Publisher: Elsevier

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Volume 269, Number 1, 1 July 1999

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Crowd effects and volatility in markets with competing agents
pp. 1-8(8)
Authors: Johnson, N.F.; Hart, M.; Hui, P.M.

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On the multinomial logit model
pp. 9-15(7)
Author: Marsili, M.

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Critical fluctuations in a random network model
pp. 16-23(8)
Author: Nirei, M.

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Critical fluctuations of demand and supply
pp. 24-29(6)
Authors: Takayasu, H.; Takayasu, M.

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Toward a theory of marginally efficient markets
pp. 30-44(15)
Author: Zhang, Y.

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Statistical mechanics analysis of the continuous number partitioning problem
pp. 54-60(7)
Authors: Ferreira, F.F.; Fontanari, J.F.

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Stationarity tests for financial time series
pp. 72-78(7)
Authors: Gimeno, R.; Manchado, B.; Mnguez, R.

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Discrete random walk models for symmetric Levy-Feller diffusion processes
pp. 79-89(11)
Authors: Gorenflo, R.; Fabritiis, G.D.; Mainardi, F.

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Correlations in the bond-future market
pp. 90-97(8)
Authors: Cuniberti, G.; Raberto, M.; Scalas, E.

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Characteristic times in stock market indices
pp. 98-110(13)
Authors: Kullmann, L.; Toyli, J.; Kertesz, J.; Kanto, A.; Kaski, K.

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Statistical analysis of 5 s index data of the Budapest Stock Exchange
pp. 111-124(14)
Authors: Janosi, I.M.; Janecsko, B.; Kondor, I.

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Zipf's law in income distribution of companies
pp. 125-131(7)
Authors: Okuyama, K.; Takayasu, M.; Takayasu, H.

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Empirical investigation of stock price dynamics in an emerging market
pp. 132-139(8)
Authors: Palagyi, Z.; Mantegna, R.N.

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Multiscaling and clustering of volatility
pp. 140-147(8)
Authors: Pasquini, M.; Serva, M.

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Volatility in the Italian stock market: an empirical study
pp. 148-155(8)
Authors: Raberto, M.; Scalas, E.; Cuniberti, G.; Riani, M.

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Econophysics: Can physicists contribute to the science of economics?
pp. 156-169(14)
Authors: Stanley, H.E.; Amaral, L.A.N.; Canning, D.; Gopikrishnan, P.; Lee, Y.; Liu, Y.

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The moving averages demystified
pp. 170-176(7)
Authors: vandewalle, N.; Ausloos, M.; Boveroux, P.

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Nonlinear index prediction
pp. 177-183(7)
Author: Zemke, S.

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