1. The number of strategy changes can be used to promote cooperation in spatial snowdrift game. (2021). Liu, Xingwen ; Zhu, Jiabao.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:575:y:2021:i:c:s0378437121003174.

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2. SABCEMM: A Simulator for Agent-Based Computational Economic Market Models. (2020). Cramer, Simon ; Otte, Philipp ; Beikirch, Maximilian ; Frank, Martin ; Pabich, Emma ; Trimborn, Torsten.
   In: Computational Economics.
   RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09910-1.

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3. A micro-to-macro approach to returns, volumes and waiting times. (2020). D'Amico, Guglielmo ; Petroni, Filippo.
   In: Papers.
   RePEc:arx:papers:2007.06262.

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4. The correlation structure in the international stock markets during global financial crisis. (2019). Gao, Hai-Ling ; Mei, Dong-Cheng.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002.

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5. Ising model, econophysics and analogies. (2018). Schinckus, Christophe.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:508:y:2018:i:c:p:95-103.

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6. SABCEMM-A Simulator for Agent-Based Computational Economic Market Models. (2018). Trimborn, Torsten ; Cramer, Simon ; Otte, Philipp ; Beikirch, Max ; Frank, Martin ; Pabich, Emma.
   In: Papers.
   RePEc:arx:papers:1801.01811.

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7. Econophysics and Financial Economics: An Emerging Dialogue. (2017). Jovanovic, Franck ; Schinckus, Christophe.
   In: OUP Catalogue.
   RePEc:oxp:obooks:9780190205034.

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8. A Financial Market Model Incorporating Herd Behaviour. (2016). Bishop, Steven R ; Wray, Christopher M.
   In: PLOS ONE.
   RePEc:plo:pone00:0151790.

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9. On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis. (2016). ausloos, marcel ; Jovanovic, Franck ; Schinckus, Christophe.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:47:y:2016:i:c:p:7-14.

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10. Breaking down the barriers between econophysics and financial economics. (2016). Jovanovic, Franck ; Schinckus, Christophe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:256-266.

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11. On the usual misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis. (2016). ausloos, marcel ; Jovanovic, Franck ; Schinckus, Christophe.
    In: Papers.
    RePEc:arx:papers:1606.02045.

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12. Towards a New Way of Teaching Statistics in Economics: The Case for Econophysics. (2015). Akdere, Inla ; Schinckus, Christophe.
    In: Ekonomi-tek - International Economics Journal.
    RePEc:tek:journl:v:4:y:2015:i:3:p:89-108.

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13. Fundamentalists, chartists and asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:15:y:2015:i:11:p:1837-1850.

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14. Fundamentalists, Chartists and Asset pricing anomalies. (2015). Leal, Sandrine Jacob.
    In: Post-Print.
    RePEc:hal:journl:hal-01508002.

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15. Towards a formalization of a two traders market with information exchange. (2014). Haven, Emmanuel ; Bagarello, F..
    In: Papers.
    RePEc:arx:papers:1412.8725.

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16. PERIODICITIES OF FOREIGN EXCHANGE MARKETS AND THE DIRECTIONAL CHANGE POWER LAW. (2013). Ng, Wing Lon ; Constantinou, Nick ; Giampaoli, Iacopo .
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:20:y:2013:i:3:p:189-206.

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17. Price Jump Indicators: Stock Market Empirics During the Crisis. (2013). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2013-1050.

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18. The effect of the subprime crisis on the credit risk in global scale. (2013). Lee, Sun Young ; Kim, Soo Yong ; Ban, Joon Hwa .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:9:p:2060-2071.

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19. Fluctuation behaviors of financial time series by a stochastic Ising system on a Sierpinski carpet lattice. (2013). Fang, Wen ; Wang, Jun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:18:p:4055-4063.

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20. Impact of uncertainty in expected return estimation on stock price volatility. (2012). Kostanjcar, Zvonko ; Juretic, Zeljan ; Jeren, Branko.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:22:p:5563-5571.

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21. Modeling stock price dynamics by continuum percolation system and relevant complex systems analysis. (2012). Wang, Jun ; Xiao, DI.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:391:y:2012:i:20:p:4827-4838.

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22. The identification of price jumps. (2012). Kočenda, Evžen ; Hanousek, Jan ; Even, Koenda .
    In: Monte Carlo Methods and Applications.
    RePEc:bpj:mcmeap:v:18:y:2012:i:1:p:53-77:n:2.

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23. What can econophysics contribute to financial economics?. (2011). Schinckus, Christophe.
    In: International Review of Economics.
    RePEc:spr:inrvec:v:58:y:2011:i:2:p:147-163.

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24. Searching out of Trading Noise: A Study of Intraday Transactions Cost. (2011). Sun, David ; Lin, William ; Tsai, Shih-Chuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:28937.

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25. A unified model for price return distributions used in econophysics. (2011). Bucsa, G. ; Jovanovic, F. ; Schinckus, C..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:390:y:2011:i:20:p:3435-3443.

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26. The Identification of Price Jumps. (2011). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp434.

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27. What Causes Herding:Information Cascade or Search Cost ?. (2010). Sun, David ; Lin, William ; Tsai, Shih-Chuan.
    In: MPRA Paper.
    RePEc:pra:mprapa:20217.

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28. Behavior of realized volatility and correlation in exchange markets. (2010). Seese, Detlef ; Safari, Amir.
    In: International Econometric Review (IER).
    RePEc:erh:journl:v:2:y:2010:i:2:p:73-96.

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29. Is econophysics a new discipline? The neopositivist argument. (2010). Schinckus, Christophe.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:389:y:2010:i:18:p:3814-3821.

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30. AN ADAPTATIVE EVOLUTIONARY MODEL OF FINANCIAL INVESTORS. (2009). BOLDEA, Bogdan ; Mircea, Stanculescu ; Costin-Radu, Boldea ; ION, BOLDEA BOGDAN .
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    RePEc:ora:journl:v:4:y:2009:i:1:p:897-901.

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31. Economic uncertainty and econophysics. (2009). Schinckus, Christophe.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:20:p:4415-4423.

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32. European and American options: The semi-Markov case. (2009). Manca, Raimondo ; Janssen, Jacques ; Damico, Guglielmo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:15:p:3181-3194.

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33. THE ENTROPIC ANALYSIS OF ELECTORAL RESULTS: THE CASE OF EUROPEAN COUNTRIES. (2008). Ferreira, Paulo ; Dionisio, Andreia.
    In: MPRA Paper.
    RePEc:pra:mprapa:9234.

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34. A simple finite-difference stock market model involving intrinsic value. (2008). Meleck, Jan ; Sergyeyev, Artur.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:38:y:2008:i:3:p:769-777.

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35. Sample period selection and long-term dependence: New evidence from the Dow Jones index. (2008). Batten, Jonathan ; Fethertson, Thomas A ; Ellis, Craig A.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:36:y:2008:i:5:p:1126-1140.

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36. Volatility Effects on the Escape Time in Financial Market Models. (2008). Valenti, Davide ; Spagnolo, Bernardo.
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    RePEc:arx:papers:0810.1625.

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37. The geometrical patterns of cooperation evolution in the spatial prisoners dilemma: An intra-group model. (2006). Oliveira dos Santos Soares, Ricardo, ; Martinez, Alexandre Souto.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:369:y:2006:i:2:p:823-829.

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38. Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia. (2004). Surya, Yohanes ; Situngkir, Hokky.
    In: Finance.
    RePEc:wpa:wuwpfi:0405005.

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39. Stylized Statistical Facts of Indonesian Financial Data: Empirical Study of Several Stock Indexes in Indonesia. (2004). Situngkir, Hokky ; Surya, Yohanes.
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1. Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market. (2019). Perc, Matjaz ; Ribeiro, Haroldo V.
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2. The price momentum of stock in distribution. (2018). Wang, Longfei ; Liu, Haijun.
   In: Physica A: Statistical Mechanics and its Applications.
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3. The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Lu, Shan ; Zhao, Jichang ; Wang, Huiwen.
   In: Papers.
   RePEc:arx:papers:1802.01143.

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4. Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method. (2016). Chen, Feier ; Miao, Yuqi ; Ding, Xiaoxu ; Tian, Kang ; Lu, Chun Xia.
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5. Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation. (2015). Deng, Wei ; Wang, Jun.
   In: International Journal of Modern Physics C (IJMPC).
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6. Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data. (2015). Beccar, Maria Pia ; Florescu, Ionut ; Biney, Francis .
   In: Quantitative Finance.
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7. Optimal allocation of trend following strategies. (2015). Serror, Jeremy ; Grebenkov, Denis S..
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   RePEc:eee:phsmap:v:433:y:2015:i:c:p:107-125.

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8. Multifractal characterization of gold market: A multifractal detrended fluctuation analysis. (2014). Mali, Provash ; Mukhopadhyay, Amitabha.
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9. Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, .
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10. Analysis of a decision model in the context of equilibrium pricing and order book pricing. (2014). Guhr, Thomas ; SCHMITT, THILO A. ; Schafer, Rudi ; Wolf, Dietrich E. ; Wagner, Daniel C..
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11. A finite-dimensional quantum model for the stock market. (2013). Cotfas, Liviu-Adrian.
    In: Physica A: Statistical Mechanics and its Applications.
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12. Between complexity of modelling and modelling of complexity: An essay on econophysics. (2013). Schinckus, C..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:17:p:3654-3665.

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13. Complexity, Chaos, and the Duffing-Oscillator Model: An Analysis of Inventory Fluctuations in Markets. (2013). Kulkarni, Varsha S..
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14. A Stochastic Feedback Model for Volatility. (2013). Gerig, Austin ; Golan, Raoul .
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15. Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm. (2013). Takaishi, Tetsuya.
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16. On the optimal allocation of assets in investment portfolio with application of modern portfolio and nonlinear dynamic chaos theories in investment, commercial and central banks. (2013). Ledenyov, Dimitri.
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17. Statistical Microeconomics. (2012). Baaquie, Belal E..
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18. A finite-dimensional quantum model for the stock market. (2012). Cotfas, Liviu-Adrian.
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19. Self-organized model of cascade spreading. (2011). Y.-C. Zhang, ; Gualdi, S. ; Medo, M..
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20. Inverse-cubic law of index fluctuation distribution in Indian markets. (2008). Sinha, Sitabhra ; Pan, Raj.
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21. Stock markets and quantum dynamics: A second quantized description. (2007). Bagarello, F..
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22. Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations. (2006). Chen, Kan ; Yuan, Baosheng.
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23. Size matters: some stylized facts of the stock market revisited. (2006). Eisler, Z. ; Kertesz, J..
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24. Why do Hurst exponents of traded value increase as the logarithm of company size?. (2006). Eisler, Zoltan ; Kertesz, Janos.
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25. LONG MEMORY STOCHASTIC VOLATILITY IN OPTION PRICING. (2005). Fedotov, Sergei ; Tan, Abby.
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26. SIMULATIONS OF FINANCIAL MARKETS IN A POTTS-LIKE MODEL. (2005). Takaishi, Tetsuya.
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27. Coordination, intermittency and trends in generalized minority games. (2005). Giardina, I. ; Tedeschi, A. ; De Martino, A..
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28. Role of multifractal sources in the analysis of stock market time series. (2005). Perez-Vicente, Conrad J. ; Turiel, Antonio.
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29. Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market. (2005). Westerhoff, Frank ; Reitz, Stefan.
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30. A threshold model for Australian Stock Exchange equities. (2005). Bertram, William K..
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31. Impact of Investors Varying Risk Aversion on the Dynamics of Asset Price Fluctuations. (2005). Chen, Kan ; Yuan, Baosheng.
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32. Coordination, intermittency and trends in generalized Minority Games. (2005). Giardina, I. ; Tedeschi, A. ; De Martino, A..
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33. Hollywood blockbusters and long-tailed distributions: An empirical study of the popularity of movies. (2004). Sinha, Sitabhra ; Raghavendra, Srinivas.
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34. What really causes large price changes?. (2004). Farmer, J. ; Gillemot, Laszlo ; Lillo, Fabrizio ; Sen, Anindya ; Mike, Szabolcs .
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35. Fluctuations and response in financial markets: the subtle nature of random price changes. (2004). Gefen, Yuval ; Wyart, Matthieu ; Potters, Marc ; Bouchaud, Jean-Philippe.
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36. Hollywood blockbusters and long-tailed distributions. (2004). Sinha, Sitabhra ; Raghavendra, Srinivas.
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37. ARCH–GARCH approaches to modeling high-frequency financial data. (2004). Matia, Kaushik ; Grosse, Ivo ; Ivanov, Plamen Ch., ; Stanley, Eugene H. ; Podobnik, Boris.
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38. Statistical properties of the Indonesian Stock Exchange Index. (2004). Surya, Y. ; Mart, T..
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39. Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong. (2003). Yu, Hai-Chin.
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40. Statistical properties of stock order books: empirical results and models. (2002). Potters, Marc ; Mezard, Marc ; Bouchaud, Jean-Philippe.
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41. Bubbles, crashes and intermittency in agent based market models. (2002). Bouchaud, Jean-Philippe ; Giardina, Irene.
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42. More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe.
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43. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
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44. Markov properties of high frequency exchange rate data. (2001). Friedrich, R. ; Peinke, J. ; Renner, C..
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45. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities. (2000). Potters, Marc ; Bouchaud, Jean-Philippe ; Sestovic, Dragan .
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46. Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe.
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47. Correlation structure of extreme stock returns. (2000). Potters, Marc ; Cizeau, Pierre ; Bouchaud, Jean-Philippe.
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48. Non-equilibrium price theories. (2000). Helbing, Dirk ; Kern, Daniel .
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49. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
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50. Physicists Attempt to Scale the Ivory Towers of Finance. (1999). Farmer, J..
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