# Elsevier

# Physica A: Statistical Mechanics and its Applications

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### 2007, Volume 379, Issue 1

**111-121 Shock waves in virus fitness evolution***by*Carvalhaes, Fernando Goldenstein & Goldman, Carla**122-132 Wavelet Jensen–Shannon divergence as a tool for studying the dynamics of frequency band components in EEG epileptic seizures***by*Pereyra, M.E. & Lamberti, P.W. & Rosso, O.A.**133-150 Dynamics of allosteric action in multisite protein modification***by*Milotti, Edoardo & Del Fabbro, Alessio & Dalla Pellegrina, Chiara & Chignola, Roberto**151-167 The CTRW in finance: Direct and inverse problems with some generalizations and extensions***by*Masoliver, Jaume & Montero, Miquel & Perelló, Josep & Weiss, George H.**168-178 Multiple time scales and the empirical models for stochastic volatility***by*Buchbinder, G.L. & Chistilin, K.M.**179-187 Complexity analysis of the stock market***by*Park, Joongwoo Brian & Won Lee, Jeong & Yang, Jae-Suk & Jo, Hang-Hyun & Moon, Hie-Tae**188-198 Self-similar characteristics of the currency exchange rate in an economy in transition***by*Scarlat, E.I. & Stan, Cristina & Cristescu, C.P.**199-206 The critical properties of the agent-based model with environmental–economic interactions***by*Kuscsik, Zoltán & Horváth, Denis & Gmitra, Martin**207-225 An agent-based approach to financial stylized facts***by*Shimokawa, Tetsuya & Suzuki, Kyoko & Misawa, Tadanobu**226-234 Three-body interactions in sociophysics and their role in coalition forming***by*Naumis, Gerardo G. & Samaniego-Steta, F. & del Castillo-Mussot, M. & Vázquez, G.J.**235-240 A power law distribution in patients’ lengths of stay in hospital***by*Hellervik, A. & Rodgers, G.J.**241-249 Intracultural diversity in a model of social dynamics***by*Parravano, A. & Rivera-Ramirez, H. & Cosenza, M.G.**250-262 A novel algorithm of simulating multi-velocity evacuation based on cellular automata modeling and tenability condition***by*Weifeng, Yuan & Kang Hai, Tan**263-273 Theory and simulation for jamming transitions induced by a slow vehicle in traffic flow***by*Masukura, Syuichi & Nagatani, Takashi & Tanaka, Katsunori & Hanaura, Hirotoshi**274-290 Effect of adaptive cruise control systems on mixed traffic flow near an on-ramp***by*Davis, L.C.**291-297 A game theory model of urban public traffic networks***by*Su, B.B. & Chang, H. & Chen, Y.-Z. & He, D.R.**298-306 Pinning control of complex dynamical networks with general topology***by*Xiang, L.Y. & Liu, Z.X. & Chen, Z.Q. & Chen, F. & Yuan, Z.Z.**307-316 Community structure and ethnic preferences in school friendship networks***by*González, M.C. & Herrmann, H.J. & Kertész, J. & Vicsek, T.**317-333 The topology of interbank payment flows***by*Soramäki, Kimmo & Bech, Morten L. & Arnold, Jeffrey & Glass, Robert J. & Beyeler, Walter E.**334-356 The stabilizing effect of noise on the dynamics of a Boolean network***by*Goodrich, Christopher S. & Matache, Mihaela T.

### 2007, Volume 378, Issue 2

**139-156 Hydromagnetic parametric resonance instability of two superposed conducting fluids in porous medium***by*El-Sayed, M.F.**157-166 Similarities in diversely different glass-forming systems***by*Tokuyama, Michio**167-182 Generalized excluded volume and the diffusivity and viscosity of supercooled liquids and glasses over the entire fragility spectrum***by*Rah, Kyunil**183-193 Heat flux between parallel plates through a binary gaseous mixture over the whole range of the Knudsen number***by*Sharipov, Felix & Cumin, Liliana M. Gramani & Kalempa, Denize**194-200 Scaling behavior of roughness in the two-dimensional Kardar–Parisi–Zhang growth***by*Ma, K. & Jiang, J. & Yang, C.B.**201-210 An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises***by*Góra, P.F.**211-222 Zero-dimensional model for magnetic curvature driven Rayleigh Taylor turbulence simulations***by*Sharma, Sarveshwar & Das, Amita & Kaw, Predhiman & Sen, Abhijit**223-237 Transition to chaos in discrete nonlinear Schrödinger equation with long-range interaction***by*Korabel, Nickolay & Zaslavsky, George M.**238-254 Path integral evaluation of the one-loop effective potential in field theory of diffusion-limited reactions***by*Hochberg, D. & Zorzano, M.-P.**255-272 A variational perturbation approximation method in Tsallis non-extensive statistical physics***by*Lu, Wen-Fa & Cai, Tuo & Koo Kim, Chul**273-282 Interpretation of experimental results of spin chains with weak interchain interaction***by*Thanos, S.**283-298 Replica symmetry breaking related to a general ultrametric space III: The case of general measure***by*Khrennikov, A.Yu. & Kozyrev, S.V.**299-306 Quantum theory of irreversibility***by*Pérez-Madrid, A.**307-314 Energy landscape paving as a perfect optimization approach under detrended fluctuation analysis***by*Hamacher, Kay**315-328 Slow relaxation in heterogeneous Hamiltonian systems: Numerical study compared with Landau–Teller approximation***by*Watanabe, Yoshihiro & Fuchikami, Nobuko**329-335 Parallel vs. sequential belief propagation decoding of LDPC codes over GF(q) and Markov sources***by*Yacov, N. & Efraim, H. & Kfir, H. & Kanter, I. & Shental, O.**336-344 Respiratory modulation of heart beat-to-beat interval in diabetic patients***by*Capurro, Alberto & Malta, Coraci P. & Diambra, Luis & Contreras, Paola & Migliaro, Eduardo R.**345-356 Eigenvalue density of cross-correlations in Sri Lankan financial market***by*Nilantha, K.G.D.R. & Ranasinghe, & Malmini, P.K.C.**357-373 Some new evidence on bond initial public offerings in the Taiwan Stock Exchange: An industrial perspective***by*Ke, Mei-Chu & Liang Liao, Tung & Hsu, Hong-Ming**374-386 Scale-adjusted volatility and the Dow Jones index***by*Ellis, Craig & Hudson, Christopher**387-398 Statistical properties of German Dax and Chinese indices***by*Qiu, T. & Zheng, B. & Ren, F. & Trimper, S.**399-407 Non-linear characteristics and long-range correlations in Asian stock markets***by*Jiang, J. & Ma, K. & Cai, X.**408-422 Loss aversion, large deviation preferences and optimal portfolio weights for some classes of return processes***by*Duffy, Ken & Lobunets, Olena & Suhov, Yuri**423-426 On the optimization of a CAPM portfolio using lower partial moments as measure of risk and using the possibility of safeguarding its loss***by*Spreitzer, U.W. & Reznik, V.**427-442 The Chinese chaos game***by*Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio**443-452 Properties of the wealth process in a market microstructure model***by*Theodosopoulos, Ted & Yuen, Ming**453-458 Phase transitions in Nowak–Sznajd opinion dynamics***by*Wołoszyn, Maciej & Stauffer, Dietrich & Kułakowski, Krzysztof**459-464 The relations between agent performances and their intellective abilities in mix-games***by*Gou, Chengling**465-474 Dynamically tessellating algorithm for analysis of pore size distribution in particle agglomerates***by*Benedict, Mark & Dutt, Meenakshi & Elliott, James**475-484 Synchronized flow and phase separations in single-lane mixed traffic flow***by*Wang, Ruili & Jiang, Rui & Wu, Qing-Song & Liu, Mingzhe**485-497 A two-dimensional CA model for traffic flow with car origin and destination***by*In-nami, Junji & Toyoki, Hiroyasu**498-504 Modelling train delays with q-exponential functions***by*Briggs, Keith & Beck, Christian**505-511 Effects of the cascading failures on scale-free traffic networks***by*Wu, J.J. & Gao, Z.Y. & Sun, H.J.**512-518 Prisoner's Dilemma on community networks***by*Chen, Xiaojie & Fu, Feng & Wang, Long**519-526 Extracting hidden fluctuation patterns of Hang Seng stock index from network topologies***by*Li, Ping & Wang, Bing-Hong**527-536 Novel criteria of synchronization stability in complex networks with coupling delays***by*Yun Wang, Qing & Rong Chen, Guan & Shao Lu, Qi & Hao, Fei**537-549 From lag synchronization to pattern formation in networked dynamics***by*Zhang, Zhiyong & Luo, Jigui & Liu, Zengrong**550-560 Diffusion approach for community discovering within the complex networks: LiveJournal study***by*Zakharov, Pavel**561-572 A local-world network model based on inter-node correlation degree***by*Xuan, Qi & Li, Yanjun & Wu, Tie-Jun**573-582 New network architecture for stoichiometrically, thermodynamically and kinetically balanced metabolic reaction systems***by*Fishtik, Ilie & Datta, Ravindra**583-590 The effect of weight on community structure of networks***by*Fan, Ying & Li, Menghui & Zhang, Peng & Wu, Jinshan & Di, Zengru**591-602 Weighted assortative and disassortative networks model***by*Leung, C.C. & Chau, H.F.**603-612 Novel hybrid mitigation strategy for improving the resiliency of hierarchical networks subjected to attacks***by*Morehead, Raymond & Noore, Afzel

### 2007, Volume 378, Issue 1

**1-10 An information theoretic approach to system differentiation on the basis of statistical dependencies between subsystems***by*Jost, Jürgen & Bertschinger, Nils & Olbrich, Eckehard & Ay, Nihat & Frankel, Sidney**11-19 Percolation theory and fragmentation measures in social networks***by*Chen, Yiping & Paul, Gerald & Cohen, Reuven & Havlin, Shlomo & Borgatti, Stephen P. & Liljeros, Fredrik & Eugene Stanley, H.**20-32 Phase transitions and overlapping modules in complex networks***by*Vicsek, Tamás**33-47 Networks of strong ties***by*Shi, Xiaolin & Adamic, Lada A. & Strauss, Martin J.**48-52 Extracting deep information from limited observations on an evolved social network***by*Ormerod, Paul**53-58 Empiricism for descriptive social network models***by*Roth, Camille**59-67 Automatic mapping and modeling of human networks***by*Pentland, Alex (Sandy)**68-75 Proximity networks and epidemics***by*Toroczkai, Zoltán & Guclu, Hasan**76-82 Smiling contributions: Social control in a public goods game with network decline***by*Takács, Károly & Janky, Béla**83-91 Party–state systems and their dynamics as networks***by*Csanádi, Maria**92-99 Transnational networks, diffusion dynamics, and electoral revolutions in the postcommunist world***by*Bunce, Valerie & Wolchik, Sharon L.**100-109 Learning in innovation networks: Some simulation experiments***by*Gilbert, Nigel & Ahrweiler, Petra & Pyka, Andreas**110-117 Cooperation in networked populations of selfish adaptive agents: Sensitivity to network structure***by*Gulyás, László**118-126 The effects of nonlinear interactions and network structure in small group opinion dynamics***by*Gabbay, Michael**127-134 Efficiency of goal-oriented communicating agents in different graph topologies: A study with Internet crawlers***by*Lőrincz, András & Lázár, Katalin A. & Palotai, Zsolt**135-137 Social networks: Ideas for future research from the vantage point of political science***by*Bunce, Valerie & Csanádi, Maria

### 2007, Volume 377, Issue 2

**373-380 Unexpected spin-off from quantum gravity***by*Benedetti, D. & Loll, R.**381-400 Numerical study for the electrified instability of viscoelastic cylindrical dielectric fluid film surrounded by a conducting gas***by*El-Sayed, M.F. & Syam, M.I.**401-411 Brownian motion under a time-dependent periodic potential proportional to the square of the position of a particle and classical fluctuation squeezing***by*Tashiro, Tohru & Morita, Akio**412-420 On the Brownian motion in a double-well potential in the overdamped limit***by*Kalmykov, Yu.P. & Coffey, W.T. & Titov, S.V.**421-428 Exact solutions for KdV system equations hierarchy***by*Ning, Tong-ke & Wu, Chong-feng & Zhang, Da-jun**429-434 Collective current rectification***by*Denisov, S.**435-447 Dissipative solitons, wave asymmetry and dynamical ratchets***by*del Rio, Ezequiel & Velarde, Manuel G. & Ebeling, Werner**448-464 Monte Carlo investigation of anomalous transport in presence of a discontinuity and of an advection field***by*Marseguerra, M. & Zoia, A.**465-468 On the q-type distributions***by*Nadarajah, Saralees & Kotz, Samuel**469-486 Kinetic theory with angle–action variables***by*Chavanis, Pierre-Henri**487-500 Critical properties of classical XY and Heisenberg models: A mean-field renormalization group study***by*Sadeghi, Azam & Shahbazi, Farhad**501-513 An exact solution on the ferromagnetic face-cubic spin model on a Bethe lattice***by*Ohanyan, V.R. & Ananikyan, L.N. & Ananikian, N.S.**514-522 Negative heat capacity of Ar55 cluster***by*Eryürek, M. & Güven, M.H.**523-530 Temperature dependency of phase transitions in polymer-dispersed nematic liquid crystal mediums***by*Kayacan, Ozhan & Eren San, S. & Okutan, Mustafa**531-544 Polarization-diffusion effect on the dispersion of N- and α-dielectric relaxation modes***by*Hernández, S.I. & del Castillo, L.F.**545-558 Microstructure characterization of granular materials***by*Al-Raoush, Riyadh**559-564 Mechanical breakdown of trabecular bone: Dependence on microstructure***by*Majumder, Shashwati Roy & Mazumdar, S.**565-575 Motion analysis of floating micro-granules: Microscale beads, inactivated Escherichia coli and platelets***by*Yu, Heong-Sook & Han, Yong-Hui & Baik, Ku-Youn & Kim, Jungdae & Lee, Sang-Suk & Soh, Kwang-Sup**576-582 Power law of quiet time distribution in the Korean stock-market***by*Hong, Byoung Hee & Eun Lee, Kyoung & Lee, Jae Woo**583-589 Extreme-value dependence: An application to exchange rate markets***by*Fernandez, Viviana**590-598 Normalized truncated Levy walks applied to the study of financial indices***by*Mariani, M.C. & Liu, Y.**599-615 Tests of the random walk hypothesis for financial data***by*Nakamura, Tomomichi & Small, Michael**616-624 Evolutionary minority game on complex networks***by*Shang, Lihui & Wang, Xiao Fan**625-632 Effect of imitation in a competing and evolving population in different situations***by*Quan, Hongjun & Deng, Gang**633-640 Dangerous situations in a synchronized flow model***by*Jiang, Rui & Wu, Qing-Song**641-650 Phase diagram of speed gradient model with an on-ramp***by*Tang, Chang-Fu & Jiang, Rui & Wu, Qing-Song**651-660 Clustering and maximal flow in vehicular traffic through a sequence of traffic lights***by*Nagatani, Takashi**661-671 Dynamical model for retrieval of tram schedule***by*Nagatani, Takashi**672-688 Identifying the underlying structure and dynamic interactions in a voting network***by*Saavedra, Serguei & Efstathiou, Janet & Reed-Tsochas, Felix**689-697 Epidemic spreading in a scale-free network of regular lattices***by*Silva, S.L. & Ferreira, J.A. & Martins, M.L.**698-708 A Monte Carlo model for networks between professionals and society***by*Hansen, Henning Frydenlund & Hansen, Alex**709-716 The origin of preferential attachment and the generalized preferential attachment for weighted networks***by*Chen, Chen

### 2007, Volume 377, Issue 1

**1-14 Some insights in superdiffusive transport***by*Marseguerra, M. & Zoia, A.**15-23 New considerations of the Poisson–Boltzmann equation***by*López-Fontán, José Luis & Santamarina, Cibrán & Sarmiento, Félix**24-32 A note on confined diffusion***by*Bickel, Thomas**33-42 Generalized metric phase space for quantum systems and the uncertainty principle***by*Sarris, C.M. & Proto, A.N.**43-52 Ambiguities in estimates of critical exponents for long-range dependent processes***by*Duffy, Ken & King, Christopher & Malone, David**53-57 Temporal generation of power-law distributions: A universal ‘oligarchy mechanism’***by*Eliazar, Iddo & Klafter, Joseph**58-66 Extensivity and nonextensivity of two-parameter entropies***by*Asgarani, S. & Mirza, B.**67-78 On the extended Kolmogorov–Nagumo information-entropy theory, the q→1/q duality and its possible implications for a non-extensive two-dimensional Ising model***by*Masi, Marco**79-83 Extended entropy and irreversible thermodynamics of a Lorentz diffusive gas***by*Alvarez, X. & Jou, D.**84-94 Deformed damped harmonic oscillator***by*Streklas, Antony**95-101 A note on the high temperature expansion of the density matrix for the isotropic Heisenberg chain***by*Tsuboi, Zengo**102-114 Random sequential adsorption of polydisperse spherical particles: An integral-equation theory***by*Danwanichakul, Panu & Charinpanitkul, Tawatchai**115-124 Anderson localization problem: An exact solution for 2-D anisotropic systems***by*Kuzovkov, V.N. & von Niessen, W.**125-130 Epidemic spreading in lattice-embedded scale-free networks***by*Xu, Xin-Jian & Wu, Zhi-Xi & Chen, Guanrong**131-137 A prey–predator model of learning based on bit string with intelligence***by*He, Mingfeng & Pan, Qiuhui & Wang, Zhirui**138-154 Empirical study of ARFIMA model based on fractional differencing***by*Xiu, Jin & Jin, Yao**155-165 A note on scaled variance ratio estimation of the Hurst exponent with application to agricultural commodity prices***by*Turvey, Calum G.**166-172 Power tails of index distributions in chinese stock market***by*Zhang, J.W. & Zhang, Y. & Kleinert, H.**173-180 Non-linear dynamic linkages in the international stock markets***by*Ozdemir, Zeynel Abidin & Cakan, Esin**181-192 Non-extensive behavior of a stock market index at microscopic time scales***by*Cortines, A.A.G. & Riera, R.**193-198 Statistical distribution and time correlation of stock returns runs***by*Li, Honggang & Gao, Yan**199-210 Is twin behavior of Nikkei 225 index futures the same?***by*Lee, Ming-Chih & Chiu, Chien-Liang & Lee, Yen-Hsien**211-226 On feedback and stable price adjustment mechanisms***by*Fernandez-Anaya, Guillermo & Alvarez-Ramirez, Jose & Ibarra-Valdez, Carlos**227-229 Detecting positive feedback in multivariate time series: The case of metal prices and US inflation***by*Kyrtsou, Catherine & Labys, Walter C.**230-240 Income distribution: Boltzmann analysis and its extension***by*Yuqing, He**241-252 Income distribution dependence of poverty measure: A theoretical analysis***by*Chattopadhyay, Amit K. & Mallick, Sushanta K.**253-268 Statistical physics of media processes: Mediaphysics***by*Kuznetsov, Dmitri V. & Mandel, Igor**269-278 Sidle effect on pedestrian counter flow***by*Fukamachi, Masahiro & Nagatani, Takashi**279-284 Long-range correlations in two-dimensional spatio-temporal seismic fluctuations***by*Telesca, Luciano & Lovallo, Michele & Lapenna, Vincenzo & Macchiato, Maria**285-290 Nonextensivity in geological faults?***by*Vilar, C.S. & França, G.S. & Silva, R. & Alcaniz, J.S.**291-301 Scale invariance in the 2003–2005 Iraq conflict***by*Alvarez-Ramirez, Jose & Rodriguez, Eduardo & Urrea, Rafael**302-314 Weighted network properties of Chinese nature science basic research***by*Liu, Jian-Guo & Xuan, Zhao-Guo & Dang, Yan-Zhong & Guo, Qiang & Wang, Zhong-Tuo**315-322 Scale-free networks with a large- to hypersmall-world transition***by*Holme, Petter**323-328 The “small-world” topology of rock fracture networks***by*Valentini, Luca & Perugini, Diego & Poli, Giampiero**329-339 A general geometric growth model for pseudofractal scale-free web***by*Zhang, Zhongzhi & Rong, Lili & Zhou, Shuigeng**340-350 Bridge and brick motifs in complex networks***by*Huang, Chung-Yuan & Sun, Chuen-Tsai & Cheng, Chia-Ying & Hsieh, Ji-Lung**351-362 A self-consistent approach to measure preferential attachment in networks and its application to an inherent structure network***by*Massen, Claire P. & Doye, Jonathan P.K.**363-372 Accuracy and precision of methods for community identification in weighted networks***by*Fan, Ying & Li, Menghui & Zhang, Peng & Wu, Jinshan & Di, Zengru

### 2007, Volume 376, Issue C

**1-26 Correlation cascades of Lévy-driven random processes***by*Eliazar, Iddo & Klafter, Joseph**27-37 Reversible adsorption on a random site surface***by*Oleyar, C. & Talbot, J.**38-50 Rheological properties of ferrofluids with drop-like aggregates***by*Zubarev, A.Yu. & Iskakova, L.Yu.**51-74 Suspensions of rigid spherical particles in polymeric solutions***by*Zmievski, V. & Grmela, M. & Bousmina, M.**75-93 First-order Chapman–Enskog velocity distribution function in a granular gas***by*Montanero, José María & Santos, Andrés & Garzó, Vicente**94-107 Modified Sonine approximation for the Navier–Stokes transport coefficients of a granular gas***by*Garzó, Vicente & Santos, Andrés & Montanero, José María**108-116 Island coarsening in one-dimensional models with partially and completely reversible aggregation***by*Chame, Anna & Aarão Reis, F.D.A.**117-132 Discretization errors in particle tracking***by*Carmon, G. & Mamman, N. & Feingold, M.**133-138 Measurement of time-dependent fractal dimension for time series of silicon content in pig iron***by*Zhou, Zhi-Min**139-146 Autoregressive spectral analysis based on statistical autocorrelation***by*Hu, Minghui & Shao, Huihe**147-157 Is the classical autocorrelation function appropriate for spatial signals defined on fractal supports?***by*Li, Jun & Nekka, Fahima**158-164 Revisiting sample entropy analysis***by*Govindan, R.B. & Wilson, J.D. & Eswaran, H. & Lowery, C.L. & Preißl, H.**165-172 Isotropy properties of the multi-step Markov symbolic sequences***by*Apostolov, S.S. & Mayzelis, Z.A. & Usatenko, O.V. & Yampol'skii, V.A.**173-190 Binary modulated signal detection in a bistable receiver with stochastic resonance***by*Duan, Fabing & Abbott, Derek**191-198 Stochastic resonance in a periodically driven linear system with multiplicative and periodically modulated additive white noises***by*Cao, Li & Wu, Da-Jin**199-207 Optimal range of a nonlocal kernel for stochastic resonance in extended systems***by*von Haeften, B. & Wio, H.S.**208-214 Speed shift in reaction–diffusion equations with cutoff***by*Zemskov, E.P. & Méndez, V.**215-222 Greatly enhancing the modeling accuracy for distributed parameter systems by nonlinear time/space separation***by*Zhang, Hai-Tao & Qi, Chen-Kun & Zhou, Tao & Li, Han-Xiong**223-236 Homoclinic bifurcation and chaos in Duffing oscillator driven by an amplitude-modulated force***by*Ravichandran, V. & Chinnathambi, V. & Rajasekar, S.**237-245 Fractional oscillator driven by a Gaussian noise***by*Drozdov, A.D.**246-252 Chaos in the sense of Li–Yorke in coupled map lattices***by*Tian, Chuanjun & Chen, Guanrong**253-265 Adaptive synchronization between two different noise-perturbed chaotic systems with fully unknown parameters***by*Sun, Yonghui & Cao, Jinde**266-274 Multifractal fluctuations in the survival probability of an open quantum system***by*Facchini, Angelo & Wimberger, Sandro & Tomadin, Andrea**275-278 A note on the generation of displaced number states***by*Malbouisson, J.M.C. & Baseia, B. & Avelar, A.T.**279-288 Fluctuations, correlations and the nonextensivity***by*Wilk, G. & Włodarczyk, Z.**289-292 Irreversible entropy variation and the problem of the trend to equilibrium***by*Lucia, Umberto**293-307 Thermal statistical ensembles of black holes***by*Chevalier, C. & Bustamante, M. & Debbasch, F.**308-318 The critical ensemble: An efficient simulation of a macroscopic system at the critical point***by*Antoniou, N.G. & Diakonos, F.K. & Saridakis, E.N. & Tsolias, G.A.**319-326 Diffusion model for the treeing process of electrodeposition experiments***by*Pastore y Piontti, A.L. & La Rocca, C.E. & Braunstein, L.A.**327-336 The effect of the number of simulations on the exponents obtained by finite-size scaling relations for the seven-dimensional Ising model on the Creutz cellular automaton***by*Merdan, Z. & Atille, D.**337-350 The phase diagram of a bilayer Ising model***by*Sloutskin, E. & Gitterman, M.**351-360 Multifractality in rotational percolation models***by*Sinha, Santanu & Santra, S.B.**361-377 Dislocations in cubic crystals described by discrete models***by*Bonilla, L.L. & Carpio, A. & Plans, I.**378-386 Evolution of biodiversity and sympatric speciation through competition in a unimodal distribution of resources***by*Brigatti, E. & Sá Martins, J.S. & Roditi, I.**387-393 Characteristics of blood vessels forming “sausages-on-a-string” patterns during hypertension***by*Ravnsborg Beierholm, Ulrik & Christian Brings Jacobsen, Jens & Holstein-Rathlou, Niels-Henrik & Alstrøm, Preben**394-400 The dynamics of inter-residue distances in bovine pancreatic trypsin inhibitor***by*Karain, Wael I. & Ajarmah, Basem & Qaraeen, Nael I.**401-408 Estimation of ApEn for short-term HFECG based on multi-resolution analysis***by*Xu, Yinlin & Ma, Xiaofei & Ning, Xinbao**409-421 Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen***by*Batten, Jonathan A. & Szilagyi, Peter G.**422-432 Testing for contagion under asymmetric dynamics: Evidence from the stock markets between US and Taiwan***by*Wang, Kuan-Min & Nguyen Thi, Thanh-Binh**433-444 Are stock prices too volatile to be justified by the dividend discount model?***by*Akdeniz, Levent & Salih, Aslıhan Altay & Ok, Süleyman Tuluğ**445-454 Ranking market efficiency for stock markets: A nonlinear perspective***by*Lim, Kian-Ping**455-466 The evolution of interdependence in world equity markets—Evidence from minimum spanning trees***by*Coelho, Ricardo & Gilmore, Claire G. & Lucey, Brian & Richmond, Peter & Hutzler, Stefan**467-479 Trading strategies in the Italian interbank market***by*Iori, Giulia & Renò, Roberto & De Masi, Giulia & Caldarelli, Guido**480-486 Non-Poisson intermittent events in price formation in a Ising spin model of market***by*Greco, Antonella & Carbone, Vincenzo & Sorriso-Valvo, Luca**487-499 Recurrence quantification analysis and state space divergence reconstruction for financial time series analysis***by*Strozzi, Fernanda & Zaldívar, José-Manuel & Zbilut, Joseph P.**500-506 On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market***by*Sazuka, Naoya**507-516 Virtual volatility***by*Silva, A. Christian & Prange, Richard E.**517-524 Dynamical stochastic processes of returns in financial markets***by*Lim, Gyuchang & Kim, SooYong & Yoon, Seong-Min & Jung, Jae-Won & Kim, Kyungsik**525-531 Dynamical structures of high-frequency financial data***by*Kim, Kyungsik & Yoon, Seong-Min & Kim, SooYong & Chang, Ki-Ho & Kim, Yup & Hoon Kang, Sang**532-542 A non-Gaussian approach to risk measures***by*Bormetti, Giacomo & Cisana, Enrica & Montagna, Guido & Nicrosini, Oreste**543-554 Empirical evaluation of the market price of risk using the CIR model***by*Bernaschi, M. & Torosantucci, L. & Uboldi, A.