Identification of clusters of investors from their real trading activity in a financial market
Illiquidity and Derivative Valuation
Illusory versus Genuine Control in Agent-Based Games
Impact of heterogenous prior beliefs and disclosed insider trades
Impact of meta-order in the Minority Game
In which Financial Markets do Mutual Fund Theorems hold true?
Informed Traders
Initial Enlargement in a Markov chain market model
Inside Trading, Public Disclosure and Imperfect Competition
Insider Trading in the Market with Rational Expected Price
Interacting Many-Investor Models, Opinion Formation and Price Formation with Non-extensive Statistics
Intra-Day Seasonality in Foreign Exchange Market Transactions
Intraday Patterns in the Cross-section of Stock Returns
Introducing Chaos in Economic Gas-like Models
Is high-frequency trading inducing changes in market microstructure and dynamics?
Ito calculus without probability in idealized financial markets