Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws

Market impact and trading profile of large trading orders in stock markets

Market Model with Heterogeneous Buyers

Market response to external events and interventions in spherical minority games

Mean Reversion Pays, but Costs

Measuring market liquidity: An introductory survey

Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts

Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics

Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets

Modeling interaction of trading volume in financial dynamics

Modeling microstructure noise with mutually exciting point processes

Modelling savings behavior of agents in the kinetic exchange models of market

Models for the impact of all order book events

Multi-market minority game: breaking the symmetry of choice

Multifractal regime transition in a modified minority game model

Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time