Statistical properties of stock market indices of different economies

Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna · Journal of Banking & Finance · 2004 · 434 citations

Business, Economics, Finance +17

Scaling behaviors in differently developed markets

Tiziana Di Matteo, Tomaso Aste, Michel M. Dacorogna · Physica A Statistical Mechanics and its Applications · 2003 · 292 citations

Agriculture, Business Economics, Economics +4

Econophysics: financial time series from a statistical physics point of view

Vasiliki Plerou, Parameswaran Gopikrishnan, Bernd Rosenow et al. · Physica A Statistical Mechanics and its Applications · 2000 · 167 citations

Business, Finance, Physics +14

Characteristics of the Korean stock market correlations

Woo‐Sung Jung, Seung Byung Chae, Jae‐Suk Yang et al. · Physica A Statistical Mechanics and its Applications · 2005 · 107 citations · Full text

Business, Economics, Finance +12

Scale invariance and universality of economic fluctuations

H. Eugene Stanley, Luı́s A. Nunes Amaral, Parameswaran Gopikrishnan et al. · Physica A Statistical Mechanics and its Applications · 2000 · 63 citations

Natural Sciences, Economics, Physics +12