| A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends |
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| The impact of regulation-based constraints on portfolio selection: The Spanish case |
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| A Composite Index for Measuring Stock Market Inefficiency |
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| Linear response theory in stock markets |
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| Assessing the Role of Digital Finance on Shadow Economy and Financial Instability: An Empirical Analysis of Selected South Asian Countries |
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| Role of green innovation, trade and energy to promote green economic growth: a case of South Asian Nations |
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| A Cooperative Dynamic Approach to Pairs Trading |
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| Volatility Co-Movement in Stock Markets |
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| Statistical Arbitrage in Emerging Markets: A Global Test of Efficiency |
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| Testing the efficient market hypothesis in Latin American stock markets |
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| An alternative approach to measure co-movement between two time series |
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| A note on power-law cross-correlated processes |
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| A New Look on Financial Markets Co-Movement through Cooperative Dynamics in Many-Body Physics |
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| Exploring Arbitrage Strategies in Corporate Social Responsibility Companies |
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| A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets |
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| Stock markets: A view from soft matter |
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| Some Notes on the Formation of a Pair in Pairs Trading |
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| An Alternative Approach to Measure Co-Movement between Two Time Series |
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| Algunas Notas sobre la Econofísica |
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| A novel approach to detect volatility clusters in financial time series |
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| Contrast of the fractal market hypothesis in the latin american stock markets |
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| Preface |
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| Extending the Fama and French model with a long term memory factor |
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| Some comments on Bitcoin market (in)efficiency |
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| Diffusive and Arrestedlike Dynamics in Currency Exchange Markets |
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| Introducing Hurst exponent in pair trading |
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| A model for foreign exchange markets based on glassy Brownian systems |
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| A new topological indicator for chaos in mechanical systems |
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| The Effect of the Underlying Distribution in Hurst Exponent Estimation |
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| An accurate algorithm to calculate the Hurst exponent of self-similar processes |
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| Measuring the self-similarity exponent in Lévy stable processes of financial time series |
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| A note on geometric method-based procedures to calculate the Hurst exponent |
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| Introducing fractal dimension algorithms to calculate the Hurst exponent of financial time series |
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| Fractal dimension for fractal structures: Applications to the domain of words |
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| Markowitz's model with Euclidean vector spaces |
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| Some comments on Hurst exponent and the long memory processes on capital markets |
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| A model for determining efficient portfolio cropping plans in organic farming |
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| Más de medio siglo en busca de una teoría sobre los mercados de capitales |
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| Dynamics of the Spanish Stock Market Through a Broadband View of the IBEX35% Index |
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| Unit Linked y seguros de prima única |
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| Teoría de Carteras: una aproximación metodológica |
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| El método de las dos funciones de distribución: la versión trapezoidal |
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| Un análisis comparativo de las teorías clásicas para la formación de carteras de inversión |
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| El principio primero la seguridad de Roy y su derivación hasta el modelo de Markowitz |
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