Crude oil market efficiency and modeling: Insights from the multiscaling autocorrelation pattern

Prospect Theory: An Analysis of Decision under Risk

Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations

Business, Decision Sciences, Insurance +17

Mosaic organization of DNA nucleotides

Chung‐Kang Peng, Sergey V. Buldyrev, Shlomo Havlin et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 5K citations · Full text

Life Sciences, Genetics, Molecular Biology +8

Long-Term Memory in Stock Market Prices

Andrew W. Lo · Econometrica · 1991 · 1.7K citations · Full text

Social Sciences, Economics, Finance +17

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Eduardo S. Schwartz, James E. Smith · Management Science · 2000 · 1.1K citations

Business, Business Economics, Economics +17

Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles

Mark P. Taylor, David Peel, Lucio Sarno · International Economic Review · 2001 · 1K citations

Social Sciences, Economics, Financial Economics +15