112 citations · 679 across the 19 of their papers we have counts for
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cond-mat.stat-mech2003
Fluctuations and response in financial markets: the subtle nature of `random' price changes
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters +1
Using Trades and Quotes data from the Paris stock market, we show that the random walk nature of traded prices results from a very delicate interplay between two opposite tendencie…
cond-mat.dis-nn2003
Statistical Properties of The First Excited State of an Interacting Many Particle Disordered System
Richard Berkovits, Yuval Gefen, Igor V. Lerner +1
The distribution of the first many-body excitation energy of a weakly and moderately interacting electron gas in a finite conductor (in the diffusive regime) is calculated. A…