| Topology of correlation-based minimal spanning trees in real and model markets G Bonanno, G Caldarelli, F Lillo, RN Mantegna Physical Review E 68 (4), 046130, 2003 | 613 | 2003 |
| How markets slowly digest changes in supply and demand JP Bouchaud, JD Farmer, F Lillo Handbook of financial markets: dynamics and evolution, 57-160, 2009 | 593 | 2009 |
| Networks of equities in financial markets G Bonanno, G Caldarelli, F Lillo, S Micciche, N Vandewalle, ... The European Physical Journal B 38, 363-371, 2004 | 537 | 2004 |
| The long memory of the efficient market F Lillo, JD Farmer Studies in nonlinear dynamics & econometrics 8 (3), 2004 | 515 | 2004 |
| Master curve for price-impact function F Lillo, JD Farmer, RN Mantegna Nature 421 (6919), 129-130, 2003 | 503 | 2003 |
| Correlation, hierarchies, and networks in financial markets M Tumminello, F Lillo, RN Mantegna Journal of economic behavior & organization 75 (1), 40-58, 2010 | 461 | 2010 |
| What really causes large price changes? J Doyne Farmer 5, L Gillemot, F Lillo, S Mike, A Sen Quantitative finance 4 (4), 383-397, 2004 | 430 | 2004 |
| Cluster analysis for portfolio optimization V Tola, F Lillo, M Gallegati, RN Mantegna Journal of Economic Dynamics and Control 32 (1), 235-258, 2008 | 380 | 2008 |
| High-frequency cross-correlation in a set of stocks G Bonanno, F Lillo, RN Mantegna Taylor & Francis Group 1 (1), 96-104, 2001 | 367 | 2001 |
| The multiplex structure of interbank networks L Bargigli, G Di Iasio, L Infante, F Lillo, F Pierobon Quantitative Finance 15 (4), 673-691, 2015 | 323 | 2015 |
| Modelling the air transport with complex networks: A short review M Zanin, F Lillo The European Physical Journal Special Topics 215 (1), 5-21, 2013 | 308 | 2013 |
| Statistically validated networks in bipartite complex systems M Tumminello, S Micciche, F Lillo, J Piilo, RN Mantegna PloS one 6 (3), e17994, 2011 | 287 | 2011 |
| Market impact and trading profile of hidden orders in stock markets E Moro, J Vicente, LG Moyano, A Gerig, JD Farmer, G Vaglica, F Lillo, ... Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 80 (6 …, 2009 | 220 | 2009 |
| Degree stability of a minimum spanning tree of price return and volatility S Miccichè, G Bonanno, F Lillo, RN Mantegna Physica A: Statistical Mechanics and its Applications 324 (1-2), 66-73, 2003 | 212 | 2003 |
| Spanning trees and bootstrap reliability estimation in correlation-based networks M Tumminello, C Coronnello, F Lillo, S Micciche, RN Mantegna International Journal of Bifurcation and Chaos 17 (07), 2319-2329, 2007 | 199 | 2007 |
| Power-law relaxation in a complex system: Omori law after a financial market crash F Lillo, RN Mantegna Physical Review E 68 (1), 016119, 2003 | 196 | 2003 |
| On the origin of power-law tails in price fluctuations JD Farmer, F Lillo Quantitative Finance 4 (1), 7-11, 2004 | 190 | 2004 |
| Ongoing invasions of the African clawed frog, Xenopus laevis: a global review GJ Measey, D Rödder, SL Green, R Kobayashi, F Lillo, G Lobos, ... Biological Invasions 14, 2255-2270, 2012 | 175 | 2012 |
| Theory for long memory in supply and demand F Lillo, S Mike, JD Farmer Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 71 (6 …, 2005 | 168 | 2005 |
| Levels of complexity in financial markets G Bonanno, F Lillo, RN Mantegna Physica A: Statistical Mechanics and its Applications 299 (1-2), 16-27, 2001 | 163 | 2001 |
