Thomas Lux
Impact in
- Finance top 0.1%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.05%
- Complex Systems and Time Series Analysis
- Economic theories and models
- Market Dynamics and Volatility
Papers in
-
- Complex Systems and Time Series Analysis 70
- Economic theories and models 19
- Market Dynamics and Volatility 16
- Finance 53
- Financial Risk and Volatility Modeling 39
- Financial Markets and Investment Strategies 18
- Co-authors
- Michele Marchesi (5 shared papers)Simone Alfarano (11 shared papers)Daniel Fricke (6 shared papers)Friedrich Wagner (3 shared papers)D. Stauffer (2 shared papers)Marcel Ausloos (1 shared paper)Alan Kirman (3 shared papers)Katarina Jusélius (3 shared papers)
In The Last Decade
Thomas Lux
137 papers receiving 5.9k citations
Thomas Lux's Hit Papers
Peers
Comparison fields: 5 of 139
- Finance 3.5k
- Economics and Econometrics 5.3k
- Statistical and Nonlinear Physics 1.0k
- Management Science and Operations Research 915
- General Economics, Econometrics and Finance 534
Countries citing papers authored by Thomas Lux
This map shows the geographic impact of Thomas Lux's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas Lux with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas Lux more than expected).
Fields of papers citing papers by Thomas Lux
This network shows the impact of papers produced by Thomas Lux. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas Lux. The network helps show where Thomas Lux may publish in the future.
Co-authors
The 25 scholars most cited alongside Thomas Lux, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 153 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Scaling and criticality in a stochastic multi-agent model of a financial market Hit paper breakdown → | 1999 | 1076 |
| 2 | Herd Behaviour, Bubbles and Crashes Hit paper breakdown → | 1995 | 745 |
| 3 | VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS Hit paper breakdown → | 2000 | 502 |
| 4 | 1998 | 444 | |
| 5 | 1996 | 296 | |
| 6 | 2009 | 290 | |
| 7 | 2005 | 261 | |
| 8 | 2007 | 215 | |
| 9 | 2014 | 212 | |
| 10 | 2006 | 147 | |
| 11 | 2009 | 140 | |
| 12 | 1997 | 109 | |
| 13 | 2002 | 89 | |
| 14 | 2016 | 81 | |
| 15 | 2009 | 78 | |
| 16 | 2001 | 77 | |
| 17 | 2010 | 67 | |
| 18 | 1996 | 63 | |
| 19 | 2004 | 63 | |
| 20 | 2009 | 59 |
About Thomas Lux
Thomas Lux is a scholar working on Economics and Econometrics, Finance, Sociology and Political Science, General Health Professions and Management of Technology and Innovation, having authored 153 papers that have together received 6.3k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (70 papers), Financial Risk and Volatility Modeling (39 papers), Economic theories and models (19 papers), Financial Markets and Investment Strategies (18 papers), Market Dynamics and Volatility (16 papers), Sociology and Education Studies (11 papers), Digital Innovation in Industries (10 papers) and Complex Network Analysis Techniques (9 papers). The work is most often cited by research in Finance (3.5k citations), Economics and Econometrics (5.3k citations), Statistical and Nonlinear Physics (1.0k citations), Management Science and Operations Research (915 citations) and General Economics, Econometrics and Finance (534 citations). Thomas Lux has collaborated with scholars based in Germany, Spain and Italy. Frequent co-authors include Michele Marchesi, Simone Alfarano, Daniel Fricke, Friedrich Wagner, D. Stauffer, Marcel Ausloos, Alan Kirman, Katarina Jusélius, Michael Goldberg and David Colander. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, KZfSS Kölner Zeitschrift für Soziologie und Sozialpsychologie, Computational Economics, Empirical Economics and Quantitative Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.