* حسینی، سید عقیل و محسن رنانی(1393). " نقد روش‌شناختی اقتصاد فیزیک و کاربرد آن در تحلیل نظام توزیعی سرمایه‌داری " مجله اقتصاد تطبیقی، شماره 1، صفحه 71-107.
* حسینیون, نیلوفرسادات, بهنامه, مهدی ابراهیمی سالاری, تقی. (1395). بررسی انتقال تلاطم نرخ بازده بین بازار‌‌‌‌‌های سهام، طلا و ارز در ایران. پژوهشهای اقتصادی ایران, 21(66), 123-150.
* سینایی، حسینعلی و داوودی، عبدالله، (1388)، "بررسی رابطه شفاف سازی اطلاعات مالی و رفتار سرمایه گذاران در بورس اوراق بهادار تهران"، تحقیقات مالی، شماره 27، ص.ص60-43.
* عباسیان، عزت الله و محمودی، وحید، فرزانگان، الهام (1389) ،"شناسایی حباب قیمتی سهام عادی بورس اوراق بهادار تهران با استفاده از مدل ارزش حال "، فصلنامه بررسی‌های حسابداری و حسابرسی، ص.ص92-75.
* عباسی نژاد, حسین, محمدی, شاپور, ابراهیمی, سجاد. (1396). پویایی‌های رابطۀ متغیرهای کلان و شاخص بازار سهام. مدیریت دارایی و تأمین مالی, 5(1), 61-82.
* Atef. M., and S. Sakr., (2012). "The Predictive Power of Fundamental Analysis in Terms of Stock Return and Future Profitability Performance in Egyptian Stock Market: Empirical Study". International Research Journal of Finance and Economics, Vol. 92, pp:43-58.
* Banner, A., R. Fernholz, & I. Karatzas. (2005). "On Atlas Models of Equity Markets". Annals of Applied Probability, 15, 2296-2330.
* Bucsa, G., F. Govanovic, & C. Schinckus. (2011). “A Unified Model for Price Return Distributions Used in Econophysics” Physica A, Vol. 390, 3435-3443.
* Castaing, B., Y. Gagne, & E. Hopfinger. (1990). "Velocity Probability Density Functions of High Reynolds Number Turbulence”. Physica. D: Nonlinear Phenomena, 46(2), 177-200.
* Duffie, D. (1992). Dynamic Asset Pricing Theory. Princeton University Press:Princeton,N.J.
* Durlauf. S., (2005). "Complexity and ٍEmpirical Economics", the Economic Journal, Vol. 115. pp:225–243.
* Farmer. D. J., M. Shubik, & E. Smith., (2005). "Is Economics the Next Physical Science?", Physics Today, Vol. 58. pp:37–42.
* Fernholz, R. (1999). Portfolio Generating Functions. In M. Avellaneda(ed.), Quantitative Analysis in Financial Markets. World Scientific River Edge, NJ, US.
* Fernholz, R., A. Karatzas, & F. Kardaras. (2005). "Finance & Stochastics". Working Paper. Retrieved from www.worldscientific.com
* Fernholz, R., & I. Karatzas. (2006). "Stochastic Portfolio Theory: An Overview". Working Paper. (No.24).
* Goodness. C., (2015). “Does oil price uncertainty matter for stock returns in South Africa?”, Investment Management and Financial Innovations. Vol. 12., PP:179-188
* Jain, A., & Biswal, P. C. (2016). Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. Resources Policy, 49, 179-185.
* Ibe, O. (2013). Markov processes for stochastic modeling. Newnes. Obukhov, A. M. (1962). "Some Specific Features of Atmospheric Turbulence".
Journal of Fluid Mechanics, Vol. 13, PP:77–81.
* Jackman, S. (2000). "Estimation and Inference via Bayesian Simulation: An Introduction to Markov Chain Monte Carlo" American Journal of Political Science, Vol. 44, PP:369–398.
* Jung. S., and H. L. Swinney., (2005) "Velocity ِDifference Statistics in Turbulence", Physical Review, Vol. 72, pp:1-7.
* Karatzas, I., & C. Karatzas. (2007). "The Numeraire Portfolio and Arbitrage in Semi-Martingale Markets". Finance & Stochastic, Vol. 11., pp:447-493.
* Karatzas, I., & Kou, S. G. (1996). On the pricing of contingent claims under constraints. The Annals of Applied Probability, Vol. 6, PP:321-369.
* Mantegna, R. N., & H. E. Stanley. (2000). An Introduction to Econophysics. Cambridge: Cambridge University Press.
* Markowitz, H. (1952). "Portfolio Selection", Journal of Finance, Vol. 7, PP: 77-91.
* Matesanz, D., & G. J. Ortega. (2008). “A (Econophysics) NoteonVolatilityin Exchange Rate TimeSeries Entropyasa Ranking Criterion”. International Journal of Modern Physics C, Vol. 19, No. 7 pp: 1095-1103.
* Matilla-García, M., M. R., Marín, & M. I. Dore. (2014). “A permutation entropy based test for causality: The volume–stock price relation”. Physica A: Statistical Mechanics and its Applications, 398, 280-288.
* Moore, K., P. Sun., C. D. Vries., & C. Zhou., (2013). "The Cross-Section of Tail Risks in Stock Returns", MPRA Paper No. 45592,. Online at http://mpra.ub.uni-muenchen.de/45592/.
* Newman. M. E. J., (2005). " Power Laws, Pareto Distributions and Zipf’s Law", Contemporary Physics, Vol. 46. pp:323–351.
* Osbourne. M. F. M.,(1959), " Brownian Motion in the Stock Market", Operations Research, Vol. 7. pp:145–173.
* Plerou. V., P. Gopikrishnan, X. Gabaix, and H. E. Stanley., (2002). "Quantifying Stock-Price Response to Demand Fluctuations", Physical review, Vol. 66. pp:027104.
* Pisarenko, V., & D. Sornette. (2006). New statistic for financial return distributions: Power-law or exponential?. Physica A: Statistical Mechanics and its Applications, Vol. 366, PP:387-400.
* Samuelson, P. A. (1965). Proof that properly anticipated prices fluctuate randomly.
* Stanley. H. E., (2003). "Statistical Physics and Economic Fluctuations: Do Outliers Exist?", Physica, Vol. 318. pp:279–292
)