Parametric and nonparametric models and methods in financial econometrics
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
Persistent collective trend in stock markets
Predicting economic market crises using measures of collective panic
Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data
Prediction accuracy and sloppiness of log-periodic functions
Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market
Principal Regression Analysis and the index leverage effect
Probability of Large Movements in Financial Markets
Pruning a Minimum Spanning Tree