The Net Advance of Physics:
MARKETS AND MARKET THEORY

ECONOMICS: MARKETS AND MARKET THEORY:

• Type: CURRENCY EXCHANGES:
  • Econophysics of Stock and Foreign Currency Exchange Markets by Marcel Ausloos [2006/06]
• Type: STOCK MARKETS: Caldarelli et al. 1997/09; Rotyis and Vattay 1997/11;
  • Econophysics of Stock and Foreign Currency Exchange Markets by Marcel Ausloos [2006/06]

• Type: STOCK MARKETS: VOLATILITY: Cizeau et al. 1997/08; Rotyis and Vattay 1997/11;

• Aspects: CAPITAL EXCHANGE: Ispolatov et al. 1997/08;

• Aspects: CRASHES: Gluzman and Yukalov 1997/10b; Johansen and Sornette 1997/12;

• Aspects: EFFICIENT MARKET HYPOTHESIS:
  • Frontiers of finance: Evolution and efficient markets by J. Doyne Farmer and Andrew W. Lo [Proc. Nat'l Acad. Sci. USA 96, 9991 (1999)]
  • The Efficient Market Hypothesis and Its Critics by Burton G. Malkiel [J. Econ. Perspect. 17, 59 (2003)]

• Aspects: PRICING: Matacz 1997/10;

• Re: EVOLUTIONARY THEORY:
  • Modeling Market Mechanism with Evolutionary Games by Yi-Cheng Zhang [Europhysics News, (March/April 1998)]
• Re: GAME THEORY:
  • Modeling Market Mechanism with Evolutionary Games by Yi-Cheng Zhang [Europhysics News, (March/April 1998)]
  • Quantum Game Theory in Finance by Edward W. Piotrowski and Jan Sladkowski [Quantit. Finance 4, 1 (2004)]

THE NET ADVANCE OF PHYSICS