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Price drops, fluctuations, and correlation in a multi-agent model of stock markets. Buying green or producing green?

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Wealth distribution across communities of adaptive financial agents. Critical overview of Agent-Based Models for Economics. Evaluation of an artificial market approach for GHG emissions trading analysis. Common scaling patterns in intertrade times of US stocks. A generalized dynamic herding model with feed-back interactions.

Correlations and response: Absence of detailed balance on the Stock Market. Companies' decisions for profit maximization: A structural model. Co-Evolutive Models for Firms Dynamics.

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Large Price Changes on Small Scales. Temporal fluctuation scaling in nonstationary time a bitcoin profit 1099-div using the path integral formalism.

Deviations in expected price impact for small transaction volumes under fee restructuring. Liquidity crises on different time scales.

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Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis. Short-term market reaction after trading halts in Chinese stock market. Market shocks: Review of studies. Trading networks, abnormal motifs and stock manipulation. Essentials of Econophysics Modelling.

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Analysis of trade packages in the Chinese stock market. The price impact asymmetry of institutional trading in the Chinese stock market.

Econophysics - complex correlations and trend switchings in financial time series.

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Market reaction to a bid-ask spread change: A power-law relaxation dynamics. Fluctuation patterns in high-frequency financial asset returns. Structurally dynamic spin market networks.

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Relation between volatility correlations in financial markets and Omori processes occurring on all scales. The co-evolutionary dynamics of directed network of spin market agents.

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Short-term market reaction after extreme price changes of liquid stocks. Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.

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The prevalence of price overreactions in the cryptocurrency market. Investor attention and market correction. Forecasting stock volatility in the presence of extreme shocks: Short-term and long-term effects. Investor reaction to extreme price shocks in stock markets: A cross country examination.

The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis.

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Limit-order book resiliency after effective market orders: spread, depth a bitcoin profit 1099-div intensity. Dynamic mode decomposition for financial trading strategies. Dynamic mode decomposition: data-driven modeling of complex systems. The fine-structure of volatility feedback I: Multi-scale self-reflexivity. Stock price reversals following end-of-the-day price moves.

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Reversals in Wine Auction Prices. Reaction to extreme events in a minimal agent based model. Non-linear Dependences in Finance. Interday drifts in opening stock returns.

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Chaos multiplicatif Gaussien, Matrices al´eatoires et applications. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, a bitcoin profit 1099-div and risk related explanations.

Overnight stock price reversals. The case of pharmaceutical stock prices. Individual and collective stock dynamics: intra-day seasonalities.

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Quantitative law describing market dynamics before and after interest-rate change RID C Market dynamics immediately before and after financial shocks: Quantifying the Omori, productivity, and Bath laws. Stock price jumps: news and volume play a minor role.

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On a multi-timescale statistical feedback model for volatility fluctuations. Entangled Financial Systems. Where the risks lie: A survey on systemic risk. Intermediary activities on decentralized financial markets. Incentivizing resilience in financial networks. How do you defend a network?. Endogenous intermediation in over-the-counter markets. Bank capital and dividend externalities. The formation of financial networks.

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Financial Firm Bankruptcy and Contagion. Credit default swaps and systemic risk. Contagion in financial networks. Systemic Risk and Stability in Financial Networks. Synthetic or Real? Financial entanglement: A theory of incomplete integration, leverage, crashes, and contagion. Banking crises and financial integration: Insights from networks science. The network structure of the CDS market and its determinants.

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Densely entangled financial systems. Credit default swaps: A survey. Fire Sales in a Model of Complexity. Financial Contagion and Network Analysis. The real effects of credit default swaps.

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A robust decision support approach to portfolio risk reduction based on credit default swap. Sovereign debt renegotiation and credit default swaps.

Municipal Bond Liquidity and Default Risk. Anomalies in net present value, returns and polynomials, and regret theory in decision-making. Evidence from real-time CDS trade reports.

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