| Noise dressing of financial correlation matrices L Laloux, P Cizeau, JP Bouchaud, M Potters Physical review letters 83 (7), 1467, 1999 | 1612 | 1999 |
| Theory of financial risks JP Bouchaud, M Potters Cambridge University Press, Cambridge, 2000 | 1580 | 2000 |
| Theory of financial risk and derivative pricing: from statistical physics to risk management JP Bouchaud, M Potters Cambridge University Press, 2003 | 1560 | 2003 |
| 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 | 638 | 2000 |
| Fluctuations and response in financial markets: thesubtle nature ofrandom'price changes JP Bouchaud, Y Gefen, M Potters, M Wyart Quantitative finance 4 (2), 176, 2003 | 633 | 2003 |
| Statistical properties of stock order books: empirical results and models JP Bouchaud, M Mézard, M Potters Quantitative finance 2 (4), 251, 2002 | 521 | 2002 |
| Leverage effect in financial markets: The retarded volatility model JP Bouchaud, A Matacz, M Potters Physical review letters 87 (22), 228701, 2001 | 486 | 2001 |
| 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 | 393 | 2003 |
| Cleaning large correlation matrices: tools from random matrix theory J Bun, JP Bouchaud, M Potters Physics Reports 666, 1-109, 2017 | 360 | 2017 |
| Scaling in stock market data: stable laws and beyond R Cont, M Potters, JP Bouchaud Scale invariance and beyond, 75-85, 1997 | 264 | 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 | 256 | 2005 |
| Apparent multifractality in financial time series JP Bouchaud, M Potters, M Meyer The European Physical Journal B-Condensed Matter and Complex Systems 13, 595-599, 2000 | 233 | 2000 |
| A First Course in Random Matrix Theory M Potters, JP Bouchaud Cambridge University Press, 2020 | 211 | 2020 |
| 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 | 200 | 2008 |
| Théorie des risques financiers JP Bouchaud, M Potters Alea-Saclay, Eyrolles, Paris, 1997 | 191 | 1997 |
| Random walks, liquidity molasses and critical response in financial markets JP Bouchaud, J Kockelkoren, M Potters Quantitative finance 6 (02), 115-123, 2006 | 187 | 2006 |
| Financial markets as adaptive systems M Potters, R Cont, JP Bouchaud Europhysics letters 41 (3), 239, 1998 | 179 | 1998 |
| Financial applications of random matrix theory: a short review JP Bouchaud, M Potters | 141 | 2015 |
| 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 | 137 | 1998 |
| Financial applications of random matrix theory: a short review JP Bouchaud, M Potters The Oxford Handbook of Random Matrix Theory, 824-850, 2009 | 127 | 2009 |
Jean-Philippe BouchaudHead of Research, CFMVerified email at cfm.fr