Most cited documents in this series:

Year	Title	Cited
1997	Herd behavior and aggregate fluctuations in financial markets RePEc:sfi:sfiwpa:500028 [Citation Analysis]	29
2002	Statistical properties of stock order books: empirical results and models RePEc:sfi:sfiwpa:0203511 [Citation Analysis]	22
1998	Noise dressing of financial correlation matrices RePEc:sfi:sfiwpa:500051 [Citation Analysis]	22
2002	More statistical properties of order books and price impact RePEc:sfi:sfiwpa:0210710 [Citation Analysis]	21
2000	Wealth condensation in a simple model of economy RePEc:sfi:sfiwpa:500026 [Citation Analysis]	19
1998	A Langevin approach to stock market fluctuations and crashes RePEc:sfi:sfiwpa:500027 [Citation Analysis]	18
1997	Scaling in stock market data: stable laws and beyond RePEc:sfi:sfiwpa:9705087 [Citation Analysis]	17
2002	An introduction to statistical finance RePEc:sfi:sfiwpa:313238 [Citation Analysis]	9
1996	Financial markets as adaptative systems RePEc:sfi:sfiwpa:500037 [Citation Analysis]	8
1999	Apparent multifractality in financial time series RePEc:sfi:sfiwpa:9906347 [Citation Analysis]	8
2004	Random walks, liquidity molasses and critical response in financial markets RePEc:sfi:sfiwpa:500063 [Citation Analysis]	7
1998	Elements for a theory of financial risks RePEc:sfi:sfiwpa:500042 [Citation Analysis]	7
1997	Financial modeling and option theory with the truncated Lévy process RePEc:sfi:sfiwpa:500035 [Citation Analysis]	7
1997	Phenomenology of the interest rate curve RePEc:sfi:sfiwpa:500048 [Citation Analysis]	7
2006	Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets RePEc:sfi:sfiwpa:500067 [Citation Analysis]	6
1998	Rational decisions, random matrices and spin glasses RePEc:sfi:sfiwpa:500054 [Citation Analysis]	6
1999	Random matrix theory and financial correlations RePEc:sfi:sfiwpa:500053 [Citation Analysis]	6
1999	Random matrix theory RePEc:sfi:sfiwpa:500052 [Citation Analysis]	5
2001	The leverage effect in financial markets: retarded volatility and market panic RePEc:sfi:sfiwpa:0101120 [Citation Analysis]	5
1994	The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes RePEc:sfi:sfiwpa:500040 [Citation Analysis]	5
1997	Missing information and asset allocation RePEc:sfi:sfiwpa:500045 [Citation Analysis]	4
2001	More stylized facts of financial markets: leverage effect and downside correlations RePEc:sfi:sfiwpa:29960 [Citation Analysis]	4
2000	Power-laws in economics and finance: some ideas from physics RePEc:sfi:sfiwpa:500023 [Citation Analysis]	4
2003	Fluctuations and response in financial markets: the subtle nature of `random price changes RePEc:sfi:sfiwpa:0307332 [Citation Analysis]	4
2005	Trend followers lose more often than they gain RePEc:sfi:sfiwpa:500065 [Citation Analysis]	4
1999	An empirical investigation of the forward interest rate term structure RePEc:sfi:sfiwpa:500047 [Citation Analysis]	4
2002	The skewed multifractal random walk with applications to option smiles RePEc:sfi:sfiwpa:0204047 [Citation Analysis]	3
2001	Microscopic models for long ranged volatility correlations RePEc:sfi:sfiwpa:500024 [Citation Analysis]	3
1997	Option pricing in the presence of extreme fluctuations RePEc:sfi:sfiwpa:500038 [Citation Analysis]	2
2000	Hedged Monte-Carlo: low variance derivative pricing with objective probabilities RePEc:sfi:sfiwpa:500031 [Citation Analysis]	2
2005	Theory of collective opinion shifts: from smooth trends to abrupt swings RePEc:sfi:sfiwpa:500060 [Citation Analysis]	2
2005	Financial Applications of Random Matrix Theory: Old Laces and New Pieces RePEc:sfi:sfiwpa:500058 [Citation Analysis]	2
1998	Strings Attached RePEc:sfi:sfiwpa:500049 [Citation Analysis]	2
2005	Large dimension forecasting models and random singular value spectra RePEc:sfi:sfiwpa:500066 [Citation Analysis]	2
1995	Real-world options: smile and residual risk RePEc:sfi:sfiwpa:500039 [Citation Analysis]	2
2000	Hedging large risks reduces the transaction costs RePEc:sfi:sfiwpa:500033 [Citation Analysis]	2
2000	Population dynamics in a random environment RePEc:sfi:sfiwpa:500025 [Citation Analysis]	1
1996	Comment on Turbulent cascades in foreign exchange markets RePEc:sfi:sfiwpa:9607120 [Citation Analysis]	1
1999	Worst fluctuation method for fast value-at-risk estimates RePEc:sfi:sfiwpa:9909245 [Citation Analysis]	1
2002	Bubbles, crashes and intermittency in agent based market models RePEc:sfi:sfiwpa:500022 [Citation Analysis]	1
1998	Are financial crashes predictable? RePEc:sfi:sfiwpa:9804111 [Citation Analysis]	1
2000	Path dependent option pricing: the path integral partial averaging method RePEc:sfi:sfiwpa:500034 [Citation Analysis]	1
2003	Self-referential behaviour, overreaction and conventions in financial markets RePEc:sfi:sfiwpa:500020 [Citation Analysis]	1

Citing documents used to compute impact factor 0:

Year	Title	See

Cites in year: CiY