This is a very good question with lots of possible answers.

To get started, see the special issue on econphysics in

https://www.researchgate.net/publication/51918764_Econophysics_Bridges_over_a_Turbulent_Current

See, also

https://www.researchgate.net/publication/10957933_Econophysics_-_Two-phase_behaviour_of_financial_markets

https://www.researchgate.net/publication/264981871_Race_gender_and_the_econophysics_of_income_distribution_in_the_USA

https://www.researchgate.net/publication/222669555_Worrying_trends_in_econophysics

More to the point, see Victor M. Yakovenko's article on research in econophysics:

http://physics.umd.edu/~yakovenk/papers/condmat-0302270.pdf

and

http://physics.umd.edu/~yakovenk/econophysics/

Article Econophysics: Bridges over a Turbulent Current

Article Econophysics - Two-phase behaviour of financial markets

Article Race, gender and the econophysics of income distribution in the USA

Article Worrying trends in econophysics