Power–law properties of Chinese stock market

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

Social Sciences, Economics, Finance +17

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

Social Sciences, Business Economics, Economics +7

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

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

Inverse cubic law for the distribution of stock price variations

Parameswaran Gopikrishnan, Martin Meyer, Luı́s A. Nunes Amaral et al. · The European Physical Journal B · 1998 · 590 citations · Full text

Business, Economics, Finance +10