S&P 500 returns revisited
Scale free effects in world currency exchange network
Scaling and efficiency determine the irreversible evolution of a market
Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market
Scaling and memory in the return intervals of realized volatility
Scaling in the distribution of intertrade durations of Chinese stocks
Scaling laws of strategic behaviour and size heterogeneity in agent dynamics
Scaling properties and universality of first-passage time probabilities in financial markets
Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect
Sign and amplitude representation of the forex networks
Smearing Distributions and their use in Financial Markets
Specialization of strategies and herding behavior of trading firms in a financial market
Spiraling toward market completeness and financial instability
Spurious trend switching phenomena in financial markets
Statistical analysis of the overnight and daytime return
Statistical causes for the Epps effect in microstructure noise
Statistical Inference for Time-changed Brownian Motion Credit Risk Models
Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series
Statistical mechanics approach to the probability distribution of money
Statistical mechanics of money, debt, and energy consumption