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

Empirical Finance, Financial Market Fluctuations, Economics +4

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

Empirical Finance, Spectral Theory, Volatility Modeling +18

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 · 934 citations · Full text

Financial Economics, Asset Pricing, Financial Data +11

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 · 880 citations · Full text

Empirical Finance, Economics, Volatility Modeling +14

Institutional Investors and Stock Market Volatility

Xavier Gabaix, Parameswaran Gopikrishnan, Vasiliki Plerou et al. · The Quarterly Journal of Economics · 2006 · 547 citations