## Content

### 2006

**physics/0608191 The average behaviour of financial market by 2 scale homogenisation***by*R. Wojnar**physics/0608190 On Value at Risk for foreign exchange rates - the copula approach***by*Piotr Jaworski**physics/0608174 Relaxation in statistical many-agent economy models***by*Marco Patriarca & Anirban Chakraborti & Els Heinsalu & Guido Germano**physics/0608148 Reflections on Modern Macroeconomics: Can We Travel Along a Safer Road?***by*E. Gaffeo & M. Catalano & F. Clementi & D. Delli Gatti & M. Gallegati & A. Russo**physics/0608115 Analysis of price diffusion in financial markets using PUCK model***by*Takayuki Mizuno & Hideki Takayasu & Misako Takayasu**physics/0608099 Characterization of foreign exchange market using the threshold-dealer-model***by*Kenta Yamada & Hideki Takayasu & Misako Takayasu**physics/0608091 Anomalous fluctuations in Minority Games and related multi-agent models of financial markets***by*Tobias Galla & Giancarlo Mosetti & Yi-Cheng Zhang**physics/0608087 A Natural Value Unit - Econophysics as Arbiter between Finance and Economics***by*Steivan Defilla**physics/0608084 Topology of Foreign Exchange Markets using Hierarchical Structure Methods***by*Michael J. Naylor & Lawrence C. Rose & Brendan J. Moyle**physics/0608036 Modeling long-range memory trading activity by stochastic differential equations***by*V. Gontis & B. Kaulakys**physics/0608035 Risk Minimization through Portfolio Replication***by*Stefano Ciliberti & Marc Mezard**physics/0608032 Market reaction to temporary liquidity crises and the permanent market impact***by*Adam Ponzi & Fabrizio Lillo & Rosario N. Mantegna**physics/0608022 Violation of market efficiency in transition economies***by*Boris Podobnik & Ivo Grosse & Davor Horvatic & Plamen Ch Ivanov & Timotej Jagric & H. E. Stanley**physics/0608019 Stochastic model for market stocks with strong resistance***by*Javier Villarroel**physics/0608018 The dynamics of traded value revisited***by*Zoltan Eisler & Janos Kertesz**physics/0608016 Market Efficiency in Foreign Exchange Markets***by*Gabjin Oh & Seunghwan Kim & Cheoljun Eom**physics/0608013 The demise of constant price impact functions and single-time step models of speculation***by*Damien Challet**physics/0608009 Multifractal Properties of the Ukraine Stock Market***by*A. Ganchuk & V. Derbentsev & V. Soloviev**physics/0608008 Extracting the exponential behaviors in the market data***by*Kota Watanabe & Hideki Takayasu & Misako Takayasu**physics/0608004 Critical dynamics and global persistence exponent on Taiwan financial market***by*I-Chun Chen & Hsen-Che Tseng & Ping-Cheng Li & Hung-Jung Chen**math/0607775 Mean-variance Hedging in the Discontinuous Case***by*Jianming Xia**math/0607617 Computing strategies for achieving acceptability***by*Soumik Pal**cond-mat/0607478 On the integrated behaviour of non-stationary volatility in stock markets***by*Andreia Dionisio & Rui Menezes & Diana A. Mendes**physics/0607293 k-Generalized Statistics in Personal Income Distribution***by*F. Clementi & M. Gallegati & G. Kaniadakis**physics/0607290 Stylized facts from a threshold-based heterogeneous agent model***by*R. Cross & M. Grinfeld & H. Lamba & T. Seaman**physics/0607287 Response of Firm Agent Network to Exogenous Shock***by*Yuichi Ikeda & Hideaki Aoyama & Hiroshi Iyetomi & Yoshi Fujiwara & Wataru Souma & Taisei Kaizoji**physics/0607282 Minimum Entropy Density Method for the Time Series Analysis***by*Jeong Won Lee & Joongwoo Brian Park & Hang-Hyun Jo & Jae-Suk Yang & Hie-Tae Moon**physics/0607276 Asset Price Dynamics in a Financial Market with Heterogeneous Trading Strategies and Time Delays***by*Giuseppe Garofalo & Alessandro Sansone**physics/0607273 Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach***by*Aki-Hiro Sato**physics/0607268 Mean Exit Time and Survival Probability within the CTRW Formalism***by*Miquel Montero & Jaume Masoliver**physics/0607265 Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model***by*Josep Perello**physics/0607258 Ideal-gas like market models with savings: quenched and annealed cases***by*Arnab Chatterjee & Bikas K Chakrabarti**physics/0607250 On the maximum drawdown during speculative bubbles***by*Giulia Rotundo & Mauro Navarra**physics/0607247 Risk measures with non-Gaussian fluctuations***by*G. Bormetti & E. Cisana & G. Montagna & O. Nicrosini**physics/0607246 Econophysics of interest rates and the role of monetary policy***by*Daniel O. Cajueiro & Benjamin M. Tabak**physics/0607245 Long-range dependence in Interest Rates and Monetary Policy***by*Daniel O. Cajueiro & Benjamin M. Tabak**physics/0607240 Non-Parametric Extraction of Implied Asset Price Distributions***by*Jerome V. Healy & Maurice Dixon & Brian J. Read & Fang Fang Cai**physics/0607236 Geometry of Financial Markets -- Towards Information Theory Model of Markets***by*Edward W. Piotrowski & Jan Sladkowski**physics/0607222 Asymmetric Conditional Volatility in International Stock Markets***by*Nuno B. Ferreira & Rui Menezes & Diana A. Mendes**physics/0607217 The uniqueness of the profits distribution function in the middle scale region***by*Atushi Ishikawa**math/0607212 Time Consistent Dynamic Risk Processes, Cadlag Modification***by*Jocelyne Bion-Nadal**physics/0607202 Stock price fluctuations and the mimetic behaviors of traders***by*Jun-ichi Maskawa**physics/0607197 Lead-lag cross-sectional structure and detection of correlated-anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates***by*Wei-Xing Zhou & Didier Sornette**physics/0607192 Evidence of Increment of Efficiency of the Mexican Stock Market Through the Analysis of its Variations***by*H. F. Coronel-Brizio & A. R. Hernandez-Montoya & R. Huerta-Quintanilla & M. Rodriguez-Achach**physics/0607182 Long-term memory in the Irish market (ISEQ): evidence from wavelet analysis***by*Adel Sharkasi & Heather J. Ruskin & Martin Crane**physics/0607180 How Do Output Growth Rate Distributions Look Like? Some Time-Series Evidence on OECD Countries***by*Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini**physics/0607176 Bayesian Analysis of the Conditional Correlation Between Stock Index Returns with Multivariate SV Models***by*Anna Pajor**physics/0607175 The matrix rate of return***by*Anna Zambrzycka & Edward W. Piotrowski**physics/0607167 Non-extensive Behavior of a Stock Market Index at Microscopic Time Scales***by*A. A. G. Cortines & R. Riera**physics/0607166 Kelly Criterion revisited: optimal bets***by*Edward W. Piotrowski & Malgorzata Schroeder**physics/0607151 Analysis of a Japan government intervention on the domestic agriculture market***by*Nikolay K. Vitanov & Kenshi Sakai & Ivan P. Jordanov & Shunsuke Managi & Katsuhiko Demura**physics/0607131 Dynamical change of Pareto index in Japanese land prices***by*Atushi Ishikawa**math/0607123 Error estimates for binomial approximations of game options***by*Yuri Kifer**math/0607112 Variance-optimal hedging for processes with stationary independent increments***by*Friedrich Hubalek & Jan Kallsen & Leszek Krawczyk**physics/0607101 Virtual volatility***by*A. Christian Silva & Richard E. Prange**physics/0607076 Trend arbitrage, bid-ask spread and market dynamics***by*Nikolai Zaitsev**math-ph/0607066 Analysis of Stochstic Evolution***by*Francesco Vallone**nlin/0607064 Chaotic Dynamics in Optimal Monetary Policy***by*Orlando Gomes & Vivaldo M. Mendes & Diana A. Mendes & J. Sousa Ramos**physics/0607014 Inverse cubic law of index fluctuation distribution in Indian markets***by*Raj Kumar Pan & Sitabhra Sinha**math/0606520 Multivariate risks and depth-trimmed regions***by*Ignacio Cascos & Ilya Molchanov**math/0606471 An Algorithmic Approach to Non-self-financing Hedging in a Discrete-Time Incomplete Market***by*N. Josephy & L. Kimball & A. Nagaev & M. Pasniewski & V. Steblovskaya**physics/0606224 Of Songs and Men: a Model for Multiple Choice with Herding***by*Christian Borghesi & Jean-Philippe Bouchaud**physics/0606213 Self-organization of price fluctuation distribution in evolving markets***by*Raj Kumar Pan & Sitabhra Sinha**math/0606183 Generalizations of Ho-Lee's binomial interest rate model I: from one- to multi-factor***by*Jir^o Akahori & Hiroki Aoki & Yoshihiko Nagata**physics/0606164 Analysis of aggregated tick returns: evidence for anomalous diffusion***by*Philipp Weber**physics/0606161 Liquidity and the multiscaling properties of the volume traded on the stock market***by*Zoltan Eisler & Janos Kertesz**physics/0606115 Long-range memory model of trading activity and volatility***by*V. Gontis & B. Kaulakys**physics/0606078 The Apparent Madness of Crowds: Irrational collective behavior emerging from interactions among rational agents***by*Sitabhra Sinha**physics/0606071 Validation of internal rating systems and PD estimates***by*Dirk Tasche**physics/0606057 Aging in Financial Market***by*Simone Bianco & Paolo Grigolini**physics/0606041 Correlation matrix decomposition of WIG20 intraday fluctuations***by*R. Rak & S. Drozdz & J. Kwapien & P. Oswiecimka**physics/0606040 Queueing theoretical analysis of foreign currency exchange rates***by*Jun-ichi Inoue & Naoya Sazuka**physics/0606035 Linear vs. Nonlinear Diffusion and Martingale Option Pricing***by*J. L. McCauley & G. H. Gunaratne & K. E. Bassler**physics/0606020 Complexity characteristics of currency networks***by*A. Z. Gorski & S. Drozdz & J. Kwapien & P. Oswiecimka**physics/0606015 On the Feasibility of Portfolio Optimization under Expected Shortfall***by*Stefano Ciliberti & Imre Kondor & Marc Mezard**physics/0606012 Econophysics of Stock and Foreign Currency Exchange Markets***by*Marcel Ausloos**physics/0606011 Martingale Option Pricing***by*J. L. McCauley & G. H. Gunaratne & K. E. Bassler**physics/0606005 On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market***by*Naoya Sazuka**physics/0606002 Response to Worrying Trends in Econophysics***by*Joseph L. McCauley**cond-mat/0605623 Statistical mechanics of combinatorial auctions***by*Tobias Galla & Michele Leone & Matteo Marsili & Mauro Sellitto & Martin Weigt & Riccardo Zecchina**math/0605599 Modelling Derivatives Pricing Mechanisms with Their Generating Functions***by*Shige Peng**math/0605461 On Stable Pareto Laws in a Hierarchical Model of Economy***by*Alexander M. Chebotarev**math/0605457 Hybrid dynamics for currency modeling***by*Ted Theodosopoulos & Alex Trifunovic**math/0605421 Imbalance attractors for a strategic model of market microstructure***by*Ted Theodosopoulos & Ming Yuen**physics/0605251 Correlation based networks of equity returns sampled at different time horizons***by*M. Tumminello & T. Di Matteo & T. Aste & R. N. Mantegna**physics/0605247 The Power (Law) of Indian Markets: Analysing NSE and BSE trading statistics***by*Sitabhra Sinha & Raj Kumar Pan**physics/0605246 An Outlook on Correlations in Stock Prices***by*Anirban Chakraborti**physics/0605179 Microeconomic co-evolution model for financial technical analysis signals***by*G. Rotundo & M. Ausloos**physics/0605149 Optimal approximations of power-laws with exponentials***by*Thierry Bochud & Damien Challet**physics/0605147 Multifractal Model of Asset Returns versus real stock market dynamics***by*P. Oswiecimka & J. Kwapien & S. Drozdz & A. Z. Gorski & R. Rak**physics/0605146 A Non-Gaussian Approach to Risk Measures***by*G. Bormetti & E. Cisana & G. Montagna & O. Nicrosini**physics/0605115 Asymmetric matrices in an analysis of financial correlations***by*J. Kwapien & S. Drozdz & A. Z. Gorski & P. Oswiecimka**math/0605065 CAPM, rewards, and empirical asset pricing with coherent risk***by*Alexander S. Cherny & Dilip B. Madan**math/0605064 Pricing and hedging in incomplete markets with coherent risk***by*Alexander S. Cherny & Dilip B. Madan**math/0605062 Coherent measurement of factor risks***by*Alexander S. Cherny & Dilip B. Madan**math/0605051 Equilibrium with coherent risk***by*Alexander S. Cherny**math/0605049 Pricing with coherent risk***by*Alexander S. Cherny**math/0604641 A Delayed Black and Scholes Formula II***by*Mercedes Arriojas & Yaozhong Hu & Salah-Eldin Mohammed & Gyula Pap**math/0604640 A Delayed Black and Scholes Formula I***by*Mercedes Arriojas & Yaozhong Hu & Salah-Eldin Mohammed & Gyula Pap**math/0604316 Localizing Volatilities***by*Marc Atlan**math/0604311 The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance***by*T. R. Cass & P. K. Friz**math/0604302 Getting real with real options***by*M. R Grasselli**physics/0604161 Models of wealth distributions: a perspective***by*Abhijit Kar Gupta**physics/0604137 Synchronization Model for Stock Market Asymmetry***by*Raul Donangelo & Mogens H. Jensen & Ingve Simonsen & Kim Sneppen**math/0604117 Explicit solutions for a nonlinear model of financial derivatives***by*Ljudmila A. Bordag & Alina Z. Chmakova**nlin/0604061 Profit Maximization, Industry Structure, and Competition: A critique of neoclassical theory***by*Steve Keen & Russell K. Standish**math/0603527 A stochastic volatility model with jumps***by*Youssef El-Khatib**math/0603316 State Dependent Utility***by*Jaime A. Londo~no**math/0603284 Constructive no-arbitrage criterion under transaction costs in the case of finite discrete time***by*Dmitry B. Rokhlin**physics/0603173 Power Laws and Gaussians for Stock Market Fluctuations***by*Caglar Tuncay & Dietrich Stauffer**physics/0603166 How fair is an equitable distribution?***by*Elena Ramirez Barrios & J. G. Diaz Ochoa & Johannes J. Schneider**physics/0603152 Multi-asset minority games***by*Ginestra Bianconi & Andrea De Martino & Fernando F. Ferreira & Matteo Marsili**physics/0603147 Statistical properties of daily ensemble variables in the Chinese stock markets***by*Gao-Feng Gu & Wei-Xing Zhou**physics/0603141 Generic features of the wealth distribution in ideal-gas-like markets***by*P. K. Mohanty**physics/0603139 Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents***by*Taisei Kaizoji**physics/0603138 Power laws and market crashes***by*Taisei Kaizoji**cond-mat/0603134 Effects of Tobin Taxes in Minority Game markets***by*Ginestra Bianconi & Tobias Galla & Matteo Marsili**physics/0603103 Market Mill Dependence Pattern in the Stock Market: Distribution Geometry, Moments and Gaussization***by*Andrei Leonidov & Vladimir Trainin & Alexander Zaitsev & Sergey Zaitsev**physics/0603098 Why do Hurst exponents of traded value increase as the logarithm of company size?***by*Zoltan Eisler & Janos Kertesz**physics/0603084 Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets***by*Matthieu Wyart & Jean-Philippe Bouchaud & Julien Kockelkoren & Marc Potters & Michele Vettorazzo**physics/0603076 Living in an Irrational Society: Wealth Distribution with Correlations between Risk and Expected Profits***by*M. A. Fuentes & M. N. Kuperman & J. R. Iglesias**physics/0603071 Nonextensive statistical features of the Polish stock market fluctuations***by*R. Rak & S. Drozdz & J. Kwapien**physics/0603061 The Power-law Tail Exponent of Income Distributions***by*F. Clementi & T. Di Matteo & M. Gallegati**math/0603041 On decomposing risk in a financial-intermediate market and reserving***by*Saul Jacka & Abdel Berkaoui**physics/0603040 Evaluation of Tranche in Securitization and Long-range Ising Model***by*K. Kitsukawa & S. Mori & M. Hisakado**physics/0603036 Moody's Correlated Binomial Default Distributions for Inhomogeneous Portfolios***by*S. Mori & K. Kitsukawa & M. Hisakado**physics/0603013 Stock mechanics: unification with economy***by*Caglar Tuncay**physics/0603012 The Process of price formation and the skewness of asset returns***by*Stefan Reimann**math/0602594 Martingale selection problem and asset pricing in finite discrete time***by*Dmitry B. Rokhlin**math/0602592 On the density of properly maximal claims in financial markets with transaction costs***by*Saul Jacka & Abdelkarem Berkaoui**math/0602532 A theory of stochastic integration for bond markets***by*M. De Donno & M. Pratelli**math/0602521 Atlas models of equity markets***by*Adrian D. Banner & Robert Fernholz & Ioannis Karatzas**math/0602462 Maturity randomization for stochastic control problems***by*Bruno Bouchard & Nicole El Karoui & Nizar Touzi**math/0602451 Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns***by*Bruno Bouchard & Huy^en Pham**cond-mat/0602316 Markov Processes, Hurst Exponents, and Nonlinear Diffusion Equations with application to finance***by*Kevin E. Bassler & Gemunu H. Gunaratne & Joseph L. McCauley**math/0602178 No-arbitrage and closure results for trading cones with transaction costs***by*Saul Jacka & Abdelkarem Berkaoui & Jon Warren**physics/0602171 A microscopic model of triangular arbitrage***by*Y. Aiba & N. Hatano**physics/0602107 The Exponent Expansion: An Effective Approximation of Transition Probabilities of Diffusion Processes and Pricing Kernels of Financial Derivatives***by*Luca Capriotti**physics/0602102 Unifying the BGM and SABR Models: A short Ride in Hyperbolic Geometry***by*Pierre Henry-Labordere**physics/0602097 An elementary model of price dynamics in a financial market: Distribution, Multiscaling & Entropy***by*Stefan Reimann**physics/0602055 Stock mechanics: theory of conservation of total energy and predictions of coming short-term fluctuations of Dow Jones Industrials Average (DJIA)***by*Caglar Tuncay**physics/0602052 Roughness and Finite Size Effect in the NYSE Stock-Price Fluctuations***by*V. Alfi & F. Coccetti & A. Petri & L. Pietronero**physics/0602048 Delta Hedged Option Valuation with Underlying Non-Gaussian Returns***by*L. Moriconi**nlin/0602019 Econophysical Dynamics of Market-Based Electric Power Distribution Systems***by*Nicolas Ho & David P. Chassin**physics/0602015 Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?***by*J. Doyne Farmer & Austin Gerig & Fabrizio Lillo & Szabolcs Mike**math/0602013 A data-reconstructed fractional volatility model***by*Rui Vilela Mendes & M. J. Oliveira**math/0601627 Capital Requirement for Achieving Acceptability***by*Soumik Pal**math/0601526 Convexity preserving jump-diffusion models for option pricing***by*Erik Ekstrom & Johan Tysk**cond-mat/0601279 Analysis of delay correlation matrices***by*K. B. K. Mayya & R. E. Amritkar**physics/0601222 A nonextensive approach to the dynamics of financial observables***by*Silvio M. Duarte Queiros & Luis G. Moyano & Jeferson de Souza & Constantino Tsallis**physics/0601205 Level Crossing Analysis of the Stock Markets***by*G. R. Jafari & M. S. Movahed & S. M. Fazeli & M. Reza Rahimi Tabar & S. F. Masoudi**physics/0601191 Nonequilibrium Thermodynamics of Wealth Condensation***by*Dieter Braun**physics/0601176 A study of the personal income distribution in Australia***by*Anand Banerjee & Victor M. Yakovenko & T. Di Matteo**physics/0601174 Long-term Memory and Volatility Clustering in Daily and High-frequency Price Changes***by*GabJin Oh & Cheol-Jun Um & Seunghwann Kim**physics/0601171 Scale-free avalanche dynamics in the stock market***by*M. Bartolozzi & D. B. Leinweber & A. W. Thomas**physics/0601166 How many independent bets are there?***by*Daniel Polakow & Tim Gebbie**physics/0601126 Statistical Properties of the Returns of Stock Prices of International Markets***by*GabJin Oh & Cheol-Jun Um & Seunghwan Kim**physics/0601106 An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics***by*Taisei Kaizoji**physics/0601098 Market Mill Dependence Pattern in the Stock Market: Asymmetry Structure, Nonlinear Correlations and Predictability***by*Andrei Leonidov & Vladimir Trainin & Alexander Zaitsev & Sergey Zaitsev**physics/0601089 Hidden Forces and Fluctuations from Moving Averages: A Test Study***by*V. Alfi & F. Coccetti & M. Marotta & L. Pietronero & M. Takayasu**nlin/0601074 Difference in nature of correlation between NASDAQ and BSE indices***by*P. Manimaran & Prasanta K. Panigrahi & Jitendra. C. Parikh**physics/0601047 Non Poisson intermittent events in price formation***by*Antonella Greco & Luca Sorriso-Valvo & Vincenzo Carbone**physics/0601002 Optimal Investment Horizons for Stocks and Markets***by*A. Johansen & I. Simonsen & M. H. Jensen

### 2005

**cond-mat/0512308 The Minority Game: a statistical physics perspective***by*David Sherrington**physics/0512240 On the multi-fractal structure of traded volume in financial markets***by*L. G. Moyano & J. de Souza & S. M. Duarte Queiros**physics/0512225 Dynamical Structures of High-Frequency Financial Data***by*Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim**physics/0512216 Dynamical Stochastic Processes of Returns in Financial Markets***by*Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim**physics/0512210 Micro-economic Analysis of the Physical Constrained Markets: Game Theory Application to Competitive Electricity Markets***by*Ettore Bompard & Yuchao Ma & Elena Ragazzi**physics/0512193 Limitations of scaling and universality in stock market data***by*Janos Kertesz & Zoltan Eisler**math/0512181 Accompanying document to "Point Estimation with Exponentially Tilted Empirical Likelihood"***by*Susanne M. Schennach**physics/0512169 Volatility of an Indian stock market : A random matrix approach***by*V. Kulkarni & N. Deo**physics/0512163 Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model***by*Aki-Hiro Sato**physics/0512155 Effects of Economic Interactions on Credit Risk***by*J. P. L. Hatchett & R. Kuehn**physics/0512127 Stock mechanics: a general theory and method of energy conservation with applications on DJIA***by*Caglar Tuncay**physics/0512124 Re-examination of the size distribution of firms***by*Taisei Kaizoji & Hiroshi Iyetomi & Yuichi Ikeda**physics/0512090 Large dimension forecasting models and random singular value spectra***by*Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters**physics/0512005 The Growth of Business Firms: Theoretical Framework and Empirical Evidence***by*Dongfeng Fu & Fabio Pammolli & S. V. Buldyrev & Massimo Riccaboni & Kaushik Matia & Kazuko Yamasaki & H. E. Stanley**math/0511234 Nonlinearity, correlation and the valuation of employee stock options***by*M. R. Grasselli**physics/0511224 Grouping in the stock markets of Japan and Korea***by*Woo-Sung Jung & Okyu Kwon & Taisei Kaizoji & Seungbyung Chae & Hie-Tae Moon**physics/0511220 Annual change of Pareto index dynamically deduced from the law of detailed quasi-balance***by*Atushi Ishikawa**physics/0511191 The Production Function***by*Guido Fioretti**physics/0511129 Description of dynamics of stock prices by a Langevin approach***by*Zi-Gang Huang & Yong Chen & Yong Zhang & Ying-Hai Wang**physics/0511119 Dynamics of the return distribution in the Korean financial market***by*Jae-Suk Yang & Seungbyung Chae & Woo-Sung Jung & Hie-Tae Moon**physics/0511101 Scaling and memory of intraday volatility return intervals in stock market***by*Fengzhong Wang & Kazuko Yamasaki & Shlomo Havlin & H. Eugene Stanley**physics/0511091 Inverse Statistics for Stocks and Markets***by*A. Johansen & I. Simonsen & M. H. Jensen**nlin/0511048 Persistence Probabilities of the German DAX and Shanghai Index***by*F. Ren & B. Zheng & H. Lin & L. Y. Wen & S. Trimper**cond-mat/0510693 Asymptotic analysis of the model for distribution of high-tax payers***by*Hiroshi Yamamoto & Toshiya Ohtsuki & Akihiro Fujihara & Satoshi Tanimoto & Keizo Yamamoto & Sasuke Miyazima**math/0510662 Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games***by*Masayuki Kumon & Akimichi Takemura & Kei Takeuchi**math/0510333 Optimal Bond Portfolios***by*Ivar Ekeland & Erik Taflin**physics/0510257 News and price returns from threshold behaviour and vice-versa: exact solution of a simple agent-based market model***by*Damien Challet**cond-mat/0510154 Role of Noise in a Market Model with Stochastic Volatility***by*G. Bonanno & D. Valenti & B. Spagnolo**physics/0510112 On statistical properties of traded volume in financial markets***by*Jeferson de Souza & Luis G. Moyano & Silvio M. Duarte Queiros**physics/0510068 The Donation-Payment Gift Card Concept: how to give twice with one card***by*R. Crane & J. V. Escobar-Sotomayor & D. Sornette**physics/0510058 Scaling theory of temporal correlations and size dependent fluctuations in the traded value of stocks***by*Zoltan Eisler & Janos Kertesz**physics/0510055 A Precursor of Market Crashes***by*Taisei Kaizoji**physics/0510047 Time series of stock price and of two fractal overlap: Anticipating market crashes?***by*Bikas K. Chakrabarti & Arnab Chatterjee & Pratip Bhattacharyya**physics/0510038 A common origin of the power law distributions in models of market and earthquake***by*Pratip Bhattacharyya & Arnab Chatterjee & Bikas K Chakrabarti**physics/0510028 Financial Markets and Persistence***by*S. Jain & P. Buckley**physics/0510007 There's more to volatility than volume***by*Laszlo Gillemot & J. Doyne Farmer & Fabrizio Lillo**math/0509503 A filtering approach to tracking volatility from prices observed at random times***by*Jaksa Cvitanic & Robert Liptser & Boris Rozovskii