Quantifying economic fluctuations
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- Introduction to Econophysics
- Power laws in economics and finance: some ideas from physics
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- How trading activity scales with company size in the FTSE 100
- Price fluctuations, market activity and trading volume
- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
- On the origin of power-law tails in price fluctuations
- The seismography of crashes in financial markets
- Price fluctuations and market activity
- Collective behavior of stock price movements - a random matrix theory approach
- Quantifying and understanding the economics of large financial movements
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