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
Kinetic models for socio-economic dynamics of speculative markets
Le trading algorithmique
Limit Order Books
Liquidation in Limit Order Books with Controlled Intensity
Liquidity Crisis, Granularity of the Order Book and Price Fluctuations
Liquidity in Credit Networks: A Little Trust Goes a Long Way
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