Fabrizio Lillo

Master curve for price-impact function

Fabrizio Lillo, J. Doyne Farmer, Rosario N. Mantegna · Nature · 2003 · 466 citations

Business, Business Economics, Economics +8

Topology of correlation-based minimal spanning trees in real and model markets

G. Bonanno, Guido Caldarelli, Fabrizio Lillo et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2003 · 463 citations · Full text

Social Sciences, Economics, Finance +16

Networks of equities in financial markets

G. Bonanno, Guido Caldarelli, Fabrizio Lillo et al. · The European Physical Journal B · 2004 · 407 citations · Full text

Business, Economics, Finance +11

Correlation, hierarchies, and networks in financial markets

Michele Tumminello, Fabrizio Lillo · Scuola Normale Superiore di Pisa · 2010 · 370 citations

Business, Finance, Financial Markets +16

The Long Memory of the Efficient Market

Fabrizio Lillo, J. Doyne Farmer · Studies in Nonlinear Dynamics and Econometrics · 2004 · 356 citations

Social Sciences, Economics, Finance +13