I) V. Plerou, P. Gopikrishnan, B. Rosenow, L. A. N. Amaral, and H. E. Stanley, ``Universal and Non-Universal Properties of Cross-Correlations in Financial Time Series,'' Phys. Rev. Lett. 83, 1471-1474 (1999).
Closely related work: P. Gopikrishnan et al., `Quantifying and Interpreting Collective Behavior in Financial Markets,'' Phys. Rev. E Rapid Communications 64, 035106-1 - 035106-4 (2001) and V. Plerou, et al., ``A Random Matrix approach to Cross-Correlations in Financial Data'', eprint: cond-mat/0108023. [See also Physical Review Focus, 18 August 1999 http://focus.aps.org/v4/st10.html].
II) V. Plerou, P. Gopikrishnan, L. A. N. Amaral, M. Meyer, and H. E. Stanley, ``Scaling of the distribution of price fluctuations of individual companies'' (eprint: cond-mat/9907161), Phys. Rev. E 60, 6519-6529 (1999).
Closely related work: P. Gopikrishnan, V. Plerou, L. A. N. Amaral, M. Meyer, and H. E. Stanley, ``Scaling of the Distributions of Fluctuations of Financial Market Indices,'' Phys. Rev. E 60, 5305-5316 (1999). (eprint: cond-mat/9905305). [See also a related article in Physical Review Focus mentioning the above paper http://focus.aps.org/v6/st28.html]
III) V. Plerou, P. Gopikrishnan, L. A. N. Amaral, X. Gabaix, and H. E. Stanley, ``Diffusion and Economic Fluctuations,'' Phys. Rev. E Rapid Communications 62, R3023-3026 (2000).
Subsequent work: V. Plerou, P. Gopikrishnan, X. Gabaix, and H. E. Stanley, ``Quantifying Stock Price Response to Demand Fluctuations'' (eprint: cond-mat/0106657); V. Plerou, P. Gopikrishnan, and H. E. Stanley, ``Symmetry Breaking in Stock Demand'' (eprint: cond-mat/0111349).