Tobias Preis, Sebastian Golke, Wolfgang Paul, and Johannes J. Schneider Europhysics Letters 75, 510-516 (2006) — We introduce a simple model for simulating financial markets, based on an order book, in which several agents trade one asset at a virtual exchange continuously. We show that a market trend, i.e. an asymmetric order flow of any type, leads to a non-trivial Hurst exponent for the price development, but not to "fat-tailed" return distributions. When one additionally couples the order entry depth to the prevailing trend, also the stylized empirical fact of "fat tails" can be reproduced by our Order Book Model.

Selected Publications in Econophysics and Interdisciplinary Physics in 2001

[1999] [2000] [2001] [2002] [2003] [2004] [2005] [2006] [2007] [2008] [2009] [2010] [2011]

Tseng J.-J. & Li S.-P., Asset returns and volatility clustering in financial time series, Physica A 390, 1300-1314 (2011)

Lan B.L. & Chandran P., Distribution of animal population fluctuations, Physica A 390, 1289-1294 (2011)

Takahashi T., Psychophysics of the probability weighting function, Physica A 390, 902-905 (2011)

Qiu T., Chen G., Zhong L.-X. & Lei X.-W., Memory effect and multifractality of cross-correlations in financial markets, Physica A 390, 828-836 (2011)

Zunino L., Tabak B.M., Serinaldi F., Zanin M., Perez D.G. & Rosso O.A., Commodity predictability analysis with a permutation information theory approach, Physica A 390, 876-890 (2011)

Lee S.Y., Hwang D.I., Kim M.J., Koh I.G. & Kim S.Y., Cross-correlations in volume space: Differences between buy and sell volumes, Physica A 390, 837-846 (2011)

Kim M.J., Kwak Y.B. & Kim S.Y., Dependence structure of the Korean stock market in high frequency data, Physica A 390, 891-901 (2011)

Keskin M., Deviren B. & Kocakaplan Y., Topology of the correlation networks among major currencies using hierarchical structure methods, Physica A 390, 719-730 (2011)

Eliazar I., The Pietra term structures of financial assets, Physica A 390, 699-706 (2011)

Chami Figueira F., Moura Jr. N.J. & Ribeiro M.B., The Gompertz-Pareto income distribution, Physica A 390, 689-698 (2011)

Jang W., Lee J. & Chang W., Currency crises and the evolution of foreign exchange market: Evidence from minimum spanning tree, Physica A 390, 707-718 (2011)

Yang C.-X., Wu H.-F., Zhang Y.-C., Xia B.-Y. & Itoh M., Phase synchronization detection of financial market crises, Modern Physics Letters B 25, 243-254 (2011)

Ray R., Econophysics: Finance, economics and physics, Applied Economics Letters 18, 273-277 (2011)

Bartiromo R., Shared information in the stock market, Quantitative Finance 11, 229-235 (2011)

Forsyth P.A., A Hamilton-Jacobi-Bellman approach to optimal trade execution, Applied Numerical Mathematics 61, 241-265 (2011)

Fernandez V., Spatial linkages in international financial markets, Quantitative Finance 11, 237-245 (2011)

Breunig C. & Jones B.D., Stochastic process methods with an application to budgetary data, Political Analysis 19, 103-117 (2011)

Mendes R.S., Ribeiro H.V., Freire F.C.M., Tateishi A.A. & Lenzi E.K., Universal patterns in sound amplitudes of songs and music genres, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 83, 017101 (2011)

Iyetomi H., Nakayama Y., Aoyama H., Fujiwara Y., Ikeda Y. & Souma W., Fluctuation-dissipation theory of input-output interindustrial relations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 83, 016103 (2011)

Pellicer-Lostao C. & Lopez-Ruiz R., Transition from exponential to power law income distributions in a chaotic market, International Journal of Modern Physics C 22, 21-33 (2011)

Domino K., The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange, Physica A 390, 98-109 (2011)

Benhabib J., Bisin A. & Zhu S., The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents, Econometrica 79, 123-157 (2011)

Buter R.K., Noyons Ed.C.M. & van Raan A.F.J., Searching for converging research using field to field citations, Scientometrics 86, 325-338 (2011)

Choi J., Lim G., Kim S.Y. & Kim K., Information of group-correlations in Korean financial market, Computer Physics Communications 182, 219-222 (2011)

Piccardi C., Calatroni L. & Bertoni F., Clustering financial time series by network community analysis, International Journal of Modern Physics C 22, 35-50 (2011)

Preis T., Reith D. & Stanley H.E., Complex dynamics of our economic life on different scales: Insights from search engine query data, Philosophical Transactions of the Royal Society A 368, 5707-5719 (2010)

Zhang C. & Huang L., A quantum model for the stock market, Physica A 389, 5769-5775 (2010)

Gunduz G. & Gunduz Y., Viscoelastic behavior of stock indices, Physica A 389, 5776-5784 (2010)

Suhadolnik N., Galimberti J. & Da Silva S., Robot traders can prevent extreme events in complex stock markets, Physica A 389, 5182-5192 (2010)

Cassidy D.T., Hamp M.J. & Ouyed R., Pricing European options with a log Student's t-distribution: A Gosset formula, Physica A 389, 5736-5748 (2010)

Lei C., Jia J., Wu T. & Wang L., Coevolution with weights of names in structured language games, Physica A 389, 5628-5634 (2010)

Shapoval A., Prediction problem for target events based on the inter-event waiting time, Physica A 389, 5145-5154 (2010)

Wang Y., Wei Y. & Wu C., Auto-correlated behavior of WTI crude oil volatilities: A multiscale perspective, Physica A 389, 5759-5768 (2010)

Balogh E., Simonsen I., Nagy B.Z. & Neda Z., Persistent collective trend in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 066113 (2010)

Liu C. & Zhou W.-X., Superfamily classification of nonstationary time series based on DFA scaling exponents, Journal of Physics A 43, 495005 (2010)

Mu G.-H. & Zhou W.-X., Tests of nonuniversality of the stock return distributions in an emerging market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 066103 (2010)

Guo Y., Shi Y., Moncur J.E.T., Lee Y.T., Kim K.W. & Kim A.S., Analysis of full-scale membrane filtration processes using econophysics and econometrics, Journal of Membrane Science 365, 170-179 (2010)

Da Silva R., Zembrzuski M., Correa F.C. & Lamb L.C., Stock markets and criticality in the current economic crisis, Physica A 389, 5460-5467 (2010)

Huerta-Quintanilla R., Canto-Lugo E. & RodrIguez-Achach M., A model for brand competition within a social network, International Journal of Modern Physics C 21, 1457-1467 (2010)

Fezzi C. & Bunn D., Structural Analysis of Electricity Demand and Supply Interactions, Oxford Bulletin of Economics and Statistics 72, 827-856 (2010)

Kenett D.Y., Tumminello M., Madi A., Gur-Gershgoren G., Mantegna R.N. & Ben-Jacob E., Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market, PLoS ONE 5, e15032 (2010)

Barton C.M., Ullah I.I. & Bergin S., Land use, water and Mediterranean landscapes: Modelling long-term dynamics of complex socio-ecological systems, Philosophical Transactions of the Royal Society A 368, 5275-5297 (2010)

Chatterjee A. & Sen P., Agent dynamics in kinetic models of wealth exchange, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 056117 (2010)

Lallouache M., Chakrabarti A.S., Chakraborti A. & Chakrabarti B.K., Opinion formation in kinetic exchange models: Spontaneous symmetry-breaking transition, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 056112 (2010)

Jiang Z.-Q. & Zhou W.-X., Complex stock trading network among investors, Physica A 389, 4929-4941 (2010)

Goncalves R., Ferreira H., Stollenwerk N. & Pinto A.A., Universal fluctuations of the AEX index, Physica A 389, 4776-4784 (2010)

Chen A.-P. & Hsu Y.-C., Dynamic physical behavior analysis for financial trading decision support, IEEE Computational Intelligence Magazine 5, 13 (2010)

Bormetti G., Cazzola V. & Delpini D., Option pricing under ornstein-uhlenbeck stochastic volatility: A linear model, International Journal of Theoretical and Applied Finance 13, 1047-1063 (2010)

Liu L.-Z., Qian X.-Y. & Lu H.-Y., Cross-sample entropy of foreign exchange time series, Physica A 389, 4785-4792 (2010)

Speth J., Drozdz S. & Grummer F., Complex systems: from nuclear physics to financial markets, Nuclear Physics A 844, - (2010)

Tsoumanis A.C., Siettos C.I., Bafas G.V. & Kevrekidis I.G., Equation-free multiscale computations in social networks: From agent-based modeling to coarse-grained stability and bifurcation analysis, International Journal of Bifurcation and Chaos 20, 3673-3688 (2010)

Emmert-Streib F. & Dehmer M., Influence of the time scale on the construction of financial networks, PLoS ONE 5, e12884 (2010)

Binner J.M., Tino P., Tepper J., Anderson R., Jones B. & Kendall G., Does money matter in inflation forecasting?, Physica A 389, 4793-4808 (2010)

Bartolozzi M., A multi agent model for the limit order book dynamics, European Physical Journal B 78, 265-273 (2010)

Hajian S. & Movahed M.S., Multifractal Detrended Cross-Correlation Analysis of sunspot numbers and river flow fluctuations, Physica A 389, 4942-4957 (2010)

Barunik J. & Vacha L., Monte Carlo-based tail exponent estimator, Physica A 389, 4863-4874 (2010)

Ding F. & Liu Y., Modeling opinion interactions in a BBS community, European Physical Journal B 78, 245-252 (2010)

Kang S.H., Cheong C. & Yoon S.-M., Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market, Physica A 389, 4844-4854 (2010)

Gubiec T. & Kutner R., Backward jump continuous-time random walk: An application to market trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046119 (2010)

Podobnik B., Horvatic D., Petersen A.M., Urosevic B. & Stanley H.E., Bankruptcy risk model and empirical tests, Proceedings of the National Academy of Sciences of the United States of America 107, 18325-18330 (2010)

Kim Y., Han B. & Yook S.-H., Morphology of technological levels in an innovation propagation model, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046110 (2010)

Tenenbaum J., Horvatic D., Bajic S.C., Pehlivanovic B., Podobnik B. & Stanley H.E., Comparison between response dynamics in transition economies and developed economies, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 046104 (2010)

Lei C., Wu T., Wang L. & Jia J.-Y., Fast convergence in language games induced by majority rule, Physica A 389, 4046-4051 (2010)

Maslov V.P., Number theory, dimension theory & the crisis of overproduction, Mathematical Notes 88, 402-413 (2010)

Bolgorian M., Inverse statistics and asset allocation efficiency, International Journal of Modern Physics C 21, 1297-1308 (2010)

Sun X.-Y., Jiang R., Hao Q.-Y. & Wang B.-H., Phase transition in random walks coupled with evolutionary game, EPL 92, 18003 (2010)

Petersen A.M., Wang F., Havlin S. & Stanley H.E., Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity & Bath laws, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 036114 (2010)

Manchaldore J., Palit I. & Soloviev O., Wavelet decomposition for intra-day volume dynamics, Quantitative Finance 10, 917-930 (2010)

Schinckus C., Is econophysics a new discipline? the neopositivist argument, Physica A 389, 3814-3821 (2010)

Xie W.-J., Gu G.-F. & Zhou W.-X., On the growth of primary industry and population of China's counties, Physica A 389, 3876-3882 (2010)

Hernndez-Prez R., An analogy of the size distribution of business firms with Bose-Einstein statistics, Physica A 389, 3837-3843 (2010)

Schafer R. & Guhr T., Local normalization: Uncovering correlations in non-stationary financial time series, Physica A 389, 3856-3865 (2010)

Bolgorian M. & Raei R., Convergence of fundamentalists and chartists' expectations: An alarm for stock market crash, Physica A 389, 3822-3827 (2010)

Bertotti M.L., Modelling taxation and redistribution: A discrete active particle kinetic approach, Applied Mathematics and Computation 217, 752-762 (2010)

Si X.-M., Liu Y., Xiong F., Zhang Y.-C., Ding F. & Cheng H., Effects of selective attention on continuous opinions and discrete decisions, Physica A 389, 3711-3719 (2010)

Takahashi T., A social discounting model based on Tsallis' statistics, Physica A 389, 3600-3603 (2010)

Maharaj E.A. & D'Urso P., A coherence-based approach for the pattern recognition of time series, Physica A 389, 3516-3537 (2010)

Song F.-T. & Zhou W.-X., Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change, Physica A 389, 3538-3545 (2010)

Lan B.L., Yeoh E.V. & Ng J.A., Distribution of detrended stock market data, Fluctuation and Noise Letters 9, 245-257 (2010)

Duarte F.B., Tenreiro MacHado J.A. & Monteiro Duarte G., Dynamics of the Dow Jones and the NASDAQ stock indexes, Nonlinear Dynamics 61, 691-705 (2010)

Chattopadhyay A.K., Ackland G.J. & Mallick S.K., Income and poverty in a developing economy, EPL 91, 58003 (2010)

Emmert-Streib F. & Dehmer M., Identifying critical financial networks of the DJIA: Toward a network-based index, Complexity 16, 24-33 (2010)

Lamba H., A queueing theory description of fat-tailed price returns in imperfect financial markets, European Physical Journal B 77, 297-304 (2010)

Hawkins R.J., Aoki M. & Roy Frieden B., Asymmetric information and macroeconomic dynamics, Physica A 389, 3565-3571 (2010)

Erlwein C., Benth F.E. & Mamon R., HMM filtering and parameter estimation of an electricity spot price model, Energy Economics 32, 1034-1043 (2010)

La Cognata A., Valenti D., Spagnolo B. & Dubkov A.A., Two competing species in super-diffusive dynamical regimes, European Physical Journal B 77, 273-279 (2010)

Derman E., Park K.S. & Whitt W., A stochastic-difference-equation model for hedge-fund returns, Quantitative Finance 10, 701-733 (2010)

Tabak B.M., Serra T.R. & Cajueiro D.O., Topological properties of stock market networks: The case of Brazil, Physica A 389, 3240-3249 (2010)

Lisewski A.M. & Lichtarge O., Untangling complex networks: Risk minimization in financial markets through accessible spin glass ground states, Physica A 389, 3250-3253 (2010)

Slanina F., A contribution to the systematics of stochastic volatility models, Physica A 389, 3230-3239 (2010)

Li H., Cao S.-N. & Wang Y., The properties and mechanism of long-term memory in nonparametric volatility, Physica A 389, 3254-3259 (2010)

Gorban A.N., Smirnova E.V. & Tyukina T.A., Correlations, risk and crisis: From physiology to finance, Physica A 389, 3193-3217 (2010)

Lo C.F., Dynamics of Fokker-Planck equation with logarithmic coefficients and its application in econophysics, Chinese Physics Letters 27, 080503 (2010)

Podobnik B., Horvatic D., Petersen A.M., Njavro M. & Stanley H.E., Common scaling behavior in finance and macroeconomics, European Physical Journal B 76, 487-490 (2010)

Cheong C.W., Self-similarity in financial markets: A fractionally integrated approach, Mathematical and Computer Modelling 52, 459-471 (2010)

Kasprzak A., Kutner R., Perello J. & Masoliver J., Higher-order phase transitions on financial markets, European Physical Journal B 76, 513-527 (2010)

Mizuno T. & Watanabe T., A statistical analysis of product prices in online markets, European Physical Journal B 76, 501-505 (2010)

Windt K., Philipp T., Bose F. & Becker T., Application of a three-component evaluation system for autonomous control in logistics, Proceedings of the Institution of Mechanical Engineers, Part B 224, 1267-1276 (2010)

Konig M.D., Tessone C.J. & Zenou Y., From assortative to dissortative networks: The role of capacity constraints, Advances in Complex Systems 13, 483-499 (2010)

Gu G.-F. & Zhou W.-X., Detrending moving average algorithm for multifractals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 011136 (2010)

Ren F., Zheng B. & Chen P., Modeling interactions of trading volumes in financial dynamics, Physica A 389, 2744-2750 (2010)

Ni X.-H., Jiang Z.-Q., Gu G.-F., Ren F., Chen W. & Zhou W.-X., Scaling and memory in the non-Poisson process of limit order cancelation, Physica A 389, 2751-2761 (2010)

Sato A.-H., Nishimura M. & Holyst J.A., Fluctuation scaling of quotation activities in the foreign exchange market, Physica A 389, 2793-2804 (2010)

Siqueira Jr. E.L., Stosic T., Bejan L. & Stosic B., Correlations and cross-correlations in the Brazilian agrarian commodities and stocks, Physica A 389, 2739-2743 (2010)

Witte B.-C., Temporal information gaps and market efficiency: A dynamic behavioural analysis, Applied Financial Economics 20, 1057-1070 (2010)

Micciche S., Role of conditional probability in multiscale stationary Markovian processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 82, 011104 (2010)

Rosser J.B., Is a transdisciplinary perspective on economic complexity possible?, Journal of Economic Behavior and Organization 75, 3-11 (2010)

Kim M.J., Lee J.E., Kim S.Y. & Kim K., Two-phase phenomenon in linear and non-linear financial instruments, Physica A 389, 2580-2585 (2010)

Caram L.F., Caiafa C.F., Proto A.N. & Ausloos M., Dynamic peer-to-peer competition, Physica A 389, 2628-2636 (2010)

Lubashevsky I. & Kanemoto S., Scale-free memory model for multiagent reinforcement learning. Mean field approximation and rock-paper-scissors dynamics, European Physical Journal B 76, 69-85 (2010)

Akemann G., Fischmann J. & Vivo P., Universal correlations and power-law tails in financial covariance matrices, Physica A 389, 2566-2579 (2010)

Cockshott P. & Zachariah D., Credit crunch: Origins and orientation, Science and Society 74, 343-361 (2010)

Bormetti G., Cazzola V., Delpini D. & Livan G., Accounting for risk of non linear portfolios : A novel Fourier approach, European Physical Journal B 76, 157-165 (2010)

Beaudreau B.C. & Pokrovskii V.N., On the energy content of a money unit, Physica A 389, 2597-2606 (2010)

Xu Y., Guo L.-P., Ding N. & Wang Y.-G., Evidence of scaling in Chinese income distribution, Chinese Physics Letters 27, 078901 (2010)

Petersen A.M., Wang F., Havlin S. & Stanley H.E., Quantitative law describing market dynamics before and after interest-rate change, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066121 (2010)

Bassetti F. & Toscani G., Explicit equilibria in a kinetic model of gambling, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066115 (2010)

Fronczak A. & Fronczak P., Origins of Taylor's power law for fluctuation scaling in complex systems, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066112 (2010)

Guseo R. & Guidolin M., Cellular Automata with network incubation in information technology diffusion, Physica A 389, 2422-2433 (2010)

Dadras S. & Momeni H.R., Control of a fractional-order economical system via sliding mode, Physica A 389, 2434-2442 (2010)

Jo H.-H., Lee H.K. & Park H., Collective helping and bystander effects in coevolving helping networks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066108 (2010)

Kolesnikov A.V. & Ruhl T., Ergodicity of financial indices, EPL 90, 30004 (2010)

Ren F. & Zhou W.-X., Recurrence interval analysis of trading volumes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066107 (2010)

Zhang J. & Wang J., Modeling and simulation of the market fluctuations by the finite range contact systems, Simulation Modelling Practice and Theory 18, 910-925 (2010)

Bertram W.K., Analytic solutions for optimal statistical arbitrage trading, Physica A 389, 2234-2243 (2010)

Jiang Z.-Q., Zhou W.-X., Sornette D., Woodard R., Bastiaensen K. & Cauwels P., Bubble diagnosis and prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles, Journal of Economic Behavior and Organization 74, 149-162 (2010)

Fagiolo G., Alessi L., Barigozzi M. & Capasso M., On the distributional properties of household consumption expenditures: The case of Italy, Empirical Economics 38, 717-741 (2010)

Zaccaria A., Cristelli M., Alfi V., Ciulla F. & Pietronero L., Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 066101 (2010)

Collet F., Pra P.D. & Sartori E., A simple mean field model for social interactions: Dynamics, fluctuations, criticality, Journal of Statistical Physics 139, 820-858 (2010)

Ribeiro H.V., Mendes R.S., Malacarne L.C., Picoli Jr. S. & Santoro P.A., Dynamics of tournaments: The soccer case a random walk approach modeling soccer leagues, European Physical Journal B 75, 327-334 (2010)

Kumaresan M. & Krejic N., A model for optimal execution of atomic orders, Computational Optimization and Applications 46, 369-389 (2010)

Borghesi C. & Bouchaud J.-P., Spatial correlations in vote statistics: A diffusive field model for decision-making, European Physical Journal B 75, 395-404 (2010)

Maslov V.P., Tropical mathematics and the financial catastrophe of the 17th century. Thermoeconomics of Russia in the early 20th century, Russian Journal of Mathematical Physics 17, 126-140 (2010)

Arenas Z.G. & Barci D.G., Functional integral approach for multiplicative stochastic processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 051113 (2010)

Pellicer-Lostao C. & Lopez-Ruiz R., A chaotic gas-like model for trading markets, Journal of Computational Science 1, 24-32 (2010)

Bai M.-Y. & Zhu H.-B., Power law and multiscaling properties of the Chinese stock market, Physica A 389, 1883-1890 (2010)

Zunino L., Zanin M., Tabak B.M., Perez D.G. & Rosso O.A., Complexity-entropy causality plane: A useful approach to quantify the stock market inefficiency, Physica A 389, 1891-1901 (2010)

Murphy A. & Izzeldin M., Recovering the moments of information flow and the normality of asset returns, Applied Financial Economics 20, 761-769 (2010)

Brida J.G. & Risso W.A., Hierarchical structure of the German stock market, Expert Systems with Applications 37, 3846-3852 (2010)

Mimkes J., Stokes integral of economic growth. Calculus and the Solow model, Physica A 389, 1665-1676 (2010)

Eom C., Kwon O., Jung W.-S. & Kim S., The effect of a market factor on information flow between stocks using the minimal spanning tree, Physica A 389, 1643-1652 (2010)

Tseng J.-J., Lin C.-H., Lin C.-T., Wang S.-C. & Li S.-P., Statistical properties of agent-based models in markets with continuous double auction mechanism, Physica A 389, 1699-1707 (2010)

Miskiewicz J., Entropy correlation distance method. The Euro introduction effect on the Consumer Price Index, Physica A 389, 1677-1687 (2010)

Lavicka H., Lin L. & Novotny J., Employment, Production and Consumption model: Patterns of phase transitions, Physica A 389, 1708-1720 (2010)

Aquaro V., Bardoscia M., Bellotti R., Consiglio A., De Carlo F. & Ferri G., A Bayesian Networks approach to Operational Risk, Physica A 389, 1721-1728 (2010)

Mariani M.C., Florescu I., Beccar Varela M.P. & Ncheuguim E., Study of memory effects in international market indices, Physica A 389, 1653-1664 (2010)

Ding F., Liu Y., Shen B. & Si X.-M., An evolutionary game theory model of binary opinion formation, Physica A 389, 1745-1752 (2010)

Barigozzi M., Fagiolo G. & Garlaschelli D., Multinetwork of international trade: A commodity-specific analysis, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 046104 (2010)

Aoyama H., Yoshikawa H., Iyetomi H. & Fujiwara Y., Productivity dispersion: Facts, theory & implications, Journal of Economic Interaction and Coordination 5, 27-54 (2010)

Schinckus C., Econophysics and economics: Sister disciplines?, American Journal of Physics 78, 006004AJP (2010)

Vazquez-Montejo J., Huerta-Quintanilla R. & Rodriguez-Achach M., Wealth condensation in a Barabasi-Albert network, Physica A 389, 1464-1470 (2010)

Plikynas D., A virtual field-based conceptual framework for the simulation of complex social systems, Journal of Systems Science and Complexity 23, 232-248 (2010)

Kang S.H., Cheong C. & Yoon S.-M., Long memory volatility in Chinese stock markets, Physica A 389, 1425-1433 (2010)

Feng X. & Wang X., Evolutionary topology of a currency network in asia, International Journal of Modern Physics C 21, 471-480 (2010)

Chen S.-P. & He L.-Y., Multifractal spectrum analysis of nonlinear dynamical mechanisms in China's agricultural futures markets, Physica A 389, 1434-1444 (2010)

Mainzer K., The Emergence of Temporal Structures in Dynamical Systems, Foundations of Physics 40, 1638-1650 (2010)

Petersen A.M., Wang F. & Stanley H.E., Methods for measuring the citations and productivity of scientists across time and discipline, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 036114 (2010)

Oh G., Kim S. & Eom C., Multifractal analysis of the Korean stock market, Journal of the Korean Physical Society 56, 982-985 (2010)

Jeon W., Moon H.-T., Gabjin O.H., Yang J.-S. & Jung W.-S., Return intervals analysis of the Korean stock market, Journal of the Korean Physical Society 56, 922-925 (2010)

Cha M.-Y., Maeng S.E., Bang Y.S. & Lee J.W., Persistent and survival properties in a stock market index, Journal of the Korean Physical Society 56, 940-942 (2010)

Kaltwasser P.R., Uncertainty about fundamentals and herding behavior in the FOREX market, Physica A 389, 1215-1222 (2010)

Yamamoto R., Asymmetric volatility, volatility clustering & herding agents with a borrowing constraint, Physica A 389, 1208-1214 (2010)

Sherrington D., Physics and complexity, Philosophical Transactions of the Royal Society A 368, 1175-1189 (2010)

Yanagita T. & Onozaki T., Dynamics of market structure driven by the degree of consumer's rationality, Physica A 389, 1041-1054 (2010)

Tabak B.M., Serra T.R. & Cajueiro D.O., Topological properties of commodities networks, European Physical Journal B 74, 243-249 (2010)

He L.-Y. & Zheng F., Detecting fractal/multifractal and asymmetric properties in an artificial quote-driven financial market, Fractals 18, 87-99 (2010)

Hu H., Han D. & Wang X., Individual popularity and activity in online social systems, Physica A 389, 1065-1070 (2010)

Cai S.-M., Zhou Y.-B., Zhou T. & Zhou P.-L., Hierarchical organization and disassortative mixing of correlation-based weighted financial networks, International Journal of Modern Physics C 21, 433-441 (2010)

Miskiewicz J. & Ausloos M., Has the world economy reached its globalization limit?, Physica A 389, 797-806 (2010)

Devreese J.P.A., Lemmens D. & Tempere J., Path integral approach to Asian options in the Black-Scholes model, Physica A 389, 780-788 (2010)

Jiang Z.-Q., Ren F., Gu G.-F., Tan Q.-Z. & Zhou W.-X., Statistical properties of online avatar numbers in a massive multiplayer online role-playing game, Physica A 389, 807-814 (2010)

Wang X.-T., Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black-Scholes model, Physica A 389, 789-796 (2010)

Bormetti G., Cazzola V., Livan G., Montagna G. & Nicrosini O., A generalized Fourier transform approach to risk measures, Journal of Statistical Mechanics 2010, P01005 (2010)

Preis T. & Stanley H.E., Switching phenomena in a system with no switches, Journal of Statistical Physics 138, 431-446 (2010)

Galam S. & Walliser B., Ising model versus normal form game, Physica A 389, 481-489 (2010)

Ausloos M. & Mikiewicz J., Entropy correlation distance method applied to study correlations between the gross domestic product of rich countries, International Journal of Bifurcation and Chaos 20, 381-389 (2010)

Inoue J.-I. & Sazukaz N., Queueing theoretical analysis of foreign currency exchange rates, Quantitative Finance 10, 121-130 (2010)

Hassani H., Dionisio A. & Ghodsi M., The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets, Nonlinear Analysis 11, 492-502 (2010)

Gianfreda A., Volatility and Volume Effects in European Electricity Spot Markets, Economic Notes 39, 47-63 (2010)

Zhou Y. & Jiao F., Existence of mild solutions for fractional neutral evolution equations, Computers and Mathematics with Applications 59, 1063-1077 (2010)

Fortunato S., Community detection in graphs, Physics Reports 486, 75-174 (2010)

McKelvey B. & Andriani P., Avoiding extreme risk before it occurs: A complexity science approach to incubation, Risk Management 12, 54-82 (2010)

Chakraborty A. & Manna S.S., Weighted trade network in a model of preferential bipartite transactions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 81, 016111 (2010)

Gu G.-F., Ren F., Ni X.-H., Chen W. & Zhou W.-X., Empirical regularities of opening call auction in Chinese stock market, Physica A 389, 278-286 (2010)

Duan W.-Q. & Stanley H.E., Cross-correlation and the predictability of financial return series, Physica A 390, 290-296 (2011)

Frieden B.R. & Hawkins R.J., Asymmetric information and economics, Physica A 389, 287-295 (2010)

Montaa C.H.S., Huerta-Quintanilla R. & Rodrguez-Achach M., Class formation in a social network with asset exchange, Physica A 390, 328-340 (2011)

Dupoyet B., Fiebig H.R. & Musgrove D.P., Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets, Physica A 389, 107-116 (2010)

Hwang K., Kang J. & Ryu D., Phase-transition behavior in the emerging market: Evidence from the KOSPI200 futures market, International Review of Financial Analysis 19, 35-46 (2010)

Schafer R., Nilsson N.F. & Guhr T., Power mapping with dynamical adjustment for improved portfolio optimization, Quantitative Finance 10, 107-119 (2010)

Brida J.G. & Risso W.A., Dynamics and structure of the 30 largest North American companies, Computational Economics 35, 85-99 (2010)

Patriarca M., Heinsalu E. & Chakraborti A., Basic kinetic wealth-exchange models: Common features and open problems, European Physical Journal B 73, 145-153 (2010)

Tseng J.-J., Li S.-P. & Wang S.-C., Experimental evidence for the interplay between individual wealth and transaction network, European Physical Journal B 73, 69-74 (2010)

James J. & Yang L., Stop-losses, maximum drawdown-at-risk and replicating financial time series with the stationary bootstrap, Quantitative Finance 10, 1-12 (2010)

Kang S.H., Jiang Z., Lee Y. & Yoon S.-M., Weather effects on the returns and volatility of the Shanghai stock market, Physica A 389, 91-99 (2010)

Stavroyiannis S., Makris I. & Nikolaidis V., Non-extensive properties, multifractality & inefficiency degree of the Athens Stock Exchange General Index, International Review of Financial Analysis 19, 19-24 (2010)

Schumaker R.P. & Chen H., A discrete stock price prediction engine based on financial news, Computer 43, 5398783 (2010)

Podobnik B., Horvatic D., Petersen A.M. & Stanley H.E., Cross-correlations between volume change and price change, Proceedings of the National Academy of Sciences of the United States of America 106, 22079-22084 (2009)

Huffner F., Komusiewicz C., Moser H. & Niedermeier R., Isolation concepts for clique enumeration: Comparison and computational experiments, Theoretical Computer Science 410, 5384-5397 (2009)

Yakovenko V.M. & Rosser J.B., Colloquium: Statistical mechanics of money, wealth & income, Reviews of Modern Physics 81, - (2009)

Kitt R., Sakki M. & Kalda J., Probability of large movements in financial markets, Physica A 388, 4838-4844 (2009)

Venkatasubramanian V., What is fair pay for executives? An information theoretic analysis of wage distributions, Entropy 11, 766-781 (2009)

Lopez-Ruiz R., Sanudo J. & Calbet X., Equiprobability, entropy, gamma distributions and Other geometrical questions in multi-agent systems, Entropy 11, 959-971 (2009)

Batten J.A. & Hamada M., The compass rose pattern in electricity prices, Chaos 19, 043106 (2009)

Franke R., Applying the method of simulated moments to estimate a small agent-based asset pricing model, Journal of Empirical Finance 16, 804-815 (2009)

Takaishi T., Bayesian inference of stochastic volatility model by hybrid Monte Carlo, Journal of Circuits, Systems and Computers 18, 1381-1396 (2009)

Shapira Y., Kenett D.Y. & Ben-Jacob E., The Index cohesive effect on stock market correlations, European Physical Journal B 72, 657-669 (2009)

Annila A. & Salthe S., Economies evolve by energy dispersal, Entropy 11, 606-633 (2009)

Shadkhoo S. & Jafari G.R., Multifractal detrended cross-correlation analysis of temporal and spatial seismic data, European Physical Journal B 72, 679-683 (2009)

Moro E., Vicente J., Moyano L.G., Gerig A., Farmer J.D., Vaglica G., Lillo F. & Mantegna R.N., Market impact and trading profile of hidden orders in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 066102 (2009)

Cristescu C.P., Stan C. & Scarlat E.I., The dynamics of exchange rate time series and the chaos game, Physica A 388, 4845-4855 (2009)

Pellizzari P. & Westerhoff F., Some effects of transaction taxes under different microstructures, Journal of Economic Behavior and Organization 72, 850-863 (2009)

Gu G.-F. & Zhou W.-X., Emergence of long memory in stock volatility from a modified Mike-Farmer model, EPL 86, 48002 (2009)

Shen J. & Zheng B., Cross-correlation in financial dynamics, EPL 86, 48005 (2009)

Garas A. & Argyrakis P., Filtering of complex systems using overlapping tree networks, EPL 86, 28005 (2009)

Alfi V., Pietronero L. & Zaccaria A., Self-organization for the stylized facts and finite-size effects in a financial-market model, EPL 86, 58003 (2009)

Chakraborti A. & Patriarca M., Variational principle for the pareto power law, Physical Review Letters 103, 228701 (2009)

Watanabe K., Takayasu H. & Takayasu M., Random walker in temporally deforming higher-order potential forces observed in a financial crisis, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 056110 (2009)

Harris R.J. & Touchette H., Current fluctuations in stochastic systems with long-range memory, Journal of Physics A 42, 342001 (2009)

Fu X.-J. & Szeto K.Y., Competition of multi-agent systems: Analysis of a three-company econophysics model, Chinese Physics Letters 26, 098901 (2009)

Shirazi A.H., Jafari G.R., Davoudi J., Peinke J., Rahimi Tabar M.R. & Sahimi M., Mapping stochastic processes onto complex networks, Journal of Statistical Mechanics 2009, P07046 (2009)

Ren F., Gu G.-F. & Zhou W.-X., Scaling and memory in the return intervals of realized volatility, Physica A 388, 4787-4796 (2009)

Malo P., Modeling electricity spot and futures price dependence: A multifrequency approach, Physica A 388, 4763-4779 (2009)

Eom C., Jung W.-S., Kaizoji T. & Kim S., Effect of changing data size on eigenvalues in the Korean and Japanese stock markets, Physica A 388, 4780-4786 (2009)

Helbing D., Managing complexity in socio-economic systems, European Review 17, 423-438 (2009)

Zaitsev S., Zaitsev A., Leonidov A. & Trainin V., Market mill dependence pattern in the stock market: Multiscale conditional dynamics, Physica A 388, 4624-4634 (2009)

Herrmann K., Non-extensitivity vs. informative moments for financial models - A unifying framework and empirical results, Europhysics Letters 88, 30007 (2009)

Jiang Z.-Q., Zhou W.-X. & Tan Q.-Z., Online-offline activities and game-playing behaviors of avatars in a massive multiplayer online role-playing game, Europhysics Letters 88, 48007 (2009)

Andriani P. & McKelvey B., From gaussian to paretian thinking: Causes and implications of power laws in organizations, Organization Science 20, 1053-1071 (2009)

Schinckus C., Economic uncertainty and econophysics, Physica A 388, 4415-4423 (2009)

Yang Y., Wang J., Yang H. & Mang J., Visibility graph approach to exchange rate series, Physica A 388, 4431-4437 (2009)

Xu C., Hui P.M., Yu Y.-Y. & Gu G.-Q., Self-organized cooperative behavior and critical penalty in an evolving population, Physica A 388, 4445-4452 (2009)

Ni X.-H., Jiang Z.-Q. & Zhou W.-X., Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks, Physics Letters, Section A 373, 3822-3826 (2009)

Fenn D.J., Porter M.A., McDonald M., Williams S., Johnson N.F. & Jones N.S., Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007-2008 credit crisis, Chaos 19, 033119 (2009)

Liu C., Jiang Z.-Q., Ren F. & Zhou W.-X., Scaling and memory in the return intervals of energy dissipation rate in three-dimensional fully developed turbulence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 046304 (2009)

Malmgren R.D., Stouffer D.B., Campanharo A.S.L.O. & Amaral L.A.N., On universality in human correspondence activity, Science 325, 1696-1700 (2009)

Muchnik L., Bunde A. & Havlin S., Long term memory in extreme returns of financial time series, Physica A 388, 4145-4150 (2009)

Araripe L.E. & Costa Filho R.N., Role of parties in the vote distribution of proportional elections, Physica A 388, 4167-4170 (2009)

Chakrabarti A.S. & Chakrabarti B.K., Microeconomics of the ideal gas like market models, Physica A 388, 4151-4158 (2009)

Zhou W.-X., The components of empirical multifractality in financial returns, Europhysics Letters 88, 28004 (2009)

Jones B.D., Baumgartner F.R., Breunig C., Wlezien C., Soroka S., Foucault M., Francois A., Green-Pedersen C., Koski C., John P., Mortensen P.B., Varone F. & Walgrave S., A general empirical law of public budgets: A comparative analysis, American Journal of Political Science 53, 855-873 (2009)

Gao X. & Guan J., Characteristics of the network of scientific journals pertaining to Chinese patents, Physica A 388, 4267-4272 (2009)

Raafat R.M., Chater N. & Frith C., Herding in humans, Trends in Cognitive Sciences 13, 420-428 (2009)

Orrell D. & McSharry P., System economics: Overcoming the pitfalls of forecasting models via a multidisciplinary approach, International Journal of Forecasting 25, 734-743 (2009)

Kuznetsov D.V., 1-to-1 personalized consumer-product marketing in real-life environment with critical word-of-mouth (WOM) impacts, Model Assisted Statistics and Applications 4, 159-169 (2009)

Shen J., Zheng B., Lin H. & Qiu T., Dynamic relaxation of financial indices, Modern Physics Letters B 23, 2889-2897 (2009)

Petelczyc M., Zebrowski J.J. & Baranowski R., Kramers-Moyal coefficients in the analysis and modeling of heart rate variability, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 031127 (2009)

Materassi D. & Innocenti G., Unveiling the connectivity structure of financial networks via high-frequency analysis, Physica A 388, 3866-3878 (2009)

Vahabi M. & Jafari G.R., Investigation of privatization by level crossing approach, Physica A 388, 3859-3865 (2009)

Lee C.-Y., Characteristics of the volatility in the Korea composite stock price index, Physica A 388, 3837-3850 (2009)

Lim G., Kim S., Kim J., Kim P., Kang Y., Park S., Park I., Park S.-B. & Kim K., Structure of a financial cross-correlation matrix under attack, Physica A 388, 3851-3858 (2009)

Krawiecki A., Microscopic spin model for the stock market with attractor bubbling on scale-free networks, Journal of Economic Interaction and Coordination 4, 213-220 (2009)

Redelico F.O., Proto A.N. & Ausloos M., Hierarchical structures in the Gross Domestic Product per capita fluctuation in Latin American countries, Physica A 388, 3527-3535 (2009)

Gonzalez-Estevez J., Cosenza M.G., Alvarez-Llamoza O. & Lopez-Ruiz R., Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model, Physica A 388, 3521-3526 (2009)

Zhdanov V.P., Coarse-grained model of long-term supply of oil, European Physical Journal B 71, 289-292 (2009)

Stavroyiannis S., Makris I. & Nikolaidis V., On the closed form solutions for non-extensive Value at Risk, Physica A 388, 3536-3542 (2009)

Kocisova J., Horvath D. & Brutovsky B., The efficiency of individual optimization in the conditions of competitive growth, Physica A 388, 3585-3592 (2009)

Belhaj M., Guerin P., Zaim M.E. & Abdeljalil L., Influence of the frequential identification tests on the induction machine modelling, EPJ Applied Physics 47, ap08275 (2009)

Bogachev M.I. & Bunde A., Improved risk estimation in multifractal records: Application to the value at risk in finance, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 026131 (2009)

Podobnik B., Horvatic D., Petersen A.M. & Stanley H.E., Quantitative relations between risk, return and firm size, EPL 85, 50003 (2009)

Nielsen S.N. & Muller F., Understanding the functional principles of nature-Proposing another type of ecosystem services, Ecological Modelling 220, 1913-1925 (2009)

Pellicer-Lostao C. & Lopez-Ruiz R., Economic models with chaotic money exchange, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 5544 LNCS, 43-52 (2009)

Szybisz M.A. & Szybisz L., Finite-time singularities in the dynamics of hyperinflation in an economy, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 026116 (2009)

Zukovic M. & Hristopulos D.T., Classification of missing values in spatial data using spin models, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 011116 (2009)

Ponzi A., Lillo F. & Mantegna R.N., Market reaction to a bid-ask spread change: A power-law relaxation dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 80, 016112 (2009)

Rybski D., Buldyrev S.V., Havlin S., Liljeros F. & Makse H.A., Scaling laws of human interaction activity, Proceedings of the National Academy of Sciences of the United States of America 106, 12640-12645 (2009)

Ausloos M. & Miskiewicz J., Introducing the q-Theil index, Brazilian Journal of Physics 39, 388-395 (2009)

Tabak B.M., Cajueiro D.O. & Serra T.R., Topological properties of bank networks: The case of Brazil, International Journal of Modern Physics C 20, 1121-1143 (2009)

Eisler Z., Kertesz J., Lillo F. & Mantegna R.N., Diffusive behavior and the modeling of characteristic times in limit order executions, Quantitative Finance 9, 547-563 (2009)

Zhao Z., Kirou A., Ruszczycki B. & Johnson N.F., Dynamical clustering as a generator of complex system dynamics, Mathematical Models and Methods in Applied Sciences 19, 1539-1565 (2009)

Magdziarz M., Black-scholes formula in subdiffusive regime, Journal of Statistical Physics 136, 553-564 (2009)

Stang J.B., Rezakhani A.T. & Sanders B.C., Correlation effects in a discrete quantum random walk, Journal of Physics A 42, 175304 (2009)

Zunino L., Zanin M., Tabak B.M., Perez D.G. & Rosso O.A., Forbidden patterns, permutation entropy and stock market inefficiency, Physica A 388, 2854-2864 (2009)

Serrano E. & Figliola A., Wavelet Leaders: A new method to estimate the multifractal singularity spectra, Physica A 388, 2793-2805 (2009)

Zhou W.-X. & Sornette D., Numerical investigations of discrete scale invariance in fractals and multifractal measures, Physica A 388, 2623-2639 (2009)

Mommer M.S. & Lebiedz D., Modeling subdiffusion using reaction diffusion systems, SIAM Journal on Applied Mathematics 70, 112-132 (2009)

Helbing D. & Mazloumian A., Operation regimes and slower-is-faster effect in the controlof traffic intersections, European Physical Journal B 70, 257-274 (2009)

Preis T., Virnau P., Paul W. & Schneider J.J., GPU accelerated Monte Carlo simulation of the 2D and 3D Ising model, Journal of Computational Physics 228, 4468-4477 (2009)

Meerschaert M.M. & Stoev S.A., Extremal limit theorems for observations separated by random power law waiting times, Journal of Statistical Planning and Inference 139, 2175-2188 (2009)

Helbing D., Derivation of a fundamental diagram for urban traffic flow, European Physical Journal B 70, 229-241 (2009)

Johnson N.F., Xu C., Zhao Z., Ducheneaut N., Yee N., Tita G. & Hui P.M., Human group formation in online guilds and offline gangs driven by a common team dynamic, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 066117 (2009)

Song D.-M., Jiang Z.-Q. & Zhou W.-X., Statistical properties of world investment networks, Physica A 388, 2450-2460 (2009)

Qiu T., Zhong L.X., Chen G. & Wu X.R., Statistical properties of trading volume of Chinese stocks, Physica A 388, 2427-2434 (2009)

Jiang Z.-Q. & Zhou W.-X., Direct evidence for inversion formula in multifractal financial volatility measure, Chinese Physics Letters 26, 028901 (2009)

Vaz Martins T., Araujo T., Augusta Santos M. & St Aubyn M., Network effects in a human capital based economic growth model, Physica A 388, 2207-2214 (2009)

Smith R.D., The spread of the credit crisis: View from a stock correlation network, Journal of the Korean Physical Society 54, 2460-2463 (2009)

Canessa E., Stock market and motion of a variable mass spring, Physica A 388, 2168-2172 (2009)

Lee K.E. & Lee J.W., Avalanches of Bak-Sneppen coevolution model on directed scale-free network, Fractals 17, 233-237 (2009)

Mariani M.C., Libbin J.D., Martin K.J., Ncheuguim E., Varela M.P.B., Mani V.K., Erickson C.A. & Valles-Rosales D.J., Levy models and long correlations applied to the study of exchange traded funds, International Journal of Computer Mathematics 86, 1040-1053 (2009)

Bagarello F., Simplified stock markets described by number operators, Reports on Mathematical Physics 63, 381-398 (2009)

Serletis A. & Rosenberg A.A., Mean reversion in the US stock market, Chaos, Solitons and Fractals 40, 2007-2015 (2009)

Wang W., Chen Y. & Huang J., Heterogeneous preferences, decision-making capacity & phase transitions in a complex adaptive system, Proceedings of the National Academy of Sciences of the United States of America 106, 8423-8428 (2009)

Zhu M., Chiarella C., He X.-Z. & Wang D., Does the market maker stabilize the market?, Physica A 388, 3164-3180 (2009)

Ahn S., Lim G., Kim S. & Kim K., Grafting of higher-order correlations of real financial markets into herding models, Physica A 388, 3195-3201 (2009)

Wang F., Shieh S.-J., Havlin S. & Stanley H.E., Statistical analysis of the overnight and daytime return, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 056109 (2009)

Yamada K., Takayasu H., Ito T. & Takayasu M., Solvable stochastic dealer models for financial markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 051120 (2009)

Zhang J., Chen Q. & Wang Y., Zipf distribution in top Chinese firms and an economic explanation, Physica A 388, 2020-2024 (2009)

Radszuweit M., Block M., Hengstler J.G., Scholl E. & Drasdo D., Comparing the growth kinetics of cell populations in two and three dimensions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 051907 (2009)

Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Mechanisms of self-organization and finite size effects in a minimal agent based model, Journal of Statistical Mechanics 2009, P03016 (2009)

Kimiagar S., Sadegh Movahed M., Khorram S., Sobhanian S. & Reza Rahimi Tabar M., Fractal analysis of discharge current fluctuations, Journal of Statistical Mechanics 2009, P03020 (2009)

Zukovic M. & Hristopulos D.T., Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data, Journal of Statistical Mechanics 2009, P02023 (2009)

Medo M., Breakdown of the mean-field approximation in a wealth distribution model, Journal of Statistical Mechanics 2009, P02014 (2009)

Jiang J., Li W., Cai X. & Wang Q.A., Empirical study of recent Chinese stock market, Physica A 388, 1893-1907 (2009)

Meerschaert M.M., Nane E. & Xiao Y., Correlated continuous time random walks, Statistics and Probability Letters 79, 1194-1202 (2009)

Brida J.G., Gomez D.M. & Risso W.A., Symbolic hierarchical analysis in currency markets: An application to contagion in currency crises, Expert Systems with Applications 36, 7721-7728 (2009)

Eryigit M., Cukur S. & Eryigit R., Tail distribution of index fluctuations in World markets, Physica A 388, 1879-1886 (2009)

De Sanctis L. & Galla T., Effects of noise and confidence thresholds in nominal and metric Axelrod dynamics of social influence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 046108 (2009)

Giffin A., From physics to economics: An econometric example using maximum relative entropy, Physica A 388, 1610-1620 (2009)

Sornette D., Woodard R. & Zhou W.-X., The 2006-2008 oil bubble: Evidence of speculation & prediction, Physica A 388, 1571-1576 (2009)

Kumar S. & Deo N., Multifractal properties of the Indian financial market, Physica A 388, 1593-1602 (2009)

Cajueiro D.O., Tabak B.M. & Werneck F.K., Can we predict crashes? The case of the Brazilian stock market, Physica A 388, 1603-1609 (2009)

Mariani M.C., Florescu I., Beccar Varela M.P. & Ncheuguim E., Long correlations and Levy models applied to the study of memory effects in high frequency (tick) data, Physica A 388, 1659-1664 (2009)

Sieczka P. & Holyst J.A., Correlations in commodity markets, Physica A 388, 1621-1630 (2009)

Chiang T.C., Yu H.-C. & Wu M.-C., Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data, Physica A 388, 1555-1570 (2009)

Kirchler M. & Huber J., An exploration of commonly observed stylized facts with data from experimental asset markets, Physica A 388, 1631-1658 (2009)

Rybski D. & Bunde A., On the detection of trends in long-term correlated records, Physica A 388, 1687-1695 (2009)

Samal A. & Meyer-Ortmanns H., Preferential attachment renders an evolving network of populations robust against crashes, Physica A 388, 1535-1545 (2009)

Mandel I. & Kuznetsov D.V., Statistical and physical paradigms in the social sciences, Model Assisted Statistics and Applications 4, 39-62 (2009)

Castellano C., Fortunato S. & Loreto V., Statistical physics of social dynamics, Reviews of Modern Physics 81, 591-646 (2009)

Tabak B.M., Serra T.R. & Cajueiro D.O., The expectation hypothesis of interest rates and network theory: The case of Brazil, Physica A 388, 1137-1149 (2009)

Zapart C.A., On entropy, financial markets and minority games, Physica A 388, 1157-1172 (2009)

Su Z.-Y. & Wang Y.-T., An investigation into the multifractal characteristics of the TAIEX stock exchange Index in Taiwan, Journal of the Korean Physical Society 54, 1385-1394 (2009)

Wang Y. & Stanley H.E., Statistical approach to partial equilibrium analysis, Physica A 388, 1173-1180 (2009)

Lim G., Kim S.Y., Chang K.-H., Kim K. & Ha D.-H., Structure of correlations with partially surrogated price fluctuations, Journal of the Korean Physical Society 54, 1422-1426 (2009)

Maslov V.P., Threshold levels in economics and time series, Mathematical Notes 85, 305-321 (2009)

Benguigui L. & Blumenfeld-Lieberthal E., The temporal evolution of the city size distribution, Physica A 388, 1187-1195 (2009)

Su Z.-Y., Wang Y.-T. & Huang H.-Y., A multifractal detrended fluctuation analysis of taiwan's stock exchange, Journal of the Korean Physical Society 54, 1395-1402 (2009)

Ren F., Guo L. & Zhou W.-X., Statistical properties of volatility return intervals of Chinese stocks, Physica A 388, 881-890 (2009)

Zhou W.-X. & Sornette D., A case study of speculative financial bubbles in the South African stock market 2003-2006, Physica A 388, 869-880 (2009)

Hong B.H., Lee K.E., Hwang J.K. & Lee J.W., Fluctuations of trading volume in a stock market, Physica A 388, 863-868 (2009)

Eom C., Oh G., Jung W.-S., Jeong H. & Kim S., Topological properties of stock networks based on minimal spanning tree and random matrix theory in financial time series, Physica A 388, 900-906 (2009)

Micciche S., Modeling long-range memory with stationary Markovian processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 031116 (2009)

Fagiolo G., Reyes J. & Schiavo S., World-trade web: Topological properties, dynamics & evolution, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 036115 (2009)

Gans F., Schumann A.Y., Kantelhardt J.W., Penzel T. & Fietze I., Cross-modulated amplitudes and frequencies characterize interacting components in complex systems, Physical Review Letters 102, 098701 (2009)

Takahashi T., Tsallis' non-extensive free energy as a subjective value of an uncertain reward, Physica A 388, 715-719 (2009)

Ali Saif M. & Gade P.M., Effects of introduction of new resources and fragmentation of existing resources on limiting wealth distribution in asset exchange models, Physica A 388, 697-704 (2009)

Conlon T., Ruskin H.J. & Crane M., Cross-correlation dynamics in financial time series, Physica A 388, 705-714 (2009)

Zhong L.-X., Qiu T., Chen B.-H. & Liu C.-F., Effects of dynamic response time in an evolving market, Physica A 388, 673-681 (2009)

Mu G.-H., Chen W., Kertesz J. & Zhou W.-X., Preferred numbers and the distributions of trade sizes and trading volumes in the Chinese stock market, European Physical Journal B 68, 145-152 (2009)

Kim S.Y., Lim G., Chang K.-H., Kim K.L., Lee S.Y., Park I.H., Lee D.I., You C.-H. & Kim K., Multifractal behaviors in foreign exchange markets, Fractals 17, 15-21 (2009)

Ayadi O.F., Williams J. & Hyman L.M., Fractional dynamic behavior in Forcados Oil Price Series: An application of detrended fluctuation analysis, Energy for Sustainable Development 13, 11-17 (2009)

Olemskoi A.I., Ostrik V.I. & Kokhan S.V., Complexity of hierarchical ensembles, Physica A 388, 609-620 (2009)

Yoon S.-M. & Kang S.H., Weather effects on returns: Evidence from the Korean stock market, Physica A 388, 682-690 (2009)

Wang Y.-H., The impact of jump dynamics on the predictive power of option-implied densities, Journal of Derivatives 16, 9-22 (2009)

Jiang Z.-Q., Chen W. & Zhou W.-X., Detrended fluctuation analysis of intertrade durations, Physica A 388, 433-440 (2009)

Ataullah A., Davidson I. & Tippett M., A wave function for stock market returns, Physica A 388, 455-461 (2009)

Onnela J.-P., Toyli J. & Kaski K., Tick size and stock returns, Physica A 388, 441-454 (2009)

Choustova O., Quantum probability and financial market, Information Sciences 179, 478-484 (2009)

Ni X.-H. & Zhou W.-X., Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese a-share stocks, Journal of the Korean Physical Society 54, 786-791 (2009)

Gu G.-F. & Zhou W.-X., On the probability distribution of stock returns in the Mike-Farmer model, European Physical Journal B 67, 585-592 (2009)

Chatterjee A., Kinetic models for wealth exchange on directed networks, European Physical Journal B 67, 593-598 (2009)

Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Minimal agent based model for financial markets I : Origin and self-organization of stylized facts, European Physical Journal B 67, 385-397 (2009)

Alfi V., Cristelli M., Pietronero L. & Zaccaria A., Minimal agent based model for financial markets II : Statistical properties of the linear and multiplicative dynamics, European Physical Journal B 67, 399-417 (2009)

Majumder S.R., Diermeier D., Rietz T.A. & Nunes Amaral L.A., Price dynamics in political prediction markets, Proceedings of the National Academy of Sciences of the United States of America 106, 679-684 (2009)

Heimo T., Kaski K. & Saramaki J., Maximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks, Physica A 388, 145-156 (2009)

Lee J.W., Park J.B., Jo H.-H., Yang J.-S. & Moon H.-T., Minimum entropy density method for the time series analysis, Physica A 388, 137-144 (2009)

Wang F., Yamasaki K., Havlin S. & Stanley H.E., Multifactor analysis of multiscaling in volatility return intervals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 79, 016103 (2009)

Lillo F., Econophysics and the challenge of efficiency, Complexity 14, 39-54 (2009)

Shubik M. & Smith E., Econophysics: Present and future, Complexity 14, 9-10 (2009)

Tabak B.M., Takami M.Y., Cajueiro D.O. & Petitinga A., Quantifying price fluctuations in the Brazilian stock market, Physica A 388, 59-62 (2009)

Shubik M. & Smith E., Building theories of economic process, Complexity 14, 77-92 (2009)

Taleb N.N., Finiteness of variance is irrelevant in the practice of quantitative finance, Complexity 14, 66-76 (2009)

Moura Jr. N.J. & Ribeiro M.B., Evidence for the Gompertz curve in the income distribution of Brazil 1978-2005, European Physical Journal B 67, 101-120 (2009)

Farmer J.D. & Geanakoplos J., The virtues and vices of equilibrium and the future of financial economics, Complexity 14, 11-38 (2009)

Cordier S., Pareschi L. & Piatecki C., Mesoscopic modelling of financial markets, Journal of Statistical Physics 134, 161-184 (2009)

Lux T. & Westerhoff F., Economics crisis, Nature Physics 5, 2-3 (2009)

Galbraith J.K., Inequality, unemployment and growth: New measures for old controversies, Journal of Economic Inequality 7, 189-206 (2009)

Fleming S.W., Approximate record length constraints for experimental identification of dynamical fractals, Annalen der Physik (Leipzig) 17, 955-969 (2008)

Czarnecki L., Grech D. & Pamula G., Comparison study of global and local approaches describing critical phenomena on the Polish stock exchange market, Physica A 387, 6801-6811 (2008)

Kar Gupta A., Relaxation in the wealth exchange models, Physica A 387, 6819-6824 (2008)

Qiu T., Guo L. & Chen G., Scaling and memory effect in volatility return interval of the Chinese stock market, Physica A 387, 6812-6818 (2008)

Cajueiro D.O. & Tabak B.M., The role of banks in the Brazilian interbank market: Does bank type matter?, Physica A 387, 6825-6836 (2008)

Wan W. & Zhang J.-W., Long-term memory of the returns in the Chinese stock indices, Frontiers of Physics in China 3, 489-494 (2008)

Sornette D., Nurturing breakthroughs: Lessons from complexity theory, Journal of Economic Interaction and Coordination 3, 165-181 (2008)

Bassler K.E., Gunaratne G.H. & McCauley J.L., Empirically based modeling in financial economics and beyond & spurious stylized facts, International Review of Financial Analysis 17, 767-783 (2008)

Wichmann S., The emerging field of language dynamics, Linguistics and Language Compass 2, 442-455 (2008)

Varga-Haszonits I. & Kondor I., The instability of downside risk measures, Journal of Statistical Mechanics 2008, P12007 (2008)

Franke R. & Asada T., Incorporating positions into asset pricing models with order-based strategies, Journal of Economic Interaction and Coordination 3, 201-227 (2008)

Bormetti G., Cazzola V., Montagna G. & Nicrosini O., The probability distribution of returns in the exponential Ornstein-Uhlenbeck model, Journal of Statistical Mechanics 2008, P11013 (2008)

Furuya S. & Yakubo K., Generalized strength of weighted scale-free networks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 066104 (2008)

McCauley J.L., Nonstationarity of efficient finance markets: FX market evolution from stability to instability, International Review of Financial Analysis 17, 820-837 (2008)

del-Castillo-Negrete D., Gonchar V.Yu. & Chechkin A.V., Fluctuation-driven directed transport in the presence of Levy flights, Physica A 387, 6693-6704 (2008)

Jeannin M., Iori G. & Samuel D., Modeling stock pinning, Quantitative Finance 8, 823-831 (2008)

Sherrington D., Complex cooperative behaviour in range-free frustrated many-body systems, International Journal of Modern Physics B 22, 5081-5094 (2008)

Miskiewicz J., Globalization - Entropy unification through the Theil index, Physica A 387, 6595-6604 (2008)

Miskiewicz J. & Ausloos M., Correlation measure to detect time series distances, whence economy globalization, Physica A 387, 6584-6594 (2008)

Yook S.-H. & Kim Y., Herd behavior in weight-driven information spreading models for financial market, Physica A 387, 6605-6612 (2008)

Erzgraber H., Strozzi F., Zaldivar J.-M., Touchette H., Gutierrez E. & Arrowsmith D.K., Time series analysis and long range correlations of Nordic spot electricity market data, Physica A 387, 6567-6574 (2008)

During B., Matthes D. & Toscani G., Kinetic equations modelling wealth redistribution: A comparison of approaches, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 056103 (2008)

Redelico F.O., Proto A.N. & Ausloos M., Power law for the duration of recession and prosperity in Latin American countries, Physica A 387, 6330-6336 (2008)

Gilmore C.G., Lucey B.M. & Boscia M., An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees, Physica A 387, 6319-6329 (2008)

Taniguchi M.-A., Bando M. & Nakayama A., Business cycle and conserved quantity in economics, Journal of the Physical Society of Japan 77, 114001 (2008)

Ausloos M., Equilibrium and dynamic methods when comparing an English text and its Esperanto translation, Physica A 387, 6411-6420 (2008)

Wilcox D. & Gebbie T., Serial correlation, periodicity and scaling of eigenmodes in an emerging market, International Journal of Theoretical and Applied Finance 11, 739-760 (2008)

Lamba H. & Seaman T., Market statistics of a psychology-based heterogeneous agent model, International Journal of Theoretical and Applied Finance 11, 717-737 (2008)

Queiros S.M.D., On discrete stochastic processes with long-lasting time dependence in the variance, European Physical Journal B 66, 137-148 (2008)

Mori S., Kitsukawa K. & Hisakado M., Correlation structures of correlated binomial models and implied default distribution, Journal of the Physical Society of Japan 77, 114802 (2008)

Basalto N., Bellotti R., De Carlo F., Facchi P., Pantaleo E. & Pascazio S., Hausdorff clustering, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 046112 (2008)

Yang C., Wu H. & Zhang Y., Periodic components and characteristic time scales in the financial market, Modern Physics Letters B 22, 2571-2578 (2008)

Alvarez-Ramirez J., Alvarez J., Rodriguez E. & Fernandez-Anaya G., Time-varying Hurst exponent for US stock markets, Physica A 387, 6159-6169 (2008)

Jiang Z.-Q., Chen W. & Zhou W.-X., Scaling in the distribution of intertrade durations of Chinese stocks, Physica A 387, 5818-5825 (2008)

Chang G. & Feigenbaum J., Detecting log-periodicity in a regime-switching model of stock returns, Quantitative Finance 8, 723-738 (2008)

Dong L., A self-adapting herding model: The agent judge-abilities influence the dynamic behaviors, Physica A 387, 5868-5873 (2008)

Manimaran P., Panigrahi P.K. & Parikh J.C., Difference in nature of correlation between NASDAQ and BSE indices, Physica A 387, 5810-5817 (2008)

Hu H.-B. & Han D.-Y., Empirical analysis of individual popularity and activity on an online music service system, Physica A 387, 5916-5921 (2008)

Chang H., Su B.-B., Liu C.-P., Gao M., Di Z.-R. & He D.-R., Community, hierarchy and interweavement in collaboration networks, International Journal of Modern Physics C 19, 1537-1554 (2008)

Heimo T., Tibely G., Saramaki J., Kaski K. & Kertesz J., Spectral methods and cluster structure in correlation-based networks, Physica A 387, 5930-5945 (2008)

Basu U. & Mohanty P.K., Modeling wealth distribution in growing markets, European Physical Journal B 65, 585-589 (2008)

Hu M.-B., Jiang R., Wu Y.-H., Wang R. & Wu Q.-S., Properties of wealth distribution in multi-agent systems of a complex network, Physica A 387, 5862-5867 (2008)

Matsumoto K., Evaluation of an artificial market approach for GHG emissions trading analysis, Simulation Modelling Practice and Theory 16, 1312-1322 (2008)

Arulselvan A., Baourakis G., Boginski V., Korchina E. & Pardalos P.M., Analysis of food industry market using network approaches, British Food Journal 110, 916-928 (2008)

Kim Y., Kim H.-J. & Yook S.-H., Agent-based spin model for financial markets on complex networks: Emergence of two-phase phenomena, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036115 (2008)

Bogachev M.I. & Bunde A., Memory effects in the statistics of interoccurrence times between large returns in financial records, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036114 (2008)

Roman H.E. & Porto M., Fractional derivatives of random walks: Time series with long-time memory, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 031127 (2008)

Yang J.-S., Kwon O., Jung W.-S. & Kim I.-m., Agent-based approach for generation of a money-centered star network, Physica A 387, 5498-5502 (2008)

Ren F. & Zhang Y.C., Trading model with pair pattern strategies, Physica A 387, 5523-5534 (2008)

Yolles M., Frieden B.R. & Kemp G., Toward a formal theory of socioculture: A yin-yang information-based theory of social change, Kybernetes 37, 850-909 (2008)

Broszkiewicz-Suwaj E. & Jurlewicz A., Pricing on electricity market based on coupled-continuous-time-random-walk concept, Physica A 387, 5503-5510 (2008)

Apostolov S.S., Mayzelis Z.A., Usatenko O.V. & Yampol'skii V.A., High-order correlation functions of binary multi-step Markov chains, International Journal of Modern Physics B 22, 3841-3853 (2008)

Perello J., Masoliver J., Kasprzak A. & Kutner R., Model for interevent times with long tails and multifractality in human communications: An application to financial trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 036108 (2008)

Mu G.-H. & Zhou W.-X., Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index, Physica A 387, 5211-5218 (2008)

Gu G.-F., Chen W. & Zhou W.-X., Empirical shape function of limit-order books in the Chinese stock market, Physica A 387, 5182-5188 (2008)

Spagnolo B. & Valenti D., Volatility effects on the escape time in financial market models, International Journal of Bifurcation and Chaos 18, 2775-2786 (2008)

Conlon T., Crane M. & Ruskin H.J., Wavelet multiscale analysis for Hedge Funds: Scaling and strategies, Physica A 387, 5197-5204 (2008)

Eom C., Jung W.-S., Choi S., Oh G. & Kim S., Effects of time dependency and efficiency on information flow in financial markets, Physica A 387, 5219-5224 (2008)

Ahalpara D.P., Verma A., Parikh J.C. & Panigrahi P.K., Characterizing and modelling cyclic behaviour in non-stationary time series through multi-resolution analysis, Pramana - Journal of Physics 71, 459-485 (2008)

Petersen A.M., Jung W.-S. & Eugene Stanley H., On the distribution of career longevity and the evolution of home-run prowess in professional baseball, EPL 83, 50010 (2008)

Kowalski A.M. & Plastino A., The interaction between matter and a field's single-mode as a quantum game, Physica A 387, 5065-5072 (2008)

Brida J.G. & Risso W.A., Multidimensional minimal spanning tree: The Dow Jones case, Physica A 387, 5205-5210 (2008)

Kang S.H. & Yoon S.-M., Long memory features in the high frequency data of the Korean stock market, Physica A 387, 5189-5196 (2008)

Inoue J.-I. & Ohkubo J., Power-law behavior and condensation phenomena in disordered urn models, Journal of Physics A 41, 324020 (2008)

Kuhn R. & Neu P., Intermittency in an interacting generalization of the geometric Brownian motion model, Journal of Physics A 41, 324015 (2008)

Chechkin A.V., Gonchar V.Yu., Gorenflo R., Korabel N. & Sokolov I.M., Generalized fractional diffusion equations for accelerating subdiffusion and truncated Levy flights, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 78, 021111 (2008)

Jiang Z.-Q. & Zhou W.-X., Multifractal analysis of Chinese stock volatilities based on the partition function approach, Physica A 387, 4881-4888 (2008)

Chakrabarti B.K., Chatterjee A. & Bhattacharyya P., Two-fractal overlap time series: Earthquakes and market crashes, Pramana - Journal of Physics 71, 203-210 (2008)

Stella A.L. & Baldovin F., Role of scaling in the statistical modelling of finance, Pramana - Journal of Physics 71, 341-352 (2008)

Chakraborti A. & Patriarca M., Gamma-distribution and wealth inequality, Pramana - Journal of Physics 71, 233-243 (2008)

Kondor I. & Varga-Haszonits I., Divergent estimation error in portfolio optimization and in linear regression, European Physical Journal B 64, 601-605 (2008)

Kiet H.A.T. & Kim B.J., Network marketing with bounded rationality and partial information, Physica A 387, 4896-4902 (2008)

Roman H.E. & Porto M., Fractional Brownian motion with stochastic variance: Modeling absolute returns in stock markets, International Journal of Modern Physics C 19, 1221-1242 (2008)

Eom C., Choi S., Oh G. & Jung W.-S., Hurst exponent and prediction based on weak-form efficient market hypothesis of stock markets, Physica A 387, 4630-4636 (2008)

Gonzalez-Estevez J., Cosenza M.G., Lopez-Ruiz R. & Sanchez J.R., Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system, Physica A 387, 4637-4642 (2008)

Daly J., Crane M. & Ruskin H.J., Random matrix theory filters in portfolio optimisation: A stability and risk assessment, Physica A 387, 4248-4260 (2008)

Greco A., Sorriso-Valvo L., Carbone V. & Cidone S., Waiting time distributions of the volatility in the Italian MIB30 index: Clustering or Poisson functions?, Physica A 387, 4272-4284 (2008)

Zhang Y.-X., Zou X.-W. & Jin Z.-Z., Statistical analysis of the evolutionary minority game with different capacities, Physica A 387, 4319-4326 (2008)

Lu L., Medo M., Zhang Y.-C. & Challet D., Emergence of product differentiation from consumer heterogeneity and asymmetric information, European Physical Journal B 64, 293-300 (2008)

Krawiecki A., Microscopic spin model for the stock market with attractor bubbling on regular and small-world lattices, International Journal of Modern Physics C 19, 1035-1045 (2008)

Grech D. & Pamula G., The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market, Physica A 387, 4299-4308 (2008)

Matuttis H.-G., Random-walk type model with fat tails for financial markets, International Journal of Modern Physics C 19, 1017-1026 (2008)

Zhou W.-X., Multifractal detrended cross-correlation analysis for two nonstationary signals, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 066211 (2008)

Yamamoto H., Ohtsuki T. & Fujihara A., Double power-law in aggregation-chipping processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 061122 (2008)

Stanley H.E., Plerou V. & Gabaix X., A statistical physics view of financial fluctuations: Evidence for scaling and universality, Physica A 387, 3967-3981 (2008)

Matos J.A.O., Gama S.M.A., Ruskin H.J., Sharkasi A.A. & Crane M., Time and scale Hurst exponent analysis for financial markets, Physica A 387, 3910-3915 (2008)

Coelho R., Richmond P., Barry J. & Hutzler S., Double power laws in income and wealth distributions, Physica A 387, 3847-3851 (2008)

Kanevski M., Maignan M., Pozdnoukhov A. & Timonin V., Interest rates mapping, Physica A 387, 3897-3903 (2008)

Challet D., Feedback and efficiency in limit order markets, Physica A 387, 3831-3836 (2008)

Fagiolo G., Reyes J. & Schiavo S., On the topological properties of the world trade web: A weighted network analysis, Physica A 387, 3868-3873 (2008)

Sato A.-H., Application of spectral methods for high-frequency financial data to quantifying states of market participants, Physica A 387, 3960-3966 (2008)

Bentes S.R., Menezes R. & Mendes D.A., Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?, Physica A 387, 3826-3830 (2008)

Zukovic M. & Hristopulos D.T., Spartan random processes in time series modeling, Physica A 387, 3995-4001 (2008)

Lamba H. & Seaman T., Rational expectations, psychology and inductive learning via moving thresholds, Physica A 387, 3904-3909 (2008)

Petroni F. & Rotundo G., Effectiveness of measures of performance during speculative bubbles, Physica A 387, 3942-3948 (2008)

Garlaschelli D. & Loffredo M.I., Effects of network topology on wealth distributions, Journal of Physics A 41, 224018 (2008)

Jiang Z.-Q. & Zhou W.-X., Multifractality in stock indexes: Fact or Fiction?, Physica A 387, 3605-3614 (2008)

Ikeda Y., Aoyama H., Iyetomi H., Fujiwara Y. & Souma W., Correlated performance of firms in a transaction network, Journal of Economic Interaction and Coordination 3, 73-80 (2008)

Ohnishi T., Takayasu H., Ito T., Hashimoto Y., Watanabe T. & Takayasu M., Dynamics of quote and deal prices in the foreign exchange market, Journal of Economic Interaction and Coordination 3, 99-106 (2008)

Kwon O. & Yang J.-S., Information flow between stock indices, EPL 82, 68003 (2008)

Nirei M., Self-organized criticality in a herd behavior model of financial markets, Journal of Economic Interaction and Coordination 3, 89-97 (2008)

Preis T., Paul W. & Schneider J.J., Fluctuation patterns in high-frequency financial asset returns, EPL 82, 68005 (2008)

Yamada K., Takayasu H. & Takayasu M., The grounds for time dependent market potentials from dealers' dynamics, European Physical Journal B 63, 529-532 (2008)

Jung W.-S., Moon H.-T. & Stanley H.E., Dynamics of clustered opinions in complex networks, Journal of Economic Interaction and Coordination 3, 81-88 (2008)

Pedram P. & Jafari G.R., Mona Lisa: The stochastic view and fractality in color space, International Journal of Modern Physics C 19, 855-866 (2008)

Yanagita T. & Onozaki T., Dynamics of a market with heterogeneous learning agents, Journal of Economic Interaction and Coordination 3, 107-118 (2008)

Lin D.C., Factorization of joint multifractality, Physica A 387, 3461-3470 (2008)

Donner R., Multivariate analysis of spatially heterogeneous phase synchronisation in complex systems: Application to self-organised control of material flows in networks, European Physical Journal B 63, 349-361 (2008)

Gu G.-F., Chen W. & Zhou W.-X., Empirical regularities of order placement in the Chinese stock market, Physica A 387, 3173-3182 (2008)

Bertram W.K., Measuring time dependent volatility and cross-sectional correlation in Australian equity returns, Physica A 387, 3183-3191 (2008)

Ma Q., Chen Y., Tong H. & Di Z., Production, depreciation and the size distribution of firms, Physica A 387, 3209-3217 (2008)

Kanli I.B., Asymmetric impacts of global risk appetite on the risk premium for an emerging market, Physica A 387, 3218-3226 (2008)

Bagrow J.P., Sun J. & Ben-Avraham D., Phase transition in the rich-get-richer mechanism due to finite-size effects, Journal of Physics A 41, 185001 (2008)

Volpe G., Perrone S., Rubi J.M. & Petrov D., Stochastic resonant damping in a noisy monostable system: Theory and experiment, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 051107 (2008)

Fujita Y., Competition and welfare for a stochastically fluctuating market with irreversible decisions, Physica A 387, 2846-2850 (2008)

Kwon O. & Yang J.-S., Information flow between composite stock index and individual stocks, Physica A 387, 2851-2856 (2008)

Lim G., Kim S., Scalas E., Kim K. & Chang K.-H., Analysis of price fluctuations in futures exchange markets, Physica A 387, 2823-2830 (2008)

Weron R., Market price of risk implied by Asian-style electricity options and futures, Energy Economics 30, 1098-1115 (2008)

Zhou S., Hu G., Zhang Z. & Guan J., An empirical study of Chinese language networks, Physica A 387, 3039-3047 (2008)

Horvath D. & Kuscsik Z., The emergence of network communities by the action of coevolving market agents, Physics of Particles and Nuclei Letters 5, 211-214 (2008)

Eliazar I. & Klafter J., Paretian poisson processes, Journal of Statistical Physics 131, 487-504 (2008)

Lim G., Kim S., Kim K., Lee D.-I. & Scalas E., Dynamical behaviors of inter-out-of-equilibrium state intervals in Korean futures exchange markets, Physica A 387, 2831-2836 (2008)

McDonald M., Suleman O., Williams S., Howison S. & Johnson N.F., Impact of unexpected events, shocking news & rumors on foreign exchange market dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 046110 (2008)

Da Silva M.A.A., Viswanathan G.M., Ferreira A.S. & Cressoni J.C., Spontaneous symmetry breaking in amnestically induced persistence, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 040101 (2008)

Sato A.-H. & Holyst J.A., Characteristic periodicities of collective behavior at the foreign exchange market, European Physical Journal B 62, 373-380 (2008)

Ezhov A.A., Khrennikov A.Yu. & Terentyeva S.S., Indications of a possible symmetry and its breaking in a many-agent model obeying quantum statistics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 031126 (2008)

Plerou V. & Stanley H.E., Stock return distributions: Tests of scaling and universality from three distinct stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 037101 (2008)

Politi M. & Scalas E., Fitting the empirical distribution of intertrade durations, Physica A 387, 2025-2034 (2008)

Takahashi T., Oono H. & Radford M.H.B., Psychophysics of time perception and intertemporal choice models, Physica A 387, 2066-2074 (2008)

Navarro-Barrientos J.E., Cantero-Alvarez R., Matias Rodrigues J.F. & Schweitzer F., Investments in random environments, Physica A 387, 2035-2046 (2008)

Pan R.K. & Sinha S., Inverse-cubic law of index fluctuation distribution in Indian markets, Physica A 387, 2055-2065 (2008)

Cufaro Petroni N., Selfdecomposability and selfsimilarity: A concise primer, Physica A 387, 1875-1894 (2008)

Vaglica G., Lillo F., Moro E. & Mantegna R.N., Scaling laws of strategic behavior and size heterogeneity in agent dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 036110 (2008)

Mizuno T., Power law of customers' expenditures in convenience stores, Journal of the Physical Society of Japan 77, 035001 (2008)

Matthes D. & Toscani G., On steady distributions of kinetic models of conservative economies, Journal of Statistical Physics 130, 1087-1117 (2008)

Wei Y. & Wang P., Forecasting volatility of SSEC in Chinese stock market using multifractal analysis, Physica A 387, 1585-1592 (2008)

Kozlowska M., Kasprzak A. & Kutner R., Fractional market model and its verification on the warsaw stock exchange, International Journal of Modern Physics C 19, 453-469 (2008)

Koval' G.V. & Maslov V.P., Generalization of the Bardeen-Cooper-Schrieffer method for pair interactions, Theoretical and Mathematical Physics 154, 495-502 (2008)

Galam S., Sociophysics: A review of galam models, International Journal of Modern Physics C 19, 409-440 (2008)

Biro T.S. & Rosenfeld R., Microscopic origin of non-Gaussian distributions of financial returns, Physica A 387, 1603-1612 (2008)

Wang S.C., Tseng J.J., Tai C.C., Lai K.H., Wu W.S., Chen S.H. & Li S.P., Network topology of an experimental futures exchange, European Physical Journal B 62, 105-111 (2008)

Sarasvathy S.D., Dew N., Read S. & Wiltbank R., Designing organizations that design environments: Lessons from entrepreneurial expertise, Organization Studies 29, 331-350 (2008)

Jung W.-S., Wang F.Z., Havlin S., Kaizoji T., Moon H.-T. & Stanley H.E., Volatility return intervals analysis of the Japanese market, European Physical Journal B 62, 113-119 (2008)

Yamada H.S. & Iguchi K., q-exponential fitting for distributions of family names, Physica A 387, 1628-1636 (2008)

Lim G., Kim S.Y., Kim K., Lee D.-I. & Yum M.-K., Regularity analysis of inter-out-of-equilibrium state intervals in financial markets, Journal of the Physical Society of Japan 77, 033801 (2008)

Estrada E., Hatano N. & Gutierrez A., 'Clumpiness' mixing in complex networks, Journal of Statistical Mechanics 2008, P03008 (2008)

Sieczka P. & Holyst J.A., Statistical properties of short term price trends in high frequency stock market data, Physica A 387, 1218-1224 (2008)

Mariani M.C., Libbin J.D., Kumar Mani V., Beccar Varela M.P., Erickson C.A. & Valles-Rosales D.J., Long correlations and Normalized Truncated Levy Models applied to the study of Indian Market Indices in comparison with other emerging markets, Physica A 387, 1273-1282 (2008)

Kozaki M. & Sato A.-H., Application of the Beck model to stock markets: Value-at-Risk and portfolio risk assessment, Physica A 387, 1225-1246 (2008)

Ye C. & Huang J.P., Non-classical oscillator model for persistent fluctuations in stock markets, Physica A 387, 1255-1263 (2008)

Fu C.-H., Zhang Z.-P., Chang H., Tao J.-R., Chen Z.-H., Dai Y.-L., Zhang W. & He D.-R., A kind of collaboration-competition networks, Physica A 387, 1411-1420 (2008)

Sun Y., Wang Z., Zhang L. & He M., The wealth exchange model based on agents with different strategies, Physica A 387, 1311-1318 (2008)

oh G., Kim S. & Eom C., Long-term memory and volatility clustering in high-frequency price changes, Physica A 387, 1247-1254 (2008)

Yang Y. & Yang H., Complex network-based time series analysis, Physica A 387, 1381-1386 (2008)

Gazola L., Fernandes C., Pizzinga A. & Riera R., The log-periodic-AR(1)-GARCH(1,1) model for financial crashes, European Physical Journal B 61, 355-362 (2008)

Han D.-D., Liu J.-G. & Ma Y.-G., Fluctuation of the download network, Chinese Physics Letters 25, 765-768 (2008)

Wyart M., Bouchaud J.-P., Kockelkoren J., Potters M. & Vettorazzo M., Relation between bid-ask spread, impact and volatility in order-driven markets, Quantitative Finance 8, 41-57 (2008)

Sadegh Movahed M. & Hermanis E., Fractal analysis of river flow fluctuations, Physica A 387, 915-932 (2008)

Wang F., Yamasaki K., Havlin S. & Stanley H.E., Indication of multiscaling in the volatility return intervals of stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 77, 016109 (2008)

Araujo T. & Louca F., The seismography of crashes in financial markets, Physics Letters, Section A 372, 429-434 (2008)

Takahashi T., A comparison between Tsallis's statistics-based and generalized quasi-hyperbolic discount models in humans, Physica A 387, 551-556 (2008)

Gu G.-F., Chen W. & Zhou W.-X., Empirical distributions of Chinese stock returns at different microscopic timescales, Physica A 387, 495-502 (2008)

Bogojevic A., Balaz A. & Karapandza R., Consequences of increased longevity for wealth, fertility & population growth, Physica A 387, 543-550 (2008)

Jung W.-S., Kwon O., Wang F., Kaizoji T., Moon H.-T. & Stanley H.E., Group dynamics of the Japanese market, Physica A 387, 537-542 (2008)

Duan W.-Q., Estimating trade flow based on network topology, Physica A 387, 519-527 (2008)

Qian X.-Y., Song F.-T. & Zhou W.-X., Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests, Physica A 387, 503-510 (2008)

Cajueiro D.O. & Tabak B.M., Long-range dependence in interest rates and monetary policy, Physics Letters, Section A 372, 181-184 (2008)

Bordogna C.M. & Albano E.V., Dynamic behavior of a social model for opinion formation, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 061125 (2007)

Zhou W.-X. & Sornette D., Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns & prediction of the CSW indices, Physica A 387, 243-260 (2008)

Gabaix X., Gopikrishnan P., Plerou V. & Eugene Stanley H., Quantifying and understanding the economics of large financial movements, Journal of Economic Dynamics and Control 32, 303-319 (2008)

Jain S. & Yamano T., Persistence in a random bond ising model of socio-econo dynamics, International Journal of Modern Physics C 19, 161-168 (2008)

Jayadev A., A power law tail in India's wealth distribution: Evidence from survey data, Physica A 387, 270-276 (2008)

Slanina F., Critical comparison of several order-book models for stock-market fluctuations, European Physical Journal B 61, 225-240 (2008)

Yang J.-S., Kwak W., Kaizoji T. & Kim I.-M., Increasing market efficiency in the stock markets, European Physical Journal B 61, 241-246 (2008)

McCauley J.L., Bassler K.E. & Gunaratne G.H., Martingales, detrending data & the efficient market hypothesis, Physica A 387, 202-216 (2008)

Levy M., Stock market crashes as social phase transitions, Journal of Economic Dynamics and Control 32, 137-155 (2008)

Choustova O., Application of bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories, International Journal of Theoretical Physics 47, 252-260 (2008)

Vodenska-Chitkushev I., Wang F.Z., Weber P., Yamasaki K., Havlin S. & Stanley H.E., Comparison between volatility return intervals of the S&P 500 index and two common models, European Physical Journal B 61, 217-223 (2008)

Nascimento C.M., Jnior H.B.N., Jennings H.D., Serva M., Gleria I. & Viswanathan G.M., Multifractality and heteroscedastic dynamics: An application to time series analysis, EPL 81, 18002 (2008)

Tola V., Lillo F., Gallegati M. & Mantegna R.N., Cluster analysis for portfolio optimization, Journal of Economic Dynamics and Control 32, 235-258 (2008)

Figueiredo A., Matsushita R., daSilva S., Serva M., Viswanathan G.M., Nascimento C. & Gleria I., The Levy sections theorem: An application to econophysics, Physica A 386, 756-759 (2007)

Baldovin F. & Stella A.L., Scaling and efficiency determine the irreversible evolution of a market, Proceedings of the National Academy of Sciences of the United States of America 104, 19741-19744 (2007)

Bogachev M.I., Eichner J.F. & Bunde A., Effect of nonlinear correlations on the statistics of return intervals in multifractal data sets, Physical Review Letters 99, 240601 (2007)

Takahashi T., A probabilistic choice model based on Tsallis' statistics, Physica A 386, 335-338 (2007)

Fernandez V., A postcard from the past: The behavior of U.S. stock markets during 1871-1938, Physica A 386, 267-282 (2007)

Leonidov A., Trainin V., Zaitsev A. & Zaitsev S., Market mill dependence pattern in the stock market: Modeling of predictability and asymmetry via multi-component conditional distribution, Physica A 386, 240-252 (2007)

Schmidt J.C., Knowledge Politics of Interdisciplinarity: Specifying the type of interdisciplinarity in the NSF's NBIC scenario, Innovation 20, 313-328 (2007)

Andriani P. & McKelvey B., Beyond Gaussian averages: Redirecting international business and management research toward extreme events and power laws, Journal of International Business Studies 38, 1212-1230 (2007)

Eliazar I., Lorenzian analysis of infinite Poissonian populations and the phenomena of Paretian ubiquity, Physica A 386, 318-334 (2007)

Cortines A.A.G., Riera R. & Anteneodo C., From short to fat tails in financial markets: A unified description, European Physical Journal B 60, 385-389 (2007)

Lim G., Yong Kim S., Kim K., Lee D.-I. & Park S.-B., Dynamical mechanism of two-phase phenomena in financial markets, Physica A 386, 253-258 (2007)

Bagarello F., Stock markets and quantum dynamics: A second quantized description, Physica A 386, 283-302 (2007)

Balankin A.S., Dynamic scaling approach to study time series fluctuations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 056120 (2007)

Lucheroni C., Resonating models for the electric power market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 056116 (2007)

Takahashi T., A comparison of intertemporal choices for oneself versus someone else based on Tsallis' statistics, Physica A 385, 637-644 (2007)

Farahpour F., Eskandari Z., Bahraminasab A., Jafari G.R., Ghasemi F., Sahimi M. & Reza Rahimi Tabar M., A Langevin equation for the rates of currency exchange based on the Markov analysis, Physica A 385, 601-608 (2007)

Kang S.H. & Yoon S.-M., Long memory properties in return and volatility: Evidence from the Korean stock market, Physica A 385, 591-600 (2007)

Serletis A. & Uritskaya O.Y., Detecting signatures of stochastic self-organization in US money and velocity measures, Physica A 385, 281-291 (2007)

Chatterjee A. & Chakrabarti B.K., Kinetic exchange models for income and wealth distributions, European Physical Journal B 60, 135-149 (2007)

Garibaldi U., Scalas E. & Viarengo P., Statistical equilibrium in simple exchange games II. the redistribution game, European Physical Journal B 60, 241-246 (2007)

Kulkarni V. & Deo N., Correlation and volatility in an Indian stock market: A random matrix approach, European Physical Journal B 60, 101-109 (2007)

O'Doherty D.P., The question of theoretical excess: Folly and fall in theorizing organization, Organization 14, 837-867 (2007)

Brida J.G. & Risso W.A., Dynamics and structure of the main Italian companies, International Journal of Modern Physics C 18, 1783-1793 (2007)

Werner B.T. & McNamara D.E., Dynamics of coupled human-landscape systems, Geomorphology 91, 393-407 (2007)

Bierbrauer M., Menn C., Rachev S.T. & Truck S., Spot and derivative pricing in the EEX power market, Journal of Banking and Finance 31, 3462-3485 (2007)

Varga-Haszonits I. & Kondor I., Noise sensitivity of portfolio selection in constant conditional correlation GARCH models, Physica A 385, 307-318 (2007)

Queiros S.M.D., Are all highly liquid securities within the same class?, European Physical Journal B 60, 265-269 (2007)

Duarte Queiros S.M., On a generalised model for time-dependent variance with long-term memory, EPL 80, 30005 (2007)

Pan R.K. & Sinha S., Collective behavior of stock price movements in an emerging market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 046116 (2007)

Ali Saif M. & Gade P.M., Emergence of power-law in a market with mixed models, Physica A 384, 448-456 (2007)

Urbanowicz K., Richmond P. & Holyst J.A., Risk evaluation with enhanced covariance matrix, Physica A 384, 468-474 (2007)

Beecham J.A. & Engelhard G.H., Ideal free distribution or dynamic game? An agent-based simulation study of trawling strategies with varying information, Physica A 384, 628-646 (2007)

During B. & Toscani G., Hydrodynamics from kinetic models of conservative economies, Physica A 384, 493-506 (2007)

Plerou V. & Stanley H.E., Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 046109 (2007)

Perc M., Flights towards defection in economic transactions, Economics Letters 97, 58-63 (2007)

Mayzelis Z.A., Apostolov S.S., Melnyk S.S., Usatenko O.V. & Yampol'skii V.A., Additive N-step Markov chains as prototype model of symbolic stochastic dynamical systems with long-range correlations, Chaos, Solitons and Fractals 34, 112-128 (2007)

Pluchino A., Rapisarda A. & Tsallis C., Nonergodicity and central-limit behavior for long-range Hamiltonians, EPL 80, 26002 (2007)

Holman E.W., Schulze C., Stauffer D. & Wichmann S., On the relation between structural diversity and geographical distance among languages: Observations and computer simulations, Linguistic Typology 11, 393-421 (2007)

Fortunato S. & Castellano C., Scaling and universality in proportional elections, Physical Review Letters 99, 138701 (2007)

Tumminello M., Lillo F. & Mantegna R.N., Kullback-Leibler distance as a measure of the information filtered from multivariate data, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 031123 (2007)

Gu G.-F. & Zhou W.-X., Statistical properties of daily ensemble variables in the Chinese stock markets, Physica A 383, 497-506 (2007)

Fujita Y., Toward a new modeling of international economics: An attempt to reformulate an international trade model based on real option theory, Physica A 383, 507-512 (2007)

Schafer R., Sjolin M., Sundin A., Wolanski M. & Guhr T., Credit risk-A structural model with jumps and correlations, Physica A 383, 533-569 (2007)

Guevara Hidalgo E., Quantum games entropy, Physica A 383, 797-804 (2007)

Perello J., Downside Risk analysis applied to the Hedge Funds universe, Physica A 383, 480-496 (2007)

LaViolette R.A., Ellebracht L.A. & Gieseler C.J., Limits on relief through constrained exchange on random graphs, Physica A 383, 671-676 (2007)

Kleinert H. & Chen X.J., Boltzmann distribution and market temperature, Physica A 383, 513-518 (2007)

Lee K.E. & Lee J.W., Probability distribution function and multiscaling properties in the Korean stock market, Physica A 383, 65-70 (2007)

Politi M. & Scalas E., Activity spectrum from waiting-time distribution, Physica A 383, 43-48 (2007)

Ueno H., Mizuno T. & Takayasu M., Analysis of Japanese banks' historical tree diagram, Physica A 383, 164-168 (2007)

Eom C., Oh G. & Kim S., Deterministic factors of stock networks based on cross-correlation in financial market, Physica A 383, 139-146 (2007)

Nakamura T. & Small M., Correlation structures in short-term variabilities of stock indices and exchange rates, Physica A 383, 96-101 (2007)

Ishikawa A., The uniqueness of firm size distribution function from tent-shaped growth rate distribution, Physica A 383, 79-84 (2007)

Mazzitello K.I., Candia J. & Dossetti V., Effects of mass media and cultural drift in a model for social influence, International Journal of Modern Physics C 18, 1475-1482 (2007)

Watanabe K., Takayasu H. & Takayasu M., A mathematical definition of the financial bubbles and crashes, Physica A 383, 120-124 (2007)

Sazuka N. & Inoue J.-i., Fluctuations in time intervals of financial data from the view point of the Gini index, Physica A 383, 49-53 (2007)

Hayashi K., Kaizoji T. & Pichl L., Correlation patterns of NIKKEI index constituents. Towards a mean-field model, Physica A 383, 16-21 (2007)

Eggenhoffner R., Celasco E. & Celasco M., Avalanche correlation in power spectra with wide peaks, Fluctuation and Noise Letters 7, - (2007)

Gandolfi G., Sabatini A. & Rossolini M., PID feedback controller used as a tactical asset allocation technique: The G.A.M. model, Physica A 383, 71-78 (2007)

Duarte Queiros S.M. & Moyano L.G., Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes, Physica A 383, 10-15 (2007)

Tanaka-Yamawaki M. & Tokuoka S., Adaptive use of technical indicators for the prediction of intra-day stock prices, Physica A 383, 125-133 (2007)

Matsushita R., Gleria I., Figueiredo A. & Da Silva S., Are pound and euro the same currency?, Physics Letters, Section A 368, 173-180 (2007)

Inoue J.-I. & Sazuka N., Crossover between Levy and Gaussian regimes in first-passage processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 021111 (2007)

Sun L.-J. & Gao Z.-Y., An equilibrium model for urban transit assignment based on game theory, European Journal of Operational Research 181, 305-314 (2007)

Ataullah A. & Tippett M., Equity prices as a simple harmonic oscillator with noise, Physica A 382, 557-564 (2007)

Lim G., Kim S., Scalas E. & Kim K., Volatilities, traded volumes & the hypothesis of price increments in derivative securities, Physica A 382, 577-585 (2007)

Ben-Naim E. & Hengartner N.W., Efficiency of competitions, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 026106 (2007)

Borghesi C., Marsili M. & Micciche S., Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 026104 (2007)

Dobson I., Carreras B.A., Lynch V.E. & Newman D.E., Complex systems analysis of series of blackouts: Cascading failure, critical points & self-organization, Chaos 17, 026103 (2007)

Carbone A., Kaniadakis G. & Scarfone A.M., Where do we stand on econophysics?, Physica A 382, - (2007)

Scarfone A.M., A mechanism to derive multi-power law functions: An application in the econophysics framework, Physica A 382, 271-277 (2007)

Defilla S., A natural value unit-Econophysics as arbiter between finance and economics, Physica A 382, 42-51 (2007)

Gabaix X., Gopikrishnan P., Plerou V. & Stanley H.E., A unified econophysics explanation for the power-law exponents of stock market activity, Physica A 382, 81-88 (2007)

Ikeda Y., Aoyama H., Iyetomi H., Fujiwara Y., Souma W. & Kaizoji T., Response of firm agent network to exogenous shock, Physica A 382, 138-148 (2007)

Villarroel J., Stochastic model for market stocks with floors, Physica A 382, 321-329 (2007)

Eisler Z. & Kertesz J., The dynamics of traded value revisited, Physica A 382, 66-72 (2007)

Ausloos M. & Lambiotte R., Clusters or networks of economies? A macroeconomy study through Gross Domestic Product, Physica A 382, 16-21 (2007)

Ao P., Boltzmann-Gibbs distribution of fortune and broken time reversible symmetry in econodynamics, Communications in Nonlinear Science and Numerical Simulation 12, 619-626 (2007)

Valenti D., Spagnolo B. & Bonanno G., Hitting time distributions in financial markets, Physica A 382, 311-320 (2007)

Horvath D. & Kuscsik Z., Structurally dynamic spin market networks, International Journal of Modern Physics C 18, 1361-1374 (2007)

Healy J.V., Dixon M., Read B.J. & Cai F.F., Non-parametric extraction of implied asset price distributions, Physica A 382, 121-128 (2007)

Maskawa J.-i., Stock price fluctuations and the mimetic behaviors of traders, Physica A 382, 172-178 (2007)

Piotrowski E.W. & Sladkowski J., Geometry of financial markets-Towards information theory model of markets, Physica A 382, 228-234 (2007)

Miskiewicz J. & Ausloos M., Delayed information flow effect in economy systems. An ACP model study, Physica A 382, 179-186 (2007)

Nawroth A.P. & Peinke J., Medium and small-scale analysis of financial data, Physica A 382, 193-198 (2007)

Naylor M.J., Rose L.C. & Moyle B.J., Topology of foreign exchange markets using hierarchical structure methods, Physica A 382, 199-208 (2007)

Chatterjee A. & Chakrabarti B.K., Ideal-gas-like market models with savings: Quenched and annealed cases, Physica A 382, 36-41 (2007)

Stanley H.E., Gabaix X., Gopikrishnan P. & Plerou V., Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance, Physica A 382, 286-301 (2007)

Watanabe K., Takayasu H. & Takayasu M., Extracting the exponential behaviors in the market data, Physica A 382, 336-339 (2007)

Mizuno T., Takayasu H. & Takayasu M., Analysis of price diffusion in financial markets using PUCK model, Physica A 382, 187-192 (2007)

Sato A.-H., Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach, Physica A 382, 258-270 (2007)

Drozdz S., Gorski A.Z. & Kwapien J., World currency exchange rate cross-correlations, European Physical Journal B 58, 499-502 (2007)

Gaffeo E., Catalano M., Clementi F., Delli Gatti D., Gallegati M. & Russo A., Reflections on modern macroeconomics: Can we travel along a safer road?, Physica A 382, 89-97 (2007)

Arianos S. & Carbone A., Detrending moving average algorithm: A closed-form approximation of the scaling law, Physica A 382, 9-15 (2007)

Jones B.D. & Breunig C., Noah and Joseph effects in government budgets: Analyzing long-term memory, Policy Studies Journal 35, 329-348 (2007)

Yamada K., Takayasu H. & Takayasu M., Characterization of foreign exchange market using the threshold-dealer-model, Physica A 382, 340-346 (2007)

Alfi V., De Martino A., Pietronero L. & Tedeschi A., Detecting the traders' strategies in minority-majority games and real stock-prices, Physica A 382, 1-8 (2007)

Manchanda P., Kumar J. & Siddiqi A.H., Mathematical methods for modelling price fluctuations of financial times series, Journal of the Franklin Institute 344, 613-636 (2007)

Challet D., The demise of constant price impact functions and single-time step models of speculation, Physica A 382, 29-35 (2007)

Dibeh G., Contagion effects in a chartist-fundamentalist model with time delays, Physica A 382, 52-57 (2007)

Choustova O., Quantum modeling of nonlinear dynamics of stock prices: Bohmian approach, Theoretical and Mathematical Physics 152, 1213-1222 (2007)

Oh G., Kim S. & Eom C., Market efficiency in foreign exchange markets, Physica A 382, 209-212 (2007)

Jagric T., Strasek S., Spes N. & Jagric V., Is there a random character in a stock market? Some evidence from a small emerging market, International Journal of Management and Enterprise Development 4, 652-673 (2007)

Preis T., Golke S., Paul W. & Schneider J.J., Statistical analysis of financial returns for a multiagent order book model of asset trading, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 76, 016108 (2007)

Takahashi T., Oono H. & Radford M.H.B., Empirical estimation of consistency parameter in intertemporal choice based on Tsallis' statistics, Physica A 381, 338-342 (2007)

Suzuki T., Ikeguchi T. & Suzuki M., Algorithms for generating surrogate data for sparsely quantized time series, Physica D 231, 108-115 (2007)

Jiang Z.-Q. & Zhou W.-X., Scale invariant distribution and multifractality of volatility multipliers in stock markets, Physica A 381, 343-350 (2007)

Govindan T.E., Ibarra-Valdez C. & Ruiz de Chavez J., A dynamical stochastic coupled model for financial markets, Physica A 381, 317-328 (2007)

Bhattacharyya P., Chatterjee A. & Chakrabarti B.K., A common mode of origin of power laws in models of market and earthquake, Physica A 381, 377-382 (2007)

Mariani M.C. & Liu Y., A new analysis of the effects of the Asian crisis of 1997 on emergent markets, Physica A 380, 307-316 (2007)

Garas A. & Argyrakis P., Correlation study of the Athens Stock Exchange, Physica A 380, 399-410 (2007)

Hegyi G., Neda Z. & Augusta Santos M., Wealth distribution and Pareto's law in the Hungarian medieval society, Physica A 380, 271-277 (2007)

Coronel-Brizio H.F., Hernandez-Montoya A.R., Huerta-Quintanilla R. & Rodriguez-Achach M., Evidence of increment of efficiency of the Mexican Stock Market through the analysis of its variations, Physica A 380, 391-398 (2007)

Vicente R., Pereira C.d.B., Leite V.B.P. & Caticha N., Long term economic relationships from cointegration maps, Physica A 380, 317-324 (2007)

Ma J.-L. & Ma F.-T., Solitary wave solutions of nonlinear financial markets: Data-modeling-concept-practicing, Frontiers of Physics in China 2, 368-374 (2007)

Bartolozzi M., Mellen C., Di Matteo T. & Aste T., Multi-scale correlations in different futures markets, European Physical Journal B 58, 207-220 (2007)

Dibeh G. & Harmanani H.M., Option pricing during post-crash relaxation times, Physica A 380, 357-365 (2007)

Scarlat E.I., Stan C. & Cristescu C.P., Chaotic features in Romanian transition economy as reflected onto the currency exchange rate, Chaos, Solitons and Fractals 33, 396-404 (2007)

Tumminello M., Coronnello C., Lillo F., Micciche S. & Mantegna R.N., Spanning trees and bootstrap reliability estimation in correlation-based networks, International Journal of Bifurcation and Chaos 17, 2319-2329 (2007)

Chandra A.K., Hajra K.B., Das P.K. & Sen P., Modeling temporal and spatial features of collaboration network, International Journal of Modern Physics C 18, 1157-1172 (2007)

Moriconi L., Delta hedged option valuation with underlying non-Gaussian returns, Physica A 380, 343-350 (2007)

McCauley J.L., Gunaratne G.H. & Bassler K.E., Martingale option pricing, Physica A 380, 351-356 (2007)

Grigoriu M., Linear systems with fractional Brownian motion and Gaussian noise, Probabilistic Engineering Mechanics 22, 276-284 (2007)

Alvarez-Ramirez J., Rodriguez E. & Dagdug L., Time-correlations in marathon arrival sequences, Physica A 380, 447-454 (2007)

Tuncay C., A new model for competition between many languages, International Journal of Modern Physics C 18, 1203-1208 (2007)

Dong L., Volatilities and desires of the agent clusters drive together markets, Physica A 380, 512-518 (2007)

Zeng L., Bao R. & Xu B., Effects of Levy noise in aperiodic stochastic resonance, Journal of Physics A 40, 005 (2007)

Labra F.A., Marquet P.A. & Bozinovic F., Scaling metabolic rate fluctuations, Proceedings of the National Academy of Sciences of the United States of America 104, 10900-10903 (2007)

Bianco S., Ignaccolo M., Rider M.S., Ross M.J., Winsor P. & Grigolini P., Brain, music & non-Poisson renewal processes, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 061911 (2007)

Ghasemi F., Sahimi M., Peinke J., Friedrich R., Jafari G.R. & Tabar M.R.R., Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 060102 (2007)

Basalto N., Bellotti R., De Carlo F., Facchi P., Pantaleo E. & Pascazio S., Hausdorff clustering of financial time series, Physica A 379, 635-644 (2007)

Park J.B., Won Lee J., Yang J.-S., Jo H.-H. & Moon H.-T., Complexity analysis of the stock market, Physica A 379, 179-187 (2007)

Svorencik A. & Slanina F., Interacting gaps model, dynamics of order book & stock-market fluctuations, European Physical Journal B 57, 453-462 (2007)

Jamdee S. & Los C.A., Long memory options: LM evidence and simulations, Research in International Business and Finance 21, 260-280 (2007)

Jiang Z.-Q., Guo L. & Zhou W.-X., Endogenous and exogenous dynamics in the fluctuations of capital fluxes: An empirical analysis of the Chinese stock market, European Physical Journal B 57, 347-355 (2007)

Figueiredo A., Gleria I., Matsushita R. & Da Silva S., The Levy sections theorem revisited, Journal of Physics A 40, 002 (2007)

Bartolozzi M., Scale-free avalanches in the multifractal random walk, European Physical Journal B 57, 337-345 (2007)

Mendes R.S., Malacarne L.C. & Anteneodo C., Statistics of football dynamics, European Physical Journal B 57, 357-363 (2007)

Scarlat E.I., Stan C. & Cristescu C.P., Self-similar characteristics of the currency exchange rate in an economy in transition, Physica A 379, 188-198 (2007)

Bittner E., Nussbaumer A., Janke W. & Weigel M., Self-affirmation model for football goal distributions, Europhysics Letters 78, 58002 (2007)

Bittner E., Nussbaumer A., Janke W. & Weigel M., Self-affirmation model for football goal distributions, EPL 78, 58002 (2007)

Bianchi S. & Pianese A., Modelling stock price movements: Multifractality or multifractionality?, Quantitative Finance 7, 301-319 (2007)

Buchbinder G.L. & Chistilin K.M., Multiple time scales and the empirical models for stochastic volatility, Physica A 379, 168-178 (2007)

McCauley J.L., Gunaratne G.H. & Bassler K.E., Hurst exponents, Markov processes & fractional Brownian motion, Physica A 379, 1-9 (2007)

Onody R.N., Favaro G.M. & Cazaroto E.R., A new estimator method for GARCH models, European Physical Journal B 57, 487-493 (2007)

Kirchler M. & Huber J., Fat tails and volatility clustering in experimental asset markets, Journal of Economic Dynamics and Control 31, 1844-1874 (2007)

Nilantha K.G.D.R., Ranasinghe & Malmini P.K.C., Eigenvalue density of cross-correlations in Sri Lankan financial market, Physica A 378, 345-356 (2007)

Fan Y., Li M., Zhang P., Wu J. & Di Z., The effect of weight on community structure of networks, Physica A 378, 583-590 (2007)

Li P. & Wang B.-H., Extracting hidden fluctuation patterns of Hang Seng stock index from network topologies, Physica A 378, 519-526 (2007)

Jiang J., Ma K. & Cai X., Non-linear characteristics and long-range correlations in Asian stock markets, Physica A 378, 399-407 (2007)

Kondor I., Pafka S. & Nagy G., Noise sensitivity of portfolio selection under various risk measures, Journal of Banking and Finance 31, 1545-1573 (2007)

Ciliberti S. & Mezard M., Risk minimization through portfolio replication, European Physical Journal B 57, 175-180 (2007)

Cross R., Grinfeld M., Lamba H. & Seaman T., Stylized facts from a threshold-based heterogeneous agent model, European Physical Journal B 57, 213-218 (2007)

Wyart M. & Bouchaud J.-P., Self-referential behaviour, overreaction and conventions in financial markets, Journal of Economic Behavior and Organization 63, 1-24 (2007)

Simonsen I., Ahlgren P.T.H., Jensen M.H., Donangelo R. & Sneppen K., Fear and its implications for stock markets, European Physical Journal B 57, 153-158 (2007)

Sakata A., Hisakado M. & Mori S., Infectious default model with recovery and continuous limits, Journal of the Physical Society of Japan 76, 054801 (2007)

Patriarca M., Chakraborti A., Heinsalu E. & Germano G., Relaxation in statistical many-agent economy models, European Physical Journal B 57, 219-224 (2007)

Choustova O., Toward quantum-like modeling of financial processes, Journal of Physics 70, 012006 (2007)

Qiu G., Kandhai D. & Sloot P.M.A., Understanding the complex dynamics of stock markets through cellular automata, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 046116 (2007)

Eliazar I. & Klafter J., Fractal Levy correlation cascades, Journal of Physics A 40, - (2007)

Mariani M.C. & Liu Y., Normalized truncated Levy walks applied to the study of financial indices, Physica A 377, 590-598 (2007)

Nakamura T. & Small M., Tests of the random walk hypothesis for financial data, Physica A 377, 599-615 (2007)

Hong B.H., Eun Lee K. & Lee J.W., Power law of quiet time distribution in the Korean stock-market, Physica A 377, 576-582 (2007)

Fernandez V., Extreme-value dependence: An application to exchange rate markets, Physica A 377, 583-589 (2007)

Quan H. & Deng G., Effect of imitation in a competing and evolving population in different situations, Physica A 377, 625-632 (2007)

Cortines A.A.G. & Riera R., Non-extensive behavior of a stock market index at microscopic time scales, Physica A 377, 181-192 (2007)

Fernandez-Anaya G., Alvarez-Ramirez J. & Ibarra-Valdez C., On feedback and stable price adjustment mechanisms, Physica A 377, 211-226 (2007)

Zhang J.W., Zhang Y. & Kleinert H., Power tails of index distributions in chinese stock market, Physica A 377, 166-172 (2007)

Santos M.A., Coelho R., Hegyi G., Neda Z. & Ramasco J., Wealth distribution in modern and medieval societies, European Physical Journal 143, 81-85 (2007)

Caon G.M., Goncalves S. & Iglesias J.R., The unfair consequences of equal opportunities: Comparing exchange models of wealth distribution, European Physical Journal 143, 69-74 (2007)

Kuznetsov D.V. & Mandel I., Statistical physics of media processes: Mediaphysics, Physica A 377, 253-268 (2007)

Reimann S., Price dynamics from a simple multiplicative random process model : Stylized facts and beyond?, European Physical Journal B 56, 381-394 (2007)

Huang Z.-G., Chen Y., Zhang Y. & Wang Y.-H., Description of dynamics of stock prices by a Langevin approach, Chinese Physics 16, 019 (2007)

Yuqing H., Income distribution: Boltzmann analysis and its extension, Physica A 377, 230-240 (2007)

Buldyrev S.V., Growiec J., Pammolli F., Riccaboni M. & Stanley H.E., The growth of business firms: Facts and theory, Journal of the European Economic Association 5, 574-584 (2007)

Jafari G.R., Pedram P. & Hedayatifar L., Long-range correlation and multifractality in Bach's Inventions pitches, Journal of Statistical Mechanics , P04012 (2007)

Chattopadhyay A.K. & Mallick S.K., Income distribution dependence of poverty measure: A theoretical analysis, Physica A 377, 241-252 (2007)

Nadarajah S., Colombi-type Pareto models for income, Nuovo Cimento della Societa Italiana di Fisica B 122, 425-446 (2007)

Livina V., Kizner Z., Braun P., Molnar T., Bunde A. & Havlin S., Temporal scaling comparison of real hydrological data and model runoff records, Journal of Hydrology 336, 186-198 (2007)

Frank T.D., Exact solutions and Monte Carlo simulations of self-consistent Langevin equations: A case study for the collective dynamics of stock prices, International Journal of Modern Physics B 21, 1099-1112 (2007)

Bormetti G., Cisana E., Montagna G. & Nicrosini O., A non-Gaussian approach to risk measures, Physica A 376, 532-542 (2007)

Strozzi F., Zaldivar J.M. & Zbilut J.P., Recurrence quantification analysis and state space divergence reconstruction for financial time series analysis, Physica A 376, 487-499 (2007)

Greco A., Carbone V. & Sorriso-Valvo L., Non-Poisson intermittent events in price formation in a Ising spin model of market, Physica A 376, 480-486 (2007)

Coelho R., Gilmore C.G., Lucey B., Richmond P. & Hutzler S., The evolution of interdependence in world equity markets-Evidence from minimum spanning trees, Physica A 376, 455-466 (2007)

Lim G., Kim S., Yoon S.-M., Jung J.-W. & Kim K., Dynamical stochastic processes of returns in financial markets, Physica A 376, 517-524 (2007)

Eliazar I. & Klafter J., Correlation cascades of Levy-driven random processes, Physica A 376, 1-26 (2007)

Cukur S., Eryigit M. & Eryigit R., Cross correlations in an emerging market financial data, Physica A 376, 555-564 (2007)

Iori G., Reno R., De Masi G. & Caldarelli G., Trading strategies in the Italian interbank market, Physica A 376, 467-479 (2007)

Kim K., Yoon S.-M., Kim S., Chang K.-H., Kim Y. & Hoon Kang S., Dynamical structures of high-frequency financial data, Physica A 376, 525-531 (2007)

Apostolov S.S., Mayzelis Z.A., Usatenko O.V. & Yampol'skii V.A., Isotropy properties of the multi-step Markov symbolic sequences, Physica A 376, 165-172 (2007)

de Oliveira P.M.C., Stauffer D., Lima F.W.S., Sousa A.O., Schulze C. & Moss de Oliveira S., Bit-strings and other modifications of Viviane model for language competition, Physica A 376, 609-616 (2007)

Gao L., Zhao J., Di Z. & Wang D., Asymmetry between odd and even node weight in complex networks, Physica A 376, 687-691 (2007)

Petroni N.C., Mixtures in nonstable Levy processes, Journal of Physics A 40, 2227-2250 (2007)

Ikeda Y., Souma W., Aoyama H., Iyetomi H., Fujiwara Y. & Kaizoji T., Quantitative agent-based firm dynamics simulation with parameters estimated by financial and transaction data analysis, Physica A 375, 651-667 (2007)

Evans T.S., Exact solutions for network rewiring models, European Physical Journal B 56, 65-69 (2007)

Lan B.L. & Tan Y.O., Statistical properties of stock market indices of different economies, Physica A 375, 605-611 (2007)

Pan R.K. & Sinha S., Self-organization of price fluctuation distribution in evolving markets, EPL 77, 58004 (2007)

Wu M.-C., Phase correlation of foreign exchange time series, Physica A 375, 633-642 (2007)

Olemskoi A.I., Complexity of self-similar hierarchically constrained ensembles, JETP Letters 85, 127-130 (2007)

Ma J., Zhou P.-L., Zhou T., Bai W.-J. & Cai S.-M., Boolean game on scale-free networks, Physica A 375, 709-716 (2007)

Maslov V.P., Revision of probability theory from the point of view of quantum statistics, Russian Journal of Mathematical Physics 14, 66-95 (2007)

Hawkesby C., Marsh I.W. & Stevens I., Comovements in the equity prices of large complex financial institutions, Journal of Financial Stability 2, 391-411 (2007)

Samanidou E., Zschischang E., Stauffer D. & Lux T., Agent-based models of financial markets, Reports on Progress in Physics 70, R03 (2007)

Kim K., Yoon S.-M., Kim S.Y. & Takayasu H., Minority and majority games in financial markets, Fractals 15, 97-100 (2007)

Karpio K., Zaluska-Kotur M.A. & Orlowski A., Gain-loss asymmetry for emerging stock markets, Physica A 375, 599-604 (2007)

Baldovin F. & Stella A.L., Central limit theorem for anomalous scaling due to correlations, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 020101 (2007)

Richmond P., A roof over your head; house price peaks in the UK and Ireland, Physica A 375, 281-287 (2007)

Pabjan B. & Pekalski A., Model of prison riots, Physica A 375, 307-316 (2007)

Mosetti G., Jug G. & Scalas E., Power laws from randomly sampled continuous-time random walks, Physica A 375, 233-238 (2007)

Li M., Wu J., Wang D., Zhou T., Di Z. & Fan Y., Evolving model of weighted networks inspired by scientific collaboration networks, Physica A 375, 355-364 (2007)

Scafetta N. & West B.J., Probability distributions in conservative energy exchange models of multiple interacting agents, Journal of Physics Condensed Matter 19, 065138 (2007)

Cressoni J.C., Da Silva M.A.A. & Viswanathan G.M., Amnestically induced persistence in random walks, Physical Review Letters 98, 070603 (2007)

Perc M., Transition from Gaussian to Levy distributions of stochastic payoff variations in the spatial prisoner's dilemma game, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 022101 (2007)

Queiros S.M.D., Curado E.M.F. & Nobre F.D., A multi-interacting-agent model for financial markets, Physica A 374, 715-729 (2007)

Di Matteo T., Multi-scaling in finance, Quantitative Finance 7, 21-36 (2007)

Weber P., Analysis of aggregated tick returns: Evidence for anomalous diffusion, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 016105 (2007)

Zhou T., Wang B.-H., Jin Y.-D.I., He D.A.-R., Zhang P.-P., He Y., Su B.-B., Chen K., Zhang Z.-Z. & Liu J.-G., Modelling collaboration networks based on nonlinear preferential attachment, International Journal of Modern Physics C 18, 297-314 (2007)

Chian A.C.-L., Rempel E.L. & Rogers C., Crisis-induced intermittency in non-linear economic cycles, Applied Economics Letters 14, 211-218 (2007)

Giuggioli L., Viswanathan G.M., Kenkre V.M., Parmenter R.R. & Yates T.L., Effects of finite probing windows on the interpretation of the multifractal properties of random walks, EPL 77, 40004 (2007)

Bonanno G., Valenti D. & Spagnolo B., Mean escape time in a system with stochastic volatility, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 016106 (2007)

Araujo T. & Louca F., The geometry of crashes. A measure of the dynamics of stock market crises, Quantitative Finance 7, 63-74 (2007)

Hopman C., Do supply and demand drive stock prices?, Quantitative Finance 7, 37-53 (2007)

Hoyle D.C. & Rattray M., Statistical mechanics of learning multiple orthogonal signals: Asymptotic theory and fluctuation effects, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 75, 016101 (2007)

Hong B.H., Lee K.E. & Lee J.W., Power law in firms bankruptcy, Physics Letters, Section A 361, 6-8 (2007)

Choustova O.Al., Quantum Bohmian model for financial market, Physica A 374, 304-314 (2007)

Wang F., Weber P., Yamasaki K., Havlin S. & Stanley H.E., Statistical regularities in the return intervals of volatility, European Physical Journal B 55, 123-133 (2007)

Eisler Z. & Kertesz J., Liquidity and the multiscaling properties of the volume traded on the stock market, EPL 77, 28001 (2007)

Marsili M., Toy models and stylized realities, European Physical Journal B 55, 169-173 (2007)

Alfi V., Coccetti F., Petri A. & Pietronero L., Roughness and finite size effect in the NYSE stock-price fluctuations, European Physical Journal B 55, 135-142 (2007)

Seifert J. & Uhrig-Homburg M., Modelling jumps in electricity prices: Theory and empirical evidence, Review of Derivatives Research 10, 59-85 (2007)

Kaya T., Localization-delocalization transition in chains with long-range correlated disorder, European Physical Journal B 55, 49-56 (2007)

Zhou W.-X. & Sornette D., Self-organizing Ising model of financial markets, European Physical Journal B 55, 175-181 (2007)

Patanarapeelert K., Frank T.D., Friedrich R., Beek P.J. & Tang I.M., A data analysis method for identifying deterministic components of stable and unstable time-delayed systems with colored noise, Physics Letters, Section A 360, 190-198 (2006)

Takeda K., Uda S. & Kabashima Y., Analysis of CDMA systems that are characterized by eigenvalue spectrum, Europhysics Letters 76, 1193-1199 (2006)

Apostolov S.S., Mayzelis Z.A., Usatenko O.V. & Yampol'skii V.A., Equivalence of the Markov chains and two-sided symbolic sequences, Europhysics Letters 76, 1015-1021 (2006)

Chatterjee A. & Chakrabarti B.K., Kinetic market models with single commodity having price fluctuations, European Physical Journal B 54, 399-404 (2006)

Kim K., Kim S.Y., Lee M. & Yum M.-K., Hurst exponents in futures exchange markets, International Journal of Modern Physics C 17, 1831-1838 (2006)

Thomas K. & Dia H., Comparative evaluation of freeway incident detection models using field data, IEE Proceedings 153, - (2006)

Challet D., News and price returns from threshold behaviour and vice-versa: Exact solution of an agent-based market model, Journal of Physics A 39, 001 (2006)

Melnyk S.S., Usatenko O.V., Yampol'skii V.A., Apostolov S.S. & Maiselis Z.A., Memory functions and correlations in additive binary Markov chains, Journal of Physics A 39, 004 (2006)

Sousa T. & Domingos T., Equilibrium econophysics: A unified formalism for neoclassical economics and equilibrium thermodynamics, Physica A 371, 492-512 (2006)

Aiba Y. & Hatano N., A microscopic model of triangular arbitrage, Physica A 371, 572-584 (2006)

Villarroel J., Valuation of stochastic interest rate securities with time-dependent variance, Physica A 371, 513-524 (2006)

Ishikawa A., Annual change of Pareto index dynamically deduced from the law of detailed quasi-balance, Physica A 371, 525-535 (2006)

Ren F., Zheng B., Qiu T. & Trimper S., Score-dependent payoffs and Minority Games, Physica A 371, 649-657 (2006)

Muniandy S.V. & Uning R., Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries, Physica A 371, 585-598 (2006)

Burda Z., Gorlich A.T. & Waclaw B., Spectral properties of empirical covariance matrices for data with power-law tails, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 041129 (2006)

Fuentes M.A., Kuperman M. & Iglesias J.R., Living in an irrational society: Wealth distribution with correlations between risk and expected profits, Physica A 371, 112-117 (2006)

Tuncay C., Stock mechanics: A general theory and method of energy conservation with applications on DJIA, International Journal of Modern Physics C 17, 1679-1690 (2006)

Huang Z.-G., Wu Z.-X., Guan J.-Y. & Wang Y.-H., Memory-based Boolean game and self-organized phenomena on networks, Chinese Physics Letters 23, 065 (2006)

Yuan B. & Chen K., Impact of investor's varying risk aversion on the dynamics of asset price fluctuations, Journal of Economic Interaction and Coordination 1, 189-214 (2006)

Moyano L.G., de Souza J. & Duarte Queiros S.M., Multi-fractal structure of traded volume in financial markets, Physica A 371, 118-121 (2006)

Boginski V., Butenko S. & Pardalos P.M., Mining market data: A network approach, Computers and Operations Research 33, 3171-3184 (2006)

Donangelo R., Jensen M.H., Simonsen I. & Sneppen K., Synchronization model for stock market asymmetry, Journal of Statistical Mechanics , L11001 (2006)

Perello J., Montero M., Palatella L., Simonsen I. & Masoliver J., Entropy of the Nordic electricity market: Anomalous scaling, spikes & mean-reversion, Journal of Statistical Mechanics , P11011 (2006)

De Martino A. & Marsili M., Statistical mechanics of socio-economic systems with heterogeneous agents, Journal of Physics A 39, R01 (2006)

Ren F., Zheng B., Qiu T. & Trimper S., Minority games with score-dependent and agent-dependent payoffs, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 041111 (2006)

Sornette D. & Zhou W.-X., Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets, Physica A 370, 704-726 (2006)

Gomes O., Routes to chaos in macroeconomic theory, Journal of Economic Studies 33, 437-468 (2006)

Travieso G. & Da Fontoura Costa L., Spread of opinions and proportional voting, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 036112 (2006)

Gallegati M., Keen S., Lux T. & Ormerod P., Worrying trends in econophysics, Physica A 370, 1-6 (2006)

Bartolozzi M., Leinweber D.B. & Thomas A.W., Scale-free avalanche dynamics in the stock market, Physica A 370, 132-139 (2006)

Banerjee A., Yakovenko V.M. & Di Matteo T., A study of the personal income distribution in Australia, Physica A 370, 54-59 (2006)

Aste T. & Di Matteo T., Dynamical networks from correlations, Physica A 370, 156-161 (2006)

Johansen A., Simonsen I. & Jensen M.H., Optimal investment horizons for stocks and markets, Physica A 370, 64-67 (2006)

Sherrington D., The minority game: A statistical physics perspective, Physica A 370, 7-11 (2006)

Scalas E., Gallegati M., Guerci E., Mas D. & Tedeschi A., Growth and allocation of resources in economics: The agent-based approach, Physica A 370, 86-90 (2006)

Tibely G., Onnela J.-P., Saramaki J., Kaski K. & Kertesz J., Spectrum, intensity and coherence in weighted networks of a financial market, Physica A 370, 145-150 (2006)

Alfi V., Coccetti F., Marotta M., Pietronero L. & Takayasu M., Hidden forces and fluctuations from moving averages: A test study, Physica A 370, 30-37 (2006)

Marsili M. & Raffaelli G., Risk bubbles and market instability, Physica A 370, 18-22 (2006)

Dong L.-R., A heterogeneous agent herding model with time and space effect, Chinese Physics Letters 23, 067 (2006)

Takayasu M., Mizuno T. & Takayasu H., Potential force observed in market dynamics, Physica A 370, 91-97 (2006)

Platen E., Portfolio selection and asset pricing under a benchmark approach, Physica A 370, 23-29 (2006)

Gillemot L., Farmer J.D. & Lillo F., There's more to volatility than volume, Quantitative Finance 6, 371-384 (2006)

Bacry E., Kozhemyak A. & Muzy J.-F., Are asset return tail estimations related to volatility long-range correlations?, Physica A 370, 119-126 (2006)

Namazi A. & Schadschneider A., Statistical properties of online auctions, International Journal of Modern Physics C 17, 1485-1493 (2006)

Bonanno G., Valenti D. & Spagnolo B., Role of noise in a market model with stochastic volatility, European Physical Journal B 53, 405-409 (2006)

In F. & Kim S., Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis, Journal of Multinational Financial Management 16, 411-423 (2006)

Patriarca M., Chakraborti A. & Germano G., Influence of saving propensity on the power-law tail of the wealth distribution, Physica A 369, 723-736 (2006)

Naumis G.G., del Castillo-Mussot M., Perez L.A. & Vazquez G.J., Phase transition and diffusivity in social hierarchies with attractive sites, Physica A 369, 789-798 (2006)

Bassler K.E., Gunaratne G.H. & McCauley J.L., Markov processes, Hurst exponents & nonlinear diffusion equations: With application to finance, Physica A 369, 343-353 (2006)

Sato A.-H., Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model, Physica A 369, 753-764 (2006)

Jo H.-H., Jung W.-S. & Moon H.-T., Dynamics of helping behavior and networks in a small world, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 026120 (2006)

Giordano M. & Mannella R., A brief analysis of may 2004 crash in the Indian market, Fluctuation and Noise Letters 6, - (2006)

Hu M.-B., Wang W.-X., Jiang R., Wu Q.-S., Wang B.-H. & Wu Y.-H., A unified framework for the pareto law and Matthew effect using scale-free networks, European Physical Journal B 53, 273-277 (2006)

Assaf A., Dependence and mean reversion in stock prices: The case of the MENA region, Research in International Business and Finance 20, 286-304 (2006)

Scalas E., Garibaldi U. & Donadio S., Statistical equilibrium in simple exchange games I : Methods of solution and application to the Bennati-Dragulescu-Yakovenko (BDY) game, European Physical Journal B 53, 267-272 (2006)

Jin H. & Lu J.Z., Origins of the multifractality in Shanghai Stock Market, Nuovo Cimento della Societa Italiana di Fisica B 121, 987-994 (2006)

Katz J.S., Indicators for complex innovation systems, Research Policy 35, 893-909 (2006)

Matsuba I., Takahashi H. & Wakasa S., Stochastically equivalent dynamical system approach to nonlinear deterministic prediction, International Journal of Bifurcation and Chaos 16, 2721-2728 (2006)

Telesca L. & Lapenna V., Measuring multifractality in seismic sequences, Tectonophysics 423, 115-123 (2006)

Bischi G.-I., Gallegati M., Gardini L., Leombruni R. & Palestrini A., Herd behavior and nonfundamental asset price fluctuations in financial markets, Macroeconomic Dynamics 10, 502-528 (2006)

Lee S.H. & Jeong H., Effects of substrate network topologies on competition dynamics, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 026118 (2006)

Leontitsis A. & Vorlow C.E., Accounting for outliers and calendar effects in surrogate simulations of stock return sequences, Physica A 368, 522-530 (2006)

Mohanty P.K., Generic features of the wealth distribution in ideal-gas-like markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 74, 011117 (2006)

Ichinomiya T., Power-law distribution in Japanese racetrack betting, Physica A 368, 207-213 (2006)

Piotrowski E.W., Schroeder M. & Zambrzycka A., Quantum extension of European option pricing based on the Ornstein-Uhlenbeck process, Physica A 368, 176-182 (2006)

Pan H., Sornette D. & Kortanek K., Intelligent finance - An emerging direction, Quantitative Finance 6, 273-277 (2006)

Sato A.-H. & Oshiro J., Quantifying similarity between markets with application to high frequency financial data, Journal of the Physical Society of Japan 75, 084005 (2006)

Raffaelli G. & Marsili M., Dynamic instability in a phenomenological model of correlated assets, Journal of Statistical Mechanics , L08001 (2006)

Pareschi L. & Toscani G., Self-similarity and power-like tails in nonconservative kinetic models, Journal of Statistical Physics 124, 747-779 (2006)

Preis T., Golke S., Paul W. & Schneider J.J., Multi-agent-based Order Book Model of financial markets, Europhysics Letters 75, 510-516 (2006)

Cajueiro D.O. & De Camargo R.S., Minority game with local interactions due to the presence of herding behavior, Physics Letters, Section A 355, 280-284 (2006)

Jun W.C., Oh G. & Kim S., Understanding volatility correlation behavior with a magnitude cross-correlation function, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 066128 (2006)

Ohkubo J., Yasuda M. & Tanaka K., Replica analysis of preferential urn model, Journal of the Physical Society of Japan 75, 074802 (2006)

Reikard G.E., Simultaneity and non-linear variability in financial markets: Simulation and forecasting, Applied Stochastic Models in Business and Industry 22, 371-383 (2006)

Weber P. & Rosenow B., Large stock price changes: Volume or liquidity?, Quantitative Finance 6, 7-14 (2006)

Bartolozzi M., Leinweber D.B. & Thomas A.W., Symbiosis in the Bak-Sneppen model for biological evolution with economic applications, Physica A 365, 499-508 (2006)

Alvarez-Ramirez J. & Rodriguez E., Scaling properties of marathon races, Physica A 365, 509-520 (2006)

Yang I. & Kahng B., Bidding process in online auctions and winning strategy: Rate equation approach, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 067101 (2006)

Ball P., Culture crash, Nature 441, 686-688 (2006)

Bagarello F., An operatorial approach to stock markets, Journal of Physics A 39, 6823-6840 (2006)

Stanley H.E., Gabaix X., Gopikrishnan P. & Plerou V., Economic fluctuations and statistical physics: The puzzle of large fluctuations, Nonlinear Dynamics 44, 329-340 (2006)

Johnson N.F., Smith D.M.D. & Hui P.M., Multi-agent complex systems and many-body physics, Europhysics Letters 74, 923-929 (2006)

Jafari G.R., Movahed M.S., Fazeli S.M., Reza Rahimi Tabar M. & Masoudi S.F., Level crossing analysis of the stock markets, Journal of Statistical Mechanics , P06008 (2006)

Mostardinha P., Durana E.J. & Vistulo De Abreu F., The econophysics in the Euromillions lottery, European Journal of Physics 27, 675-684 (2006)

Ishikawa A., Pareto index induced from the scale of companies, Physica A 363, 367-376 (2006)

Yang J.-S., Chae S., Jung W.-S. & Moon H.-T., Microscopic spin model for the dynamics of the return distribution of the Korean stock market index, Physica A 363, 377-382 (2006)

Dahui W., Li Z. & Zengru D., Bipartite producer-consumer networks and the size distribution of firms, Physica A 363, 359-366 (2006)

Casillas L., Espinosa F.J., Huerta-Quintanilla R. & Rodriguez-Achach M., Condensation in an economic model with brand competition, International Journal of Modern Physics C 17, 749-756 (2006)

Aoki M. & Yoshikawa H., Stock prices and the real economy: Power law versus exponential distributions, Journal of Economic Interaction and Coordination 1, 45-73 (2006)

Ellis C., The mis-specification of the expected rescaled adjusted range, Physica A 363, 469-476 (2006)

Decamps M., De Schepper A. & Goovaerts M., A path integral approach to asset-liability management, Physica A 363, 404-416 (2006)

Eisler Z. & Kertesz J., Size matters: Some stylized facts of the stock market revisited, European Physical Journal B 51, 145-154 (2006)

Wohlmuth J. & Andersen J.V., Modelling financial markets with agents competing on different time scales and with different amount of information, Physica A 363, 459-468 (2006)

Alejandro-Quinones A.L., Bassler K.E., Field M., McCauley J.L., Nicol M., Timofeyev I., Torok A. & Gunaratne G.H., A theory of fluctuations in stock prices, Physica A 363, 383-392 (2006)

Gabaix X., Gopikrishnan P., Plerou V. & Stanley H.E., Institutional investors and stock market volatility, Quarterly Journal of Economics 121, 461-504 (2006)

Groot R.D., Consumers don't play dice, influence of social networks and advertisements, Physica A 363, 446-458 (2006)

Strozzi F. & Comenges J.-M.Z., Towards a non-linear trading strategy for financial time series, Chaos, Solitons and Fractals 28, 601-615 (2006)

Serva M., Fulco U.L., Gleria I.M., Lyra M.L., Petroni F. & Viswanathan G.M., A Markov model of financial returns, Physica A 363, 393-403 (2006)

Eisler Z. & Kertesz J., Scaling theory of temporal correlations and size-dependent fluctuations in the traded value of stocks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 046109 (2006)

Roman H.E., Albergante M., Colombo M., Croccolo F., Marini F. & Riccardi C., Modeling cross correlations within a many-assets market, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 036129 (2006)

Scalas E., The application of continuous-time random walks in finance and economics, Physica A 362, 225-239 (2006)

Gavrishchaka V.V. & Banerjee S., Support vector machine as an efficient framework for stock market volatility forecasting, Computational Management Science 3, 147-160 (2006)

Bouchaud J.-P., Kockelkoren J. & Potters M., Random walks, liquidity molasses and critical response in financial markets, Quantitative Finance 6, 115-123 (2006)

Yamamoto H., Ohtsuki T., Fujihara A. & Tanimoto S., Power-law and runaway growth in conserved aggregation systems, Journal of Physics 31, 59-62 (2006)

Wang F., Yamasaki K., Havlin S. & Stanley H.E., Scaling and memory of intraday volatility return intervals in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 026117 (2006)

Dionisio A., Menezes R. & Mendes D.A., An econophysics approach to analyse uncertainty in financial markets: An application to the Portuguese stock market, European Physical Journal B 50, 161-164 (2006)

Horvath D., Gmitra M. & Kuscsik Z., A self-adjusted Monte Carlo simulation as a model for financial markets with central regulation, Physica A 361, 589-605 (2006)

Ortega G.J. & Matesanz D., Cross-country hierarchical structure and currency crises, International Journal of Modern Physics C 17, 333-341 (2006)

Miskiewicz J. & Ausloos M., An attempt to observe economy globalization: The cross correlation distance evolution of the top 19 GDP'S, International Journal of Modern Physics C 17, 317-331 (2006)

Darooneh A.H., Utility function from maximum entropy principle, Entropy 8, 18-24 (2006)

Kitt R. & Kalda J., Leptokurtic portfolio theory, European Physical Journal B 50, 141-145 (2006)

Caridi I. & Ceva H., States and microstates in a mean-field approach to the minority game and its generalizations, International Journal of Modern Physics C 17, 373-383 (2006)

Westerhoff F.H., Technical analysis based on price-volume signals and the power of trading breaks, International Journal of Theoretical and Applied Finance 9, 227-244 (2006)

Melnyk S.S., Usatenko O.V. & Yampol'skii V.A., Memory functions of the additive Markov chains: Applications to complex dynamic systems, Physica A 361, 405-415 (2006)

De Souza J., Moyano L.G. & Duarte Queiros S.M., On statistical properties of traded volume in financial markets, European Physical Journal B 50, 165-168 (2006)

Cai S.-M., Zhou P.-L., Yang H.-J., Yang C.-X., Wang B.-H. & Zhou T., Empirical study on the volatility of the hang-seng index, Chinese Physics Letters 23, 754-757 (2006)

Bordogna C.M. & Albano E.V., Phase transitions in a social impact model for opinion formation, International Journal of Modern Physics C 17, 409-418 (2006)

Sato A.-H., Characteristic time scales of tick quotes on foreign currency markets: An empirical study and agent-based model, European Physical Journal B 50, 137-140 (2006)

Kaizoji T., A precursor of market crashes: Empirical laws of Japan's internet bubble, European Physical Journal B 50, 123-127 (2006)

Vicente R., De Toledo C.M., Leite V.B.P. & Caticha N., Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months, Physica A 361, 272-288 (2006)

Jung W.-S., Chae S., Yang J.-S. & Moon H.-T., Characteristics of the Korean stock market correlations, Physica A 361, 263-271 (2006)

Zhou W.-X. & Sornette D., Is there a real-estate bubble in the US?, Physica A 361, 297-308 (2006)

Rodriguez-Achach M. & Huerta-Quintanilla R., The distribution of wealth in the presence of altruism in simple economic models, Physica A 361, 309-318 (2006)

Ehrenstein G. & Westerhoff F., The working of circuit breakers within percolation models for financial markets, International Journal of Modern Physics C 17, 299-304 (2006)

Zhou W.-X. & Sornette D., Fundamental factors versus herding in the 2000-2005 US stock market and prediction, Physica A 360, 459-482 (2006)

Ribeiro L.C., Ruiz R.M., Albuquerque E.M. & Bernardes A.T., National systems of innovation and technological differentiation: A multi-country model, International Journal of Modern Physics C 17, 247-257 (2006)

Andrecut M., A simple forecasting game, International Journal of Modern Physics C 17, 279-286 (2006)

Gong F.F., Gong F.X. & Gong F.Y., Open dynamic behaviour of financial markets, European Physical Journal B 49, 267-268 (2006)

Malevergne Y., Pisarenko V. & Sornette D., On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns, Applied Financial Economics 16, 271-289 (2006)

Tastan H., Estimating time-varying conditional correlations between stock and foreign exchange markets, Physica A 360, 445-458 (2006)

Hurtado P.I., Marro J. & Garrido P.L., Understanding scale invariance in a minimal model of complex relaxation phenomena, Journal of Statistical Mechanics , 93-105 (2006)

Goncalves L.L. & Goncalves L.B., Fractal power law in literary English, Physica A 360, 557-575 (2006)

Toth B. & Kertesz J., Increasing market efficiency: Evolution of cross-correlations of stock returns, Physica A 360, 505-515 (2006)

Boccaletti S., Latora V., Moreno Y., Chavez M. & Hwang D.-U., Complex networks: Structure and dynamics, Physics Reports 424, 175-308 (2006)

Movahed M.S., Jafari G.R., Ghasemi F., Rahvar S. & Tabar M.R.R., Multifractal detrended fluctuation analysis of sunspot time series, Journal of Statistical Mechanics , 75-91 (2006)

Jo H.-H., Jung W.-S. & Moon H.-T., Rescue model for the bystanders' intervention in emergencies, Europhysics Letters 73, 306-312 (2006)

Olemskoi A. & Kokhan S., Effective temperature of self-similar time series: Analytical and numerical developments, Physica A 360, 37-58 (2006)

Gupta A.K., Money exchange model and a general outlook, Physica A 359, 634-640 (2006)

Gunner S.M., Brooks L. & Storer R.G., Asymmetry of returns in the australian stock market, International Journal of Modern Physics C 17, 147-153 (2006)

Ferraro M., Furman N., Liu Y., Mariani C. & Rial D., Analysis of intermittence, scale invariance and characteristic scales in the behavior of major indices near a crash, Physica A 359, 576-588 (2006)

Hernandez-Perez R., Angulo-Brown F. & Tun D., Company size distribution for developing countries, Physica A 359, 607-618 (2006)

Sinha S., Evidence for power-law tail of the wealth distribution in India, Physica A 359, 555-562 (2006)

Sornette D. & Zhou W.-X., Predictability of large future changes in major financial indices, International Journal of Forecasting 22, 153-168 (2006)

Yoon S.-M., Choi J.S., Christopher Lee C., Yum M.-K. & Kim K., Dynamical volatilities for yen-dollar exchange rates, Physica A 359, 569-575 (2006)

Wu M.-C., Huang M.-C., Yu H.-C. & Chiang T.C., Phase distribution and phase correlation of financial time series, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 73, 016118 (2006)

Yoon S.-M., Choi J.S., Kim Y. & Kim K., Phase transition of dynamical herd behaviors for Yen-Dollar exchange rates, Physica A 359, 563-568 (2006)

Tedeschi A., De Martino A. & Giardina I., Coordination, intermittency and trends in generalized minority games, Physica A 358, 529-544 (2005)

Anteneodo C., Non-extensive random walks, Physica A 358, 289-298 (2005)

Sornette D. & Zhou W.-X., Non-parametric determination of real-time lag structure between two time series: The 'optimal thermal causal path' method, Quantitative Finance 5, 577-591 (2005)

Matia K. & Yamasaki K., Statistical properties of demand fluctuation in the financial market, Quantitative Finance 5, 513-517 (2005)

Plerou V., Gopikrishnan P. & Stanley H.E., Two phase behaviour and the distribution of volume, Quantitative Finance 5, 519-521 (2005)

Munoz-Diosdado A., Guzman-Vargas L., Ramirez-Rojas A., Del Rio-Correa J.L. & Angulo-Brown F., Some cases of crossover behavior in heart interbeat and electroseismic time series, Fractals 13, 253-263 (2005)

Hung S.-S., Kuo T.-C. & Liu D.S.-M., An efficient clustering algorithm for patterns placement in walkthrough system, Journal of Intelligent Manufacturing 16, 587-597 (2005)

Ferreira F.F., De Oliveira V.M., Crepaldi A.F. & Campos P.R.A., Agent-based model with heterogeneous fundamental prices, Physica A 357, 534-542 (2005)

Yook S.H. & De Menezes M.A., Fluctuation of incoming flux with multiplicative noise on a scale-free network, Europhysics Letters 72, 541-547 (2005)

Cajueiro D.O. & Tabak B.M., The rescaled variance statistic and the determination of the Hurst exponent, Mathematics and Computers in Simulation 70, 172-179 (2005)

Wang S. & Zhang C., Price formation based on particle-cluster aggregation, International Journal of Modern Physics C 16, 1803-1810 (2005)

Montero M., Perello J., Masoliver J., Lillo F., Micciche S. & Mantegna R.N., Scaling and data collapse for the mean exit time of asset prices, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 056101 (2005)

Velupillai K.V., The unreasonable ineffectiveness of mathematics in economics, Cambridge Journal of Economics 29, 849-872 (2005)

Chakraborti A. & Santhanam M.S., Financial and other spatio-temporal time series: Long-range correlations and spectral properties, International Journal of Modern Physics C 16, 1733-1743 (2005)

Gordon M.B., Nadal J.-P., Phan D. & Vannimenus J., Seller's dilemma due to social interactions between customers, Physica A 356, 628-640 (2005)

Repetowicz P., Hutzler S. & Richmond P., Dynamics of money and income distributions, Physica A 356, 641-654 (2005)

Norouzzadeh P. & Jafari G.R., Application of multifractal measures to Tehran price index, Physica A 356, 609-627 (2005)

Laguna M.F., Gusman S.R. & Iglesias J.R., Economic exchanges in a stratified society: End of the middle class?, Physica A 356, 107-113 (2005)

McDonald M., Suleman O., Williams S., Howison S. & Johnson N.F., Detecting a currency's dominance or dependence using foreign exchange network trees, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 046106 (2005)

Bartolozzi M., Leinweber D.B. & Thomas A.W., Stochastic opinion formation in scale-free networks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 046113 (2005)

Kim D.-H. & Jeong H., Systematic analysis of group identification in stock markets, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 046133 (2005)

Keshet U. & Hod S., Survival probabilities of history-dependent random walks, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 046144 (2005)

Lo C.F., Exact solutions of the Fokker-Planck equations with moving boundaries, Annals of Physics 319, 326-332 (2005)

Jaroszewicz S., Mariani M.C. & Ferraro M., Long correlations and truncated Levy walks applied to the study Latin-American market indices, Physica A 355, 461-474 (2005)

Wei Y. & Huang D., Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index, Physica A 355, 497-508 (2005)

Turiel A. & Perez-Vicente C.J., Role of multifractal sources in the analysis of stock market time series, Physica A 355, 475-496 (2005)

Galla T., Statistical mechanics of dilute batch minority games with random external information, Journal of Statistical Mechanics , 15-36 (2005)

Hawkins R.J., Frieden B.R. & D'Anna J.L., Ab initio yield curve dynamics, Physics Letters, Section A 344, 317-323 (2005)

Simonsen I., Volatility of power markets, Physica A 355, 10-20 (2005)

Di Matteo T., Aste T., Hyde S.T. & Ramsden S., Interest rates hierarchical structure, Physica A 355, 21-33 (2005)

Garlaschelli D. & Loffredo M.I., Structure and evolution of the world trade network, Physica A 355, 138-144 (2005)

Palatella L., Perello J., Montero M. & Masoliver J., Diffusion Entropy technique applied to the study of the market activity, Physica A 355, 131-137 (2005)

Bermin H.-P., Kohatsu-Higa A. & Perello J., Hints for an extension of the early exercise premium formula for American options, Physica A 355, 152-157 (2005)

Bartolozzi M., Drozdz S., Leinweber D.B., Speth J. & Thomas A.W., Self-similar log-periodic structures in western stock markets from 2000, International Journal of Modern Physics C 16, 1347-1361 (2005)

Garcia R., Uses of agent-based modeling in innovation/new product development research, Journal of Product Innovation Management 22, 380-398 (2005)

Maslov V.P., Nonlinear averages in economics, Mathematical Notes 78, 347-363 (2005)

McCauley J.L., Making dynamic modeling effective in economics, Physica A 355, 1-9 (2005)

Dindo P., A tractable evolutionary model for the Minority Game with asymmetric payoffs, Physica A 355, 110-118 (2005)

Sazuka N., Non-linear logit models for high-frequency data analysis, Physica A 355, 183-189 (2005)

Raberto M. & Cincotti S., Modeling and simulation of a double auction artificial financial market, Physica A 355, 34-45 (2005)

Frieden B.R. & Gatenby R.A., Power laws of complex systems from extreme physical information, Physical Review E - Statistical, Nonlinear & Soft Matter Physics 72, 036101 (2005)