In fully developed turbulence, velocity fluctuations are characterized by an intermittent behaviour, which is reflected in the leptokurtic nature of the pdf of velocity increments. Experimentalists usually measure the velocity v(t) as a function of time. The velocity changes are anticorrelated while S&P 500 changes are essentially uncorrelated. On the other hand, the peaks of record sales caused by new releases displays analogy to turbulence in the fluid mechanics  rather than the financial markets. The Hurst exponent, the DCCA methods and hierarchical structure in phonographic and financial markets are also discussed.

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1. Diffusion paths between hit singles charts in Europe.
2. Does pop music exist? Hierarchical structure in phonographic market.
3. Lifetime of correlations between stocks on established and emerging markets
4. Lifetime of correlations between stocks