|
1
|
A theory of power-law distributions in financial market fluctuations.
|
Nature
|
2003
|
5.19
|
|
2
|
Random matrix approach to cross correlations in financial data.
|
Phys Rev E Stat Nonlin Soft Matter Phys
|
2002
|
2.52
|
|
3
|
Quantifying stock-price response to demand fluctuations.
|
Phys Rev E Stat Nonlin Soft Matter Phys
|
2002
|
1.95
|
|
4
|
Econophysics: Two-phase behaviour of financial markets.
|
Nature
|
2003
|
1.31
|
|
5
|
Quantifying fluctuations in market liquidity: analysis of the bid-ask spread.
|
Phys Rev E Stat Nonlin Soft Matter Phys
|
2005
|
0.83
|