Market dynamics after large financial crash

Market inefficiency identified by both single and multiple currency trends

Market Mill Dependence Pattern in the Stock Market: Multiscale Conditional Dynamics

Market panic on different time-scales

Markov Chains application to the financial-economic time series prediction

Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts

Maximum entropy distribution of stock price fluctuations

Maximum penalized quasi-likelihood estimation of the diffusion function

Measuring Volatility Clustering in Stock Markets

Mechanical Model of Personal Income Distribution

Memory effect and multifractality of cross-correlations in financial markets

Memory effects in stock price dynamics: evidences of technical trading

Mesoscopic modelling of financial markets

Microscopic Origin of Non-Gaussian Distributions of Financial Returns

Minding impacting events in a model of stochastic variance

Minimal model of financial stylized facts

Minimal Spanning Tree graphs and power like scaling in FOREX networks

Model for Non-Gaussian Intraday Stock Returns

Modeling electricity spot prices using mean-reverting multifractal processes

Modeling Long Memory in REITs