Herd behaviors in the stock and foreign exchange markets

<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

Econophysics, Economics, Financial Economics +11

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.7K citations

Econophysics, Index System, Economics +8

Diffusion in regular and disordered lattices

Joseph W. Haus, K. W. Kehr · Physics Reports · 1987 · 1.1K citations

Quantum Lattice System, Physics, Condensed Matter Physics +2

Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

Rosario N. Mantegna, H. Eugene Stanley · Physical Review Letters · 1994 · 871 citations

Engineering, L\'evy Flight, Stochastic Processes +12

Fractional calculus and continuous-time finance

Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi · Physica A Statistical Mechanics and its Applications · 2000 · 849 citations · Full text

Fractional-order System, Fractional Dynamic, Financial Engineering +1