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Publisher: Elsevier

Volume 324, Number 1, 1 June 2003

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Contents
pp. xix-xxiii(5)

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Preface of the International Scientific Organizing Committee
pp. xv-xvi(2)
Authors: Eugene Stanley, H.; Ausloos, M.; Kertesz, J.; N. Mantegna, R.; A. Scheinkman, J.; Takayasu, H.

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Understanding the cubic and half-cubic laws of financial fluctuations
pp. 1-5(5)
Authors: Gabaix, X.; Gopikrishnan, P.; Plerou, V.; Stanley, H.E.

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Volatility clustering in agent based market models
pp. 6-16(11)
Authors: Giardina, I.; Bouchaud J.-P.

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The minority game: effects of strategy correlations and timing of adaptation
pp. 25-29(5)
Authors: Sherrington, D.; Galla, T.

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Strategy for investments from Zipf law(s)
pp. 30-37(8)
Authors: Ausloos, M.; Bronlet, P.

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On size and growth of business firms
pp. 38-44(7)
Authors: de Fabritiis, G.; Pammolli, F.; Riccaboni, M.

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The variance of corporate growth rates
pp. 45-48(4)
Author: Sutton, J.

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Matching games with partial information
pp. 49-65(17)
Authors: Laureti, P.; Zhang, Y.

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Degree stability of a minimum spanning tree of price return and volatility
pp. 66-73(8)
Authors: Micciche, S.; Bonanno, G.; Lillo, F.; N. Mantegna, R.

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Correlations and response: absence of detailed balance on the stock market
pp. 74-80(7)
Authors: Kertesz, J.; Kullmann, L.; Zawadowski, A.G.; Karadi, R.; Kaski, K.

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Risk and utility in portfolio optimization
pp. 81-88(8)
Authors: Cohen, M.H.; Natoli, V.D.

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Nonextensive statistical mechanics and economics
pp. 89-100(12)
Authors: Tsallis, C.; Anteneodo, C.; Borland, L.; Osorio, R.

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Self-modulation processes and resulting generic 1/f fluctuations
pp. 101-107(7)
Authors: Takayasu, M.; Takayasu, H.

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On the size distribution of firms: additional evidence from the G7 countries
pp. 117-123(7)
Authors: Gaffeo, E.; Gallegati, M.; Palestrini, A.

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A laboratory experiment on the minority game
pp. 124-132(9)
Authors: Bottazzi, G.; Devetag, G.

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More statistical properties of order books and price impact
pp. 133-140(8)
Authors: Potters, M.; Bouchaud J.-P.

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An analysis of price impact function in order-driven markets
pp. 146-151(6)
Authors: Iori, G.; Daniels, M.G.; Farmer, J.D.; Gillemot, L.; Krishnamurthy, S.; Smith, E.

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Quantum models of Parrondo's games
pp. 152-156(5)
Authors: Flitney, A.P.; Abbott, D.

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Log-periodic self-similarity: an emerging financial law?
pp. 174-182(9)
Authors: Drozdz, S.; Grummer, F.; Ruf, F.; Speth, J.

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Scaling behaviors in differently developed markets
pp. 183-188(6)
Authors: Di Matteo, T.; Aste, T.; Dacorogna, M.M.

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Pricing derivatives by path integral and neural networks
pp. 189-195(7)
Authors: Montagna, G.; Morelli, M.; Nicrosini, O.; Amato, P.; Farina, M.

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Power law distribution of the frequency of demises of US firms
pp. 207-212(6)
Authors: Cook, W.; Ormerod, P.

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A stochastic model of firm growth
pp. 213-219(7)
Authors: Bottazzi, G.; Secchi, A.

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Trading strategies, feedback control and market dynamics
pp. 220-226(7)
Authors: Alvarez-Ramirez, J.; Suarez, R.; Ibarra-Valdez, C.

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Who wins? Study of long-run trader survival in an artificial stock market
pp. 227-233(7)
Authors: Cincotti, S.; M. Focardi, S.; Marchesi, M.; Raberto, M.

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Giffen paradoxes in quantum market games
pp. 234-240(7)
Author: Sladkowski, J.

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Dynamics of cross-correlations in the stock market
pp. 241-246(6)
Authors: Rosenow, B.; Gopikrishnan, P.; Plerou, V.; Eugene Stanley, H.

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Dynamic asset trees and Black Monday
pp. 247-252(6)
Authors: Onnela, J.; Chakraborti, A.; Kaski, K.; Kertesz, J.

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Triangular arbitrage and negative auto-correlation of foreign exchange rates
pp. 253-257(5)
Authors: Aiba, Y.; Hatano, N.; Takayasu, H.; Marumo, K.; Shimizu, T.

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Nontrivial bookkeeping: a mechanical perspective
pp. 266-271(6)
Authors: Fischer, R.; Braun, D.

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Causalities of the Taiwan stock market
pp. 285-295(11)
Author: Ting, J.J.

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Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
pp. 296-302(7)
Authors: Mizuno, T.; Kurihara, S.; Takayasu, M.; Takayasu, H.

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Emergence of heterogeneity in an agent-based model
pp. 311-316(6)
Author: Wan Abdullah, W.A.T.

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Multivariate Markov chain modeling for stock markets
pp. 317-322(6)
Author: Maskawa, J.

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Efficiency and persistence in models of adaptation
pp. 323-329(7)
Authors: D'Hulst, R.; Rodgers, G.J.

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Inverse statistics in economics: the gain-loss asymmetry
pp. 338-343(6)
Authors: Jensen, M.H.; Johansen, A.; Simonsen, I.

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Econonatology: the physics of the economy in labour
pp. 344-351(8)
Author: Struzik, Z.R.

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Growth and fluctuations of personal and company's income
pp. 352-358(7)
Authors: Aoyama, H.; Souma, W.; Fujiwara, Y.

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Derivative pricing with non-linear Fokker-Planck dynamics
pp. 359-365(7)
Authors: Michael, F.; Johnson, M.D.

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A dynamical structure of high frequency currency exchange market
pp. 366-371(6)
Authors: Sazuka, N.; Ohira, T.; Marumo, K.; Shimizu, T.; Takayasu, M.; Takayasu, H.

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A non-linear model of economic production processes
pp. 372-379(8)
Authors: Ponzi, A.; Yasutomi, A.; Kaneko, K.

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Two-phase oscillatory patterns in a positive feedback agent model
pp. 380-387(8)
Author: Tanaka-Yamawaki, M.

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The effect of Kapitza pendulum and price equilibrium
pp. 388-395(8)
Authors: Holyst, J.A.; Wojciechowski, W.

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Complex networks and economics
pp. 396-401(6)
Authors: Souma, W.; Fujiwara, Y.; Aoyama, H.

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Power laws and macroeconomic fluctuations
pp. 408-416(9)
Authors: Gaffeo, E.; Gallegati, M.; Giulioni, G.; Palestrini, A.

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The extraction of macromodel and origin of long-ranged correlations
pp. 417-423(7)
Authors: Yamasaki, K.; Mackin, K.J.

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Information flow in generalized hierarchical networks
pp. 424-429(6)
Authors: Almendral, J.A.; Lopez, L.; Sanjuan, M.A.F.

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The small-world of economy: a speculative proposal
pp. 430-436(7)
Authors: Corso, G.; Lucena, L.S.; Thome, Z.D.

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How effective is advertising in duopoly markets?
pp. 437-444(8)
Authors: Sznajd-Weron, K.; Weron, R.

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Money and exchange in an economy with spatially differentiated agents
pp. 445-453(9)
Authors: Manolova, P.; Lai Tong, C.; Deissenberg, C.

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List of contributors
pp. 454-454(1)

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