":["1841-8678"],"is_oa":true,"is_in_doaj":true,"is_core":false,"listed_in":["abdc-c","doaj"],"host_organization":"https://openalex.org/P4310314581","host_organization_name":"General Association of Economists from Romania","host_organization_lineage":["https://openalex.org/P4310314581"],"host_organization_lineage_names":["General Association of Economists from Romania"],"type":"journal"},"license":"cc-by-nc-sa","license_id":"https://openalex.org/licenses/cc-by-nc-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Economie teoretic\u0103 \u015fi aplicat\u0103","raw_type":null}],"best_oa_location":{"id":"mag:1578073607","doi":null,"is_oa":true,"landing_page_url":"https://autopapers.ssrn.com/sol3/papers.cfm?abstract_id=1806212","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SSRN Electronic Journal","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2017030036","https://openalex.org/W1997643451","https://openalex.org/W2068588953","https://openalex.org/W6959430943","https://openalex.org/W1775845324","https://openalex.org/W1921732602","https://openalex.org/W7101214437","https://openalex.org/W2025065475","https://openalex.org/W2003347482","https://openalex.org/W7097680535"],"abstract_inverted_index":{"Classic":[0],"studies":[1],"of":[2,6,15],"the":[3,40],"probability":[4,26],"density":[5,27],"price":[7],"fluctuations":[8],"g":[9],"for":[10],"stocks":[11],"and":[12],"foreign":[13],"exchanges":[14],"several":[16],"highly":[17],"developed":[18],"economies":[19],"have":[20],"been":[21],"interpreted":[22],"using":[23],"a":[24],"power-law":[25],"function":[28],"P(g)":[29],"g\u2212(\u03b1+1)":[30],"with":[31],"exponent":[32],"values":[33],"\u03b1":[34],">":[35],"2,":[36],"which":[37],"are":[38],"outside":[39],"L\u00b4evy-stable":[41],"regime":[42],"0":[43]},"counts_by_year":[{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2016-06-24T00:00:00"}