Bubbles, crashes and intermittency in agent based market models

E print: arXiv:cond-mat/0206222

Cleaning correlation matrices

Co-existence of Trend and Value in financial markets: Estimating an Extended Chiarella Model

E print: https://arxiv.org/abs/1807.11751

Co-impact: Crowding effects in institutional trading activity

E print: https://arxiv.org/abs/1804.09565

Comment on Turbulent cascades in foreign exchange markets

E print: arXiv:cond-mat/9607120

Comment on Two-phase behaviour of financial markets

E print: arXiv:cond-mat/0304514

Correlation structure of extreme stock returns

E print: arXiv:cond-mat/0006034

Crises and collective socio-economic phenomena: simple models and challenges

E print http://arxiv.org/pdf/1209.0453.pdf

Critical reflexivity in financial markets: a Hawkes process analysis

E print http://arxiv.org/abs/1302.1405

Deconstructing the Low-Vol Anomaly

E print: http://arxiv.org/abs/1510.01679

Dissecting cross-impact on stock markets: An empirical analysis

E print http://arxiv.org/abs/1609.02395

Do investors trade too much? A laboratory experiment

E print: arXiv:1512.03743v1

Economics needs a scientific revolution

E print: arXiv:0810.5306

Eigenvector dynamics: theory and some applications

E print arxiv.org/abs/1203.6228

Eigenvectors dynamic and local density of states under free addition

E print http://arxiv.org/abs/1301.4939

Election turnout statistics in many countries: similarities, differences, and a diffusive field model for decision-making

E print: arXiv:1201.0524

Elements for a theory of financial risks

E print: arXiv:cond-mat/9806101

Endogenous crisis waves: a stochastic model with synchronised collective behavior

E print http://arxiv.org/abs/1409.3296

Experts' earning forecasts: bias, herding and gossamer information

E print: arXiv:cond-mat/0410079

Explaining the forward interest rate term structure

E-print: http://xxx.lpthe.jussieu.fr/abs/cond-mat/?9909396