Are you talking about neuroeconomics? Econophysics is totally different from neuroeconomics.

On a rough account, Rosario N. Mantegna and H. Eugene Stanley inaugurated econophysics by their book

An Introduction to Econophysics: Correlations and Complexity in Finance, Cambridge, England: Cambridge University Press, 2000.

They studied high frequency price data (minute level tick data) spanning more than 15 years and found that stock price does not really obey a normal distribution law but a truncated Levi distribution. If we interpret truncation part caused by institutional stipulations such as "maximum allowable single-day gain", we may say that natural stock price movement (or a totally free market price) obey a Levi distribution. This distribution (in the theory of probability) is a wild one and may not have a fixed mean and finite variance. It changes our idea on how stock prices fluctuate.

Echononphysics is essentially a part of statistical physics and many physicists in this field are now achieving a dynamic research program exploiting the chance that various kind of big data became available. It will surely develop further more. 

Econophysics can be said to be one in many attempts to marry economics to physics. The more recent versions go by the name of complex adaptive systems or complexity economics. Econophysics emerged out of interests in dynamical systems in physics, that at a certain point had overlapped with what was known then as chaos theory, which had roots in catastrophe theory.

On the economics side of the pedigree we also have contributions going as far back as Adam Smith with his notion of spontaneous order; Schumpeter's evolutionary trajectories in economic change, Hayek's idea of order and rules, Schelling and Kirman's emergent view of interactions between macrostates and microbehavior; to the current bio-inspired characterizations of economics.

One could sum up econophysics as the search for that elusive theoretical framework, or law that simplifies, unifies and reduces complexity to a typical set of consistent results. And yet at the same time to admit and to allow for complexity to emerge out of these very same, simple, premises.

Viewed this way the scope of econophysics is far-reaching, and ambitious and as all-encompassing as its physics heritage. Areas of its applications span across disciplines: from economics to sociology (sometimes going by the name of sociophysics). Though at its inception and birth it was motivated by studies into price signals and patterns in the fluctuation of prices (usually financial in nature)

Chapter Econophysics and Sociophysics: Problems and Prospects

Book Econophysics and Sociophysics: Recent Progress and Future Directions

Chapter From Spins to Agents: An Econophysics Approach to Tax Evasio...