Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models

An algorithmic information-theoretic approach to the behaviour of financial markets

Analysis of trade packages in Chinese stock market

Anomalous price impact and the critical nature of liquidity in financial markets

Applications of physical methods in high-frequency futures markets

Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement

Automated Liquidity Provision and the Demise of Traditional Market Making

Chaos and Unraveling in Matching Markets

Class formation in a social network with asset exchange

Comparing Prediction Market Structures, With an Application to Market Making

Computational modeling of collective human behavior: Example of financial markets

Continuous-time trading and emergence of randomness

Continuous-time trading and emergence of volatility

Convergence of Income Growth Rates in Evolutionary Agent-Based Economics

Cooperation amongst competing agents in minority games

Critical comparison of several order-book models for stock-market fluctuations

Critical Overview of Agent-Based Models for Economics

Dealing with the Inventory Risk. A solution to the market making problem

Detecting anchoring in financial markets

Detecting Collusive Cliques in Futures Markets Based on Trading Behaviors from Real Data