Most cited documents in this series:

Year	Title	Cited
1997	Emergence of cooperation and organization in an evolutionary game RePEc:eee:phsmap:v:246:y:1997:i:3:p:407-418 [Citation Analysis]	42
1997	Price variations in a stock market with many agents RePEc:eee:phsmap:v:246:y:1997:i:3:p:430-453 [Citation Analysis]	31
2003	More statistical properties of order books and price impact RePEc:eee:phsmap:v:324:y:2003:i:1:p:133-140 [Citation Analysis]	27
1997	Large financial crashes RePEc:eee:phsmap:v:245:y:1997:i:3:p:411-422 [Citation Analysis]	24
2005	Structure and evolution of the world trade network RePEc:eee:phsmap:v:355:y:2005:i:1:p:138-144 [Citation Analysis]	22
2001	Differentiating intraday seasonalities through wavelet multi-scaling RePEc:eee:phsmap:v:289:y:2001:i:3:p:543-556 [Citation Analysis]	21
2000	Wealth condensation in a simple model of economy RePEc:eee:phsmap:v:282:y:2000:i:3:p:536-545 [Citation Analysis]	21
2003	On the size distribution of firms: additional evidence from the G7 countries RePEc:eee:phsmap:v:324:y:2003:i:1:p:117-123 [Citation Analysis]	20
1997	Scaling behavior in economics: The problem of quantifying company growth RePEc:eee:phsmap:v:244:y:1997:i:1:p:1-24 [Citation Analysis]	18
2000	Simple model of a limit order-driven market RePEc:eee:phsmap:v:278:y:2000:i:3:p:571-578 [Citation Analysis]	17
2003	Reconstructing an economic space from a market metric RePEc:eee:phsmap:v:323:y:2003:i:c:p:635-650 [Citation Analysis]	17
2001	Agent-based simulation of a financial market RePEc:eee:phsmap:v:299:y:2001:i:1:p:319-327 [Citation Analysis]	16
2001	Scaling properties of foreign exchange volatility RePEc:eee:phsmap:v:289:y:2001:i:1:p:249-266 [Citation Analysis]	16
2003	Nonlinear dynamics in the Cournot duopoly game with heterogeneous players RePEc:eee:phsmap:v:320:y:2003:i:c:p:512-524 [Citation Analysis]	16
2003	Dynamic asset trees and Black Monday RePEc:eee:phsmap:v:324:y:2003:i:1:p:247-252 [Citation Analysis]	15
1998	On the minority game: Analytical and numerical studies RePEc:eee:phsmap:v:256:y:1998:i:3:p:514-532 [Citation Analysis]	14
2004	Modeling electricity prices: jump diffusion and regime switching RePEc:eee:phsmap:v:336:y:2004:i:1:p:39-48 [Citation Analysis]	13
2000	Marketing percolation RePEc:eee:phsmap:v:284:y:2000:i:1:p:335-347 [Citation Analysis]	13
2004	Pareto law in a kinetic model of market with random saving propensity RePEc:eee:phsmap:v:335:y:2004:i:1:p:155-163 [Citation Analysis]	13
2001	A model for the growth dynamics of economic organizations RePEc:eee:phsmap:v:299:y:2001:i:1:p:127-136 [Citation Analysis]	13
2002	Multifractal detrended fluctuation analysis of nonstationary time series RePEc:eee:phsmap:v:316:y:2002:i:1:p:87-114 [Citation Analysis]	12
2003	On size and growth of business firms RePEc:eee:phsmap:v:324:y:2003:i:1:p:38-44 [Citation Analysis]	12
1997	New evidence for the power-law distribution of wealth RePEc:eee:phsmap:v:242:y:1997:i:1:p:90-94 [Citation Analysis]	12
2000	Fractional calculus and continuous-time finance II: the waiting-time distribution RePEc:eee:phsmap:v:287:y:2000:i:3:p:468-481 [Citation Analysis]	12
2000	Social percolation models RePEc:eee:phsmap:v:277:y:2000:i:1:p:239-247 [Citation Analysis]	12
2011	Evolutionary model of an anonymous consumer durable market RePEc:eee:phsmap:v:390:y:2011:i:14:p:2692-2715 [Citation Analysis]	12
2000	Property insurance loss distributions RePEc:eee:phsmap:v:287:y:2000:i:1:p:269-278 [Citation Analysis]	11
2004	Fearless versus fearful speculative financial bubbles RePEc:eee:phsmap:v:337:y:2004:i:3:p:565-585 [Citation Analysis]	11
2002	Oscillatory finite-time singularities in finance, population and rupture RePEc:eee:phsmap:v:307:y:2002:i:1:p:63-106 [Citation Analysis]	11
2004	The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient RePEc:eee:phsmap:v:336:y:2004:i:3:p:521-537 [Citation Analysis]	11
2005	Goodness-of-fit test for copulas RePEc:eee:phsmap:v:355:y:2005:i:1:p:176-182 [Citation Analysis]	11
2002	Evolution of the social network of scientific collaborations RePEc:eee:phsmap:v:311:y:2002:i:3:p:590-614 [Citation Analysis]	11
2005	Power law tails in the Italian personal income distribution RePEc:eee:phsmap:v:350:y:2005:i:2:p:427-438 [Citation Analysis]	11
2000	Company size distribution in different countries RePEc:eee:phsmap:v:277:y:2000:i:1:p:220-227 [Citation Analysis]	11
2001	Exponential and power-law probability distributions of wealth and income in the United Kingdom and the United States RePEc:eee:phsmap:v:299:y:2001:i:1:p:213-221 [Citation Analysis]	11
2006	Equilibrium econophysics: A unified formalism for neoclassical economics and equilibrium thermodynamics RePEc:eee:phsmap:v:371:y:2006:i:2:p:492-512 [Citation Analysis]	10
2002	An introduction to statistical finance RePEc:eee:phsmap:v:313:y:2002:i:1:p:238-251 [Citation Analysis]	10
2000	Modeling market mechanism with minority game RePEc:eee:phsmap:v:276:y:2000:i:1:p:284-315 [Citation Analysis]	10
2006	Worrying trends in econophysics RePEc:eee:phsmap:v:370:y:2006:i:1:p:1-6 [Citation Analysis]	10
2004	Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact RePEc:eee:phsmap:v:344:y:2004:i:1:p:227-235 [Citation Analysis]	10
2005	A stabilization theorem for dynamics of continuous opinions RePEc:eee:phsmap:v:355:y:2005:i:1:p:217-223 [Citation Analysis]	9
2002	Multifractal Hurst analysis of crude oil prices RePEc:eee:phsmap:v:313:y:2002:i:3:p:651-670 [Citation Analysis]	9
2002	Quantum market games RePEc:eee:phsmap:v:312:y:2002:i:1:p:208-216 [Citation Analysis]	9
2001	Levels of complexity in financial markets RePEc:eee:phsmap:v:299:y:2001:i:1:p:16-27 [Citation Analysis]	9
2005	Controlling firms through the majority voting rule RePEc:eee:phsmap:v:355:y:2005:i:2:p:509-529 [Citation Analysis]	9
2008	On the topological properties of the world trade web: A weighted network analysis RePEc:eee:phsmap:v:387:y:2008:i:15:p:3868-3873 [Citation Analysis]	9
2007	The topology of interbank payment flows RePEc:eee:phsmap:v:379:y:2007:i:1:p:317-333 [Citation Analysis]	9
2004	Zipf law in firms bankruptcy RePEc:eee:phsmap:v:337:y:2004:i:1:p:219-230 [Citation Analysis]	9
2005	A comment on measuring the Hurst exponent of financial time series RePEc:eee:phsmap:v:348:y:2005:i:c:p:404-418 [Citation Analysis]	8
2005	Why are economists sceptical about agent-based simulations? RePEc:eee:phsmap:v:355:y:2005:i:1:p:103-109 [Citation Analysis]	8

Citing documents used to compute impact factor 29:

Year	Title	See
2011	Inertia in binary choices: Continuity breaking and big-bang bifurcation points RePEc:eee:jeborg:v:80:y:2011:i:1:p:153-167	[Citation Analysis]
2011	Distinguishing manipulated stocks via trading network analysis RePEc:arx:papers:1110.2260	[Citation Analysis]
2011	Energy and the State of Nations RePEc:ris:ewikln:2011_011	[Citation Analysis]
2011	Power laws in top wealth distributions: evidence from Canada RePEc:spr:empeco:v:41:y:2011:i:2:p:473-486	[Citation Analysis]
2011	Which Matters the Most for the Trading Index? (Law and Order or Weather Conditions) RePEc:pra:mprapa:34736	[Citation Analysis]
2011	Network Structure and City Size RePEc:nex:wpaper:networkstructureandcitysize	[Citation Analysis]
2011	Scaling and universality in the position profiles of order cancellations in an emerging stock market RePEc:arx:papers:1112.6085	[Citation Analysis]
2011	Co-movements in commodity prices: a note based on network analysis RePEc:qut:dpaper:274	[Citation Analysis]
2011	Multifractal features of spot rates in the Liquid Petroleum Gas shipping market RePEc:eee:eneeco:v:33:y:2011:i:1:p:88-98	[Citation Analysis]
2011	Can GARCH-class models capture long memory in WTI crude oil markets? RePEc:eee:ecmode:v:28:y:2011:i:3:p:921-927	[Citation Analysis]
2011	A Map of the Brazilian Stock Market RePEc:arx:papers:1107.4146	[Citation Analysis]
2011	The Japanese economy in crises: A time series segmentation study RePEc:zbw:ifwedp:201124	[Citation Analysis]
2011	Power laws in top wealth distributions: evidence from Canada RePEc:spr:empeco:v:41:y:2011:i:2:p:473-486	[Citation Analysis]
2011	A new method for measuring tail exponents of firm size distributions RePEc:zbw:ifweej:201120	[Citation Analysis]
2011	Modeling Default Probabilities: the case of Brazil RePEc:bcb:wpaper:232	[Citation Analysis]
2011	Modeling default probabilities: The case of Brazil RePEc:eee:intfin:v:21:y:2011:i:4:p:513-534	[Citation Analysis]
2011	What can econophysics contribute to financial economics? RePEc:spr:inrvec:v:58:y:2011:i:2:p:147-163	[Citation Analysis]
2011	Econophysics: agent-based models RePEc:hal:journl:hal-00621059	[Citation Analysis]
2011	Cluster formation and evolution in networks of financial market indices RePEc:arx:papers:1111.5069	[Citation Analysis]
2011	Pruning a Minimum Spanning Tree RePEc:arx:papers:1109.0642	[Citation Analysis]
2011	Distinguishing manipulated stocks via trading network analysis RePEc:arx:papers:1110.2260	[Citation Analysis]
2011	Multiscale entropy analysis of crude oil price dynamics RePEc:eee:eneeco:v:33:y:2011:i:5:p:936-947	[Citation Analysis]
2011	The formation of share market prices under heterogeneous beliefs and common knowledge RePEc:arx:papers:1105.3228	[Citation Analysis]
2011	Econophysics: Bridges over a Turbulent Current RePEc:arx:papers:1107.5373	[Citation Analysis]
2011	Intraday volatility and scaling in high frequency foreign exchange markets RePEc:eee:finana:v:20:y:2011:i:3:p:121-126	[Citation Analysis]
2011	From microscopic taxation and redistribution models to macroscopic income distributions RePEc:arx:papers:1109.0606	[Citation Analysis]
2011	Firm dynamics in a closed, conserved economy: A model of size distribution of employment and related statistics RePEc:arx:papers:1112.2168	[Citation Analysis]
2011	Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread RePEc:spr:jeicoo:v:6:y:2011:i:2:p:93-120	[Citation Analysis]
2011	A semi-Markov model with memory for price changes RePEc:arx:papers:1109.4259	[Citation Analysis]

Cites in year: CiY