Quantifying price fluctuations in the Brazilian stock market

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Power-law distributions in empirical data

Aaron Clauset, Cosma Rohilla Shalizi, M. E. J. Newman · Figshare · 2018 · 6.8K citations · Full text

Natural Sciences, Data Science, Data Mining +14

A Simple General Approach to Inference About the Tail of a Distribution

Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

<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 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