Theory of Financial Risks: From Statistical Physics to Risk Management JP Bouchaud, M Potters Cambridge University Press, 2000 | 2478* | 2000 |

Noise dressing of financial correlation matrices L Laloux, P Cizeau, JP Bouchaud, M Potters Physical review letters 83 (7), 1467, 1999 | 1214 | 1999 |

Theory of financial risk and derivative pricing: from statistical physics to risk management JP Bouchaud, M Potters Cambridge University Press, 2003 | 1180 | 2003 |

Fluctuations and response in financial markets: the subtle nature of ‘random’price changes JP Bouchaud, Y Gefen, M Potters, M Wyart Quantitative finance 4 (2), 176-190, 2004 | 445 | 2004 |

Leverage effect in financial markets: The retarded volatility model JP Bouchaud, A Matacz, M Potters Physical review letters 87 (22), 228701, 2001 | 370 | 2001 |

Random matrix theory and financial correlations L Laloux, P Cizeau, M Potters, JP Bouchaud International Journal of Theoretical and Applied Finance 3 (03), 391-397, 2000 | 368 | 2000 |

Statistical properties of stock order books: empirical results and models JP Bouchaud, M Mézard, M Potters Quantitative finance 2 (4), 251-256, 2002 | 365 | 2002 |

More statistical properties of order books and price impact M Potters, JP Bouchaud Physica A: Statistical Mechanics and its Applications 324 (1-2), 133-140, 2003 | 294 | 2003 |

Scaling in stock market data: stable laws and beyond R Cont, M Potters, JP Bouchaud Scale invariance and beyond, 75-85, 1997 | 200 | 1997 |

Financial applications of random matrix theory: Old laces and new pieces M Potters, JP Bouchaud, L Laloux Acta Physica Polonica B 36 (9), 2767, 2005 | 190 | 2005 |

Apparent multifractality in financial time series JP Bouchaud, M Potters, M Meyer The European Physical Journal B-Condensed Matter and Complex Systems 13 (3 …, 2000 | 189 | 2000 |

Théorie des risques financiers JP Bouchaud, M Potters Alea-Saclay, Eyrolles, Paris, 1997 | 172 | 1997 |

Relation between bid–ask spread, impact and volatility in order-driven markets M Wyart, JP Bouchaud, J Kockelkoren, M Potters, M Vettorazzo Quantitative Finance 8 (1), 41-57, 2008 | 161 | 2008 |

Financial markets as adaptive systems M Potters, R Cont, JP Bouchaud EPL (Europhysics Letters) 41 (3), 239, 1998 | 160 | 1998 |

Random walks, liquidity molasses and critical response in financial markets JP Bouchaud, J Kockelkoren, M Potters Quantitative finance 6 (02), 115-123, 2006 | 149 | 2006 |

Financial applications of random matrix theory: a short review JP Bouchaud, M Potters The Oxford Handbook of Random Matrix Theory, 824-850, 2009 | 129 | 2009 |

Rational decisions, random matrices and spin glasses S Galluccio, JP Bouchaud, M Potters Physica A: Statistical Mechanics and its Applications 259 (3-4), 449-456, 1998 | 106 | 1998 |

On the top eigenvalue of heavy-tailed random matrices G Biroli, JP Bouchaud, M Potters EPL (Europhysics Letters) 78 (1), 10001, 2007 | 98 | 2007 |

Mean-field equations for spin models with orthogonal interaction matrices G Parisi, M Potters Journal of Physics A: Mathematical and General 28 (18), 5267, 1995 | 90 | 1995 |

More stylized facts of financial markets: leverage effect and downside correlations JP Bouchaud, M Potters Physica A: Statistical Mechanics and its Applications 299 (1-2), 60-70, 2001 | 89 | 2001 |