Vasiliki Plerou

A theory of power-law distributions in financial market fluctuations

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · Nature · 2003 · 1.3K citations

Business, Finance, Mathematics +14

Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical Review Letters · 1999 · 1K citations · Full text

Computing, Economics, Finance +11

Random matrix approach to cross correlations in financial data

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 2002 · 950 citations · Full text

Business, Economics, Finance +16

Scaling of the distribution of fluctuations of financial market indices

Parameswaran Gopikrishnan, Vasiliki Plerou, Luı́s A. Nunes Amaral et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 888 citations · Full text

Business, Economics, Finance +15

Institutional Investors and Stock Market Volatility

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · The Quarterly Journal of Economics · 2006 · 550 citations

Business, Economics, Finance +12