{"id":"https://openalex.org/W2081815669","doi":"https://doi.org/10.1016/j.chaos.2007.07.091","title":"Multifractality and herding behavior in the Japanese stock market","display_name":"Multifractality and herding behavior in the Japanese stock market","publication_year":2007,"publication_date":"2007-10-01","ids":{"openalex":"https://openalex.org/W2081815669","doi":"https://doi.org/10.1016/j.chaos.2007.07.091","mag":"2081815669"},"language":"en","primary_location":{"id":"doi:10.1016/j.chaos.2007.07.091","doi":"https://doi.org/10.1016/j.chaos.2007.07.091","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.chaos.2007.07.091","pdf_url":null,"source":{"id":"https://openalex.org/S70718007","display_name":"Chaos Solitons & Fractals","issn_l":"0960-0779","issn":["0960-0779","1873-2887"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Chaos, Solitons & Fractals","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://repositorio.ucb.br:9443/jspui/handle/123456789/7496","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021198195","display_name":"Daniel O. Cajueiro","orcid":"https://orcid.org/0000-0001-5898-1655","observed_orcids":["https://orcid.org/0000-0001-5898-1655"]},"institutions":[{"id":"https://openalex.org/I24871856","display_name":"Universidade Cat\u00f3lica de Bras\u00edlia","ror":"https://ror.org/0058wy590","country_code":"BR","type":"education","lineage":["https://openalex.org/I24871856"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Daniel O. Cajueiro","raw_affiliation_strings":["Universidade Cat\u00f3lica de Bras\u00edlia \u2013 Doutorado em Economia de Empresas, SGAN 916, M\u00f3dulo B \u2013 Asa Norte, DF 70790-160, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universidade Cat\u00f3lica de Bras\u00edlia \u2013 Doutorado em Economia de Empresas, SGAN 916, M\u00f3dulo B \u2013 Asa Norte, DF 70790-160, Brazil","institution_ids":["https://openalex.org/I24871856"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5085738609","display_name":"Benjamin Miranda Tabak","orcid":"https://orcid.org/0000-0002-7935-3188","observed_orcids":["https://orcid.org/0000-0002-7935-3188"]},"institutions":[{"id":"https://openalex.org/I1342477950","display_name":"Central Bank of Brazil","ror":"https://ror.org/01h7jse56","country_code":"BR","type":"other","lineage":["https://openalex.org/I1342477950"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Benjamin M. Tabak","raw_affiliation_strings":["Banco Central do Brasil, SBS Quadra 3, Bloco B, 9 Andar, DF 70074-900, Brazil#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Banco Central do Brasil, SBS Quadra 3, Bloco B, 9 Andar, DF 70074-900, Brazil#TAB#","institution_ids":["https://openalex.org/I1342477950"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3970,"currency":"USD","value_usd":3970},"apc_paid":null,"fwci":5.3955,"has_fulltext":false,"cited_by_count":65,"citation_normalized_percentile":{"value":0.95193576,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"40","issue":"1","first_page":"497","last_page":"504"},"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":0.9901999831199646,"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":0.9901999831199646,"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":0.006800000090152025,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0007999999797903001,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/multifractality","display_name":"multifractality","score":0.9760000109672546},{"id":"https://openalex.org/keywords/herding-behavior","display_name":"herding behavior","score":0.984000027179718},{"id":"https://openalex.org/keywords/japanese-stock-market","display_name":"Japanese stock market","score":0.9620000123977661},{"id":"https://openalex.org/keywords/tokyo-stock-exchange","display_name":"Tokyo Stock Exchange","score":0.9570000171661377},{"id":"https://openalex.org/keywords/extreme-market-movements","display_name":"extreme market movements","score":0.8690000176429749},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.6110000014305115},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.3659999966621399}],"concepts":[{"id":"https://openalex.org/C177605951","wikidata":"https://www.wikidata.org/wiki/Q1484503","display_name":"Herding","level":2,"score":0.8271832466125488},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.57536780834198},{"id":"https://openalex.org/C102235558","wikidata":"https://www.wikidata.org/wiki/Q1609678","display_name":"Herd behavior","level":3,"score":0.5697423219680786},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4575582444667816},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4549216628074646},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3943023085594177},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.34316718578338623},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.19847363233566284},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.04505619406700134},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1016/j.chaos.2007.07.091","doi":"https://doi.org/10.1016/j.chaos.2007.07.091","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.chaos.2007.07.091","pdf_url":null,"source":{"id":"https://openalex.org/S70718007","display_name":"Chaos Solitons & Fractals","issn_l":"0960-0779","issn":["0960-0779","1873-2887"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","dongbi-a","jufo-1","ki-jl-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Chaos, Solitons & Fractals","raw_type":"journal-article"},{"id":"pmh:oai:200.214.135.189:123456789/7496","doi":null,"is_oa":true,"landing_page_url":"https://repositorio.ucb.br:9443/jspui/handle/123456789/7496","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Reposit\u00f3rio Institucional da UCB","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:RePEc:eee:chsofr:v:40:y:2009:i:1:p:497-504","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0960077907006091","pdf_url":null,"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":"pmh:oai:americanae.aecid.es:1686199","doi":null,"is_oa":true,"landing_page_url":"http://americanae.aecid.es/americanae/es/registros/registro.do?tipoRegistro=MTD&idBib=1686199","pdf_url":null,"source":{"id":"https://openalex.org/S4306400786","display_name":"Americanae (AECID Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Reposit\u00f3rio Institucional da UCB","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":{"id":"pmh:oai:200.214.135.189:123456789/7496","doi":null,"is_oa":true,"landing_page_url":"https://repositorio.ucb.br:9443/jspui/handle/123456789/7496","pdf_url":null,"source":{"id":"https://openalex.org/S4306402641","display_name":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Cient\u00edficas)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4383465926","host_organization_name":"LA Referencia","host_organization_lineage":["https://openalex.org/I4383465926"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"reponame:Reposit\u00f3rio Institucional da UCB","raw_type":"info:eu-repo/semantics/publishedVersion"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.49000000953674316,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322025","display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico","ror":"https://ror.org/03swz6y49"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W41269388","https://openalex.org/W1537470538","https://openalex.org/W1966539827","https://openalex.org/W1974409212","https://openalex.org/W1978944068","https://openalex.org/W1981587071","https://openalex.org/W1990071252","https://openalex.org/W1995830454","https://openalex.org/W2017821362","https://openalex.org/W2032066116","https://openalex.org/W2032487857","https://openalex.org/W2034874274","https://openalex.org/W2043217884","https://openalex.org/W2047803175","https://openalex.org/W2050643653","https://openalex.org/W2062289616","https://openalex.org/W2067062227","https://openalex.org/W2069523214","https://openalex.org/W2069932963","https://openalex.org/W2071602085","https://openalex.org/W2078412593","https://openalex.org/W2089062302","https://openalex.org/W2092510728","https://openalex.org/W2134065428","https://openalex.org/W2139647937","https://openalex.org/W2145594387","https://openalex.org/W2157702779","https://openalex.org/W2164688047","https://openalex.org/W2167683479","https://openalex.org/W2168415552","https://openalex.org/W2180736400","https://openalex.org/W2950713166","https://openalex.org/W3102139163","https://openalex.org/W3125754252"],"related_works":["https://openalex.org/W7095602725","https://openalex.org/W4415741467","https://openalex.org/W2059821100","https://openalex.org/W2079662575","https://openalex.org/W7100570117","https://openalex.org/W3124032356","https://openalex.org/W4205664283","https://openalex.org/W1558601200","https://openalex.org/W7100270204","https://openalex.org/W3179732512"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":7},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}