Intraday volatility and scaling in high frequency foreign exchange markets

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

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The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

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Empirical properties of asset returns: stylized facts and statistical issues

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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

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<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