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2. The Dynamics of Financial Markets -- Mandelbrots multifractal cascades, and beyond. (2005). Borland, Lisa ; Bouchaud, Jean-Philippe ; Muzy, Jean-Francois ; Zumbach, Gilles.
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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.
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3. The Power of Trading Polarity: Evidence from China Stock Market Crash. (2018). Lu, Shan ; Zhao, Jichang ; Wang, Huiwen.
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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.
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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 .
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7. Optimal allocation of trend following strategies. (2015). Serror, Jeremy ; Grebenkov, Denis S..
   In: Physica A: Statistical Mechanics and its Applications.
   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.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:413:y:2014:i:c:p:361-372.

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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.
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12. Between complexity of modelling and modelling of complexity: An essay on econophysics. (2013). Schinckus, C..
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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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    RePEc:eee:phsmap:v:344:y:2004:i:1:p:198-202.

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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. An introduction to statistical finance. (2002). Bouchaud, Jean-Philippe.
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43. More statistical properties of order books and price impact. (2002). Potters, Marc ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:0210710.

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44. More stylized facts of financial markets: leverage effect and downside correlations. (2001). Potters, Marc ; Bouchaud, Jean-Philippe.
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    RePEc:sfi:sfiwpa:29960.

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45. Markov properties of high frequency exchange rate data. (2001). Friedrich, R. ; Peinke, J. ; Renner, C..
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46. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities. (2000). Potters, Marc ; Bouchaud, Jean-Philippe ; Sestovic, Dragan .
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    RePEc:sfi:sfiwpa:500031.

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47. Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe.
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    RePEc:sfi:sfiwpa:500023.

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48. Correlation structure of extreme stock returns. (2000). Potters, Marc ; Cizeau, Pierre ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
    RePEc:sfi:sfiwpa:0006034.

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49. Non-equilibrium price theories. (2000). Helbing, Dirk ; Kern, Daniel .
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    RePEc:eee:phsmap:v:287:y:2000:i:1:p:259-268.

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50. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
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    RePEc:arx:papers:cond-mat/0012419.

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51. Physicists Attempt to Scale the Ivory Towers of Finance. (1999). Farmer, J..
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    RePEc:wop:safiwp:99-10-073.

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