Mir, TA (2016). The leading digit distribution of the worldwide illicit financial flows. Quality & Quantity vol. 50, p. 271281.
This work is cited by the following items of the Benford Online Bibliography:
Note that this list may be incomplete, and is currently being updated. Please check again at a later date.
Ausloos, M, Ficcadenti, V, Dhesi, G and Shakeel, M (2021). Benford’s laws tests on S&P500 daily closing values and the corresponding daily logreturns both point to huge nonconformity. Physica A: Statistical Mechanics and its Applications 574, pp. 125969. DOI:10.1016/j.physa.2021.125969.





Cerqueti, R and Lupi, C (2021). Some New Tests of Conformity with Benford's Law. Stats 4(3), pp. 745761. DOI:10.3390/stats4030044.





Cerqueti, R and Maggi, M (2021). Data validity and statistical conformity with Benford’s Law. Chaos, Solitons & Fractals 144, p. 110740
. DOI:10.1016/j.chaos.2021.110740.





Heilig, F and Lusk, EJ (2018). Testing the Small Size Effect Bias for Benford Screening: The False Negative Signaling Error. Business Management Dynamics 8(6), pp. 2334.





Mir, TA (2016). Citations to articles citing Benford's law: a Benford analysis. arXiv:1602.01205; posted Feb 3, 2016.





Riccioni, J and Cerqueti, R (2018). Regular paths in financial markets: Investigating the Benford’s law. Chaos, Solitons and Fractals 107, pp. 186194. DOI:10.1016/j.chaos.2018.01.008.




