Scale Invariance, Bounded Rationality and Non-Equilibrium Economics

Scaling and memory in the non-poisson process of limit order cancelation

Scaling and universality in the position profiles of order cancellations in an emerging stock market

Schizophrenic Representative Investors

Semiclosed Pricing Mechanism

Sensitivity of the Performance of a Simple Exchange Model to its Topology

Sequences of Arbitrages

Simplified stock markets described by number operators

Solvable Stochastic Dealer Models for Financial Markets

Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets

Statistical identification with hidden Markov models of large order splitting strategies in an equity market

Statistical properties of agent-based models in markets with continuous double auction mechanism

Stochastic analysis of an agent-based model

Stochastic impulse control on optimal execution with price impact and transaction cost

Stochastic Price Dynamics Implied By the Limit Order Book

Stochastic resonance and the trade arrival rate of stocks

Stock markets and quantum dynamics: a second quantized description

Studies of the limit order book around large price changes