Thomas Lux

9.5k citations
110 papers · 5.2k indexed · 2 hit papers · h-index 29

Impact in

  • Finance top 0.2%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Complex Systems and Time Series Analysis
    • Market Dynamics and Volatility
    • Economic theories and models

Papers in

    • Financial Risk and Volatility Modeling 33
    • Financial Markets and Investment Strategies 15
    • Complex Systems and Time Series Analysis 62
    • Economic theories and models 16
    • Market Dynamics and Volatility 15

Thomas Lux

95 papers receiving 4.9k citations

Hit Papers

Scaling and criticality in a stochastic multi-agent model of a financial market 1999 · 953 citations
9531995202620052015250500750

Peers

Thomas Lux
Comparison fields: 5 of 134
  • Finance 2.9k
  • Economics and Econometrics 4.4k
  • Statistical and Nonlinear Physics 895
  • Management Science and Operations Research 749
  • General Economics, Econometrics and Finance 469
Replace Benjamin Miranda Tabak with:
Benjamin Miranda Tabak Brazil
Daniel O. Cajueiro Brazil
Mauro Gallegati Italy
Carl Chiarella Australia
Frank Westerhoff Germany
Cars Hommes Netherlands
Ladislav Krištoufek Czechia
Giulia Iori United Kingdom
Michael A. Salinger United States
Andrew Haldane United Kingdom
Thomas Lux relative to Benjamin Miranda Tabak Brazil Benjamin Miranda Tabak's profile →
Citations per field
00.5×1.5×
Benjamin Miranda Tabak · 1×
Citations per year

Countries citing papers authored by Thomas Lux

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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.

Border = papers with Thomas Lux Line = papers co-authored together Thomas Lux links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 110 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 →
1999953
2
Herd Behaviour, Bubbles and Crashes
Hit paper breakdown →
1995648
3 2000447
4 1998374
5 1996261
6 2005232
7 2009230
8 2014198
9 2007178
10 2006123
11 199792
12 201674
13 200970
14 200167
15 201061
16 200458
17 199658
18 200455
19 200951
20 201350

About Thomas Lux

Thomas Lux is a scholar working on Finance, Economics and Econometrics, Information Systems and Management, Statistical and Nonlinear Physics and Health Informatics, having authored 110 papers that have together received 5.2k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (62 papers), Financial Risk and Volatility Modeling (33 papers), Economic theories and models (16 papers), Financial Markets and Investment Strategies (15 papers), Market Dynamics and Volatility (15 papers), Sociology and Education Studies (11 papers), Complex Network Analysis Techniques (9 papers) and Education Methods and Technologies (8 papers). The work is most often cited by research in Finance (2.9k citations), Economics and Econometrics (4.4k citations), Statistical and Nonlinear Physics (895 citations), Management Science and Operations Research (749 citations) and General Economics, Econometrics and Finance (469 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, Alan Kirman, Michael Goldberg, David Colander, Katarina Jusélius and Armin Haas. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Empirical Economics, Journal of Economic Behavior & Organization, Quantitative Finance and Computational Economics.

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.

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