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2. Interacting gaps model, dynamics of order book, and stock-market fluctuations. (2007). Svorenčík, Andrej ; Slanina, F. ; Svorenik, A..
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3. Role of noise in a market model with stochastic volatility. (2006). Bonanno, G. ; Valenti, D. ; Spagnolo, B..
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4. Size matters: some stylized facts of the stock market revisited. (2006). Eisler, Z. ; Kertesz, J..
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5. Computationally intensive Value at Risk calculations. (2004). Weron, Rafał.
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6. Conditional dynamics driving financial markets. (2004). Masoliver, Jaume ; Bogua, M..
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7. Intelligent minority game with genetic crossover strategies. (2003). Sysi-Aho, M. ; Kaski, K. ; Chakraborti, A..
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8. Stochastic relaxational dynamics applied to finance: towards non-equilibrium option pricing theory. (1999). Otto, Matthias.
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9. Back to basics: historical option pricing revisited. (1998). Potters, Marc ; Bouchaud, Jean-Philippe.
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1. Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw.
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2. Dynamic Coupling and Market Instability. (2020). Court, Elias ; Zaparanuks, Dmitrijs ; Clack, Christopher D.
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3. A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes. (2019). Kashyap, Ravi.
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4. Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach. (2018). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris.
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5. Heterogeneity and Self-Organization of Complex Systems Through an Application to Financial Market with Multiagent Systems. (2017). Bertelle, Cyrille ; Cotsaftis, Michel ; Lucas, Iris.
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6. Equilibrium pricing in an order book environment: Case study for a spin model. (2016). Guhr, Thomas ; Schmitt, Thilo A ; Schafer, Rudi ; Meudt, Frederik .
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7. Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal). (2016). PEREIRA, EDER JOHNSON DE AREA ; da Silva, Marcus Fernandes ; Vivas, Jose Garcia ; Zebende, Gilney Figueira ; de Area, Eder Johnson ; Nunes, Arleys Pereira .
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8. Equilibrium Pricing in an Order Book Environment: Case Study for a Spin Model. (2015). Guhr, Thomas ; SCHMITT, THILO A. ; Schafer, Rudi ; Meudt, Frederik .
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9. Predictable markets? A news-driven model of the stock market. (2014). Zhilyaev, Maxim ; Gusev, Maxim ; Ushanov, Dmitry ; Kroujiline, Dimitri ; Govorkov, Boris ; Sharov, Sergey V..
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10. Understanding agent-based models of financial markets: A bottom–up approach based on order parameters and phase diagrams. (2012). Tan, James Peng Lung, ; Cheong, Siew Ann ; Lye, Ribin .
    In: Physica A: Statistical Mechanics and its Applications.
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11. Memory effects in stock price dynamics: evidences of technical trading. (2011). Cristelli, Matthieu ; Pietronero, Luciano ; Garzarelli, Federico ; Zaccaria, Andrea.
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12. Leverage Causes Fat Tails and Clustered Volatility. (2010). Thurner, Stefan ; Farmer, J. ; Geanakoplos, John.
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13. Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior. (2010). Challet, Damien ; de Lachapelle, David Morton .
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14. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
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15. Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations. (2006). Chen, Kan ; Yuan, Baosheng.
    In: Journal of Economic Interaction and Coordination.
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16. Minority Game of price promotions in fast moving consumer goods markets. (2005). Groot, Robert D. ; Musters, Pieter A. D., .
    In: Physica A: Statistical Mechanics and its Applications.
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17. Limited profit in predictable stock markets. (2005). Rothenstein, Roland ; Pawelzik, Klaus.
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18. Impact of Investors Varying Risk Aversion on the Dynamics of Asset Price Fluctuations. (2005). Chen, Kan ; Yuan, Baosheng.
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19. From a market of dreamers to economical shocks. (2004). Owhadi, Houman.
    In: Physica A: Statistical Mechanics and its Applications.
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20. Evolution and anti-evolution in a minimal stock market model. (2003). Rothenstein, R ; Pawelzik, K.
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21. Market force, ecology and evolution. (2002). Farmer, J..
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22. A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions. (2002). Iori, Giulia.
    In: Journal of Economic Behavior & Organization.
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23. The price dynamics of common trading strategies. (2002). Farmer, J. ; Joshi, Shareen.
    In: Journal of Economic Behavior & Organization.
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24. EVOLUTION AND TIME HORIZONS IN AN AGENT-BASED STOCK MARKET. (2001). Lebaron, Blake.
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25. A SIMPLE MODEL FOR THE NONEQUILIBRIUM DYNAMICS AND EVOLUTION OF A FINANCIAL MARKET. (2000). Farmer, J..
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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26. The Price Dynamics of Common Trading Strategies. (2000). Farmer, J. ; Joshi, Shareen.
    In: Working Papers.
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27. Physics of fashion fluctuations. (2000). Souza, S. R. ; Donangelo, R. ; Sneppen, K. ; Hansen, A..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:287:y:2000:i:3:p:539-545.

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28. Non-equilibrium price theories. (2000). Helbing, Dirk ; Kern, Daniel .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:287:y:2000:i:1:p:259-268.

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29. Exact solution of a modified El Farols bar problem: Efficiency and the role of market impact. (2000). Challet, Damien ; Zecchina, Riccardo ; Marsili, Matteo.
    In: Physica A: Statistical Mechanics and its Applications.
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30. The price dynamics of common trading strategies. (2000). Farmer, J. ; Joshi, Shareen.
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31. Identifying the bottom line after a stock market crash. (1999). Roehner, B. M..
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32. Fundamental Framework for Technical Analysis. (1999). Gluzman, S. ; Andersen, J. V. ; Sornette, D..
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33. An Explanation of Generic Behavior in an Evolving Financial Market. (1998). Joshi, Shareen ; Bedau, Mark A..
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    RePEc:wop:safire:98-12-114e.

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34. Elements for a theory of financial risks. (1998). Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
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35. Herd behavior and aggregate fluctuations in financial markets. (1998). Cont, Rama ; Bouchaud, Jean-Philippe.
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    RePEc:arx:papers:cond-mat/9712318.

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36. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
    In: Finance.
    RePEc:wpa:wuwpfi:9712008.

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37. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
    In: Science & Finance (CFM) working paper archive.
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