Detecting speculative bubbles created in experiments via decoupling in agent based models
Detrended fluctuation analysis of intertrade durations
Distinguishing manipulated stocks via trading network analysis
Does Security Transaction Volume-Price Behavior Resemble a Probability Wave?
Drift dependence of optimal order execution strategies under transient price impact
Dynamical Clustering of Exchange Rates
Effects of diversification among assets in an agent-based market model
Effects of introduction of new resources and fragmentation of existing resources on limiting wealth distribution in asset exchange models
Efficiency and Equilibria in Games of Optimal Derivative Design
Emergence of Power Law in a Market with Mixed Models
Emergence of Price Divergence in a Model Short-Term Electric Power Market
Emergence of product differentiation from consumer heterogeneity and asymmetric information
Empirical Limitations on High Frequency Trading Profitability
Empirical regularities of order placement in the Chinese stock market
Empirical shape function of limit-order books in the Chinese stock market
Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox
Ensemble properties of high frequency data and intraday trading rules
Entropy Oriented Trading: A Trading Strategy Based on the Second Law of Thermodynamics
Escaping the Brownian stalkers
Executing large orders in a microscopic market model