Econometrics as Sorcery

Economic dynamics with financial fragility and mean-field interaction: a model

Econophysics of a religious cult: the Antoinists in Belgium [1920-2000]

Econophysics, Statistical Mechanics Approach to

Effect of Asian currency crisis on multifractal spectra

Effect of changing data size on eigenvalues in the Korean and Japanese stock markets

Effective multifractal features and l-variability diagrams of high-frequency price fluctuations time series

Effectiveness of Measures of Performance During Speculative Bubbles

Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations

Effects of payoff functions and preference distributions in an adaptive population

Effects of time dependency and efficiency on information flow in financial markets

Emergence of long memory in stock volatility from a modified Mike-Farmer model

Emergence of universal scaling in financial markets from mean-field dynamics

Empirical asset pricing with nonlinear risk premia

Empirical distributions of Chinese stock returns at different microscopic timescales

Empirical regularities of opening call auction in Chinese stock market

Empirics versus RMT in financial cross-correlations

Entropy and Uncertainty Analysis in Financial Markets

Equilibrium model of rational and noise traders: bifurcations to endogenous bubbles

Estimating correlation and covariance matrices by weighting of market similarity