Artemi, C. 2009. “.
Backhouse, R. 2000. “A Suggestion for Clarifying the Study
of Dissent in Economics.” Journal of
the History of Economic Thought 26 (2):
263–273.
Bell, D., and Kristol, I., eds. 1981. The Crisis in Economic
Theory. New York:
Basic Books.
Bouchaud, J-P. 2002. “An Introduction to Statistical
Finance.” Physica A 313: 238–251.
Bourdieu, P. 2004. Science of Science and Reflexivity.
Chicago: University of Chicago
Press.
Brandouy, O. 2005. “Complexité et
phénomènes critiques en
finance.” In Bourghelle, D., Brandouy, O., Gillet, R., and Orléan, A., eds., Croyances, Représentations
Collectives et Conventions en Finance.
Paris: Economica.
Burda, Z., Jukiewicz, J., and Nowak, M.. 2003. “.
Colander, D., Follmer, H., Haas, A., Godber, M., Juselius, K., Kirman, A., Lux, T., and Slot, B.. 2008. “The
Financial Crisis and the Systemic Failure of Academic
Finance.” 98th Dahlem Workshop on
Modeling of Financial Markets., University of
Kiel, .
De liso, N., and Filatrella, G.. 2002. “.
Fama, E.F. 1963. “Mandelbrot and the Stable Paretian
Hypothesis.” Journal of Business 36 (4):
420–429.
Fama, E.F. 1965. “Portfolio Analysis in a Stable
Paretian Market.” Management Science 11, :
404–419.
Fama, E.F. 1976. Foundations of Finance: Portfolio Decisions and
Securities Prices. New York:
Basic Books.
Farmer, D., and Lux, T.. 2008. “Introduction
to Special Issue on Application of Statistical Physics in Economics and
Finance.” Journal of Economic Dynamics and
Control 32 (1):
1–6.
Galam, S. 2004. “Sociophysics: A Personal
Testimony.” Physica A 336 (2):
49–55.
Gallegati, M. 1990. “Financial Instability, Income
Distribution and the Stock Market.”
Journal of Post Keynesian Economics 12 (3):
356–374.
Gallegati, M. 1994. “Composition Effect and Economic
Fluctuations.” Economics Letters 44 (1–2):
123–126.
Gallegati, M., and Dardi, M.. 1992. “Alfred
Marshall on Speculation.” History of
Political Economy 24 (3):
571–594.
Gallegati, M., Keen, S., Lux, T., and Ormerod, P.. 2006. “Worrying
Trends in Econophysics.” Physica A 370: 1–6.
Savoiu, G., and Ion, I.. 2007. “Some
Relevant Econophysics. Moments of History, Definitions, Methods, Models and New
Trends.” Romanian Economic and
Business Review 3 (3):
29–41.
Gingras, Y. 1991. “L’institutionnalisation de
la recherche en milieu universitaire et ses effets.”
Sociologie et sociétés 23 (1):
41–54.
Gnedenko, B., and Kolmogorov, A.. 1954. Limit Distributions for
Stums of Independent Random Variables.
Cambridge:
Addison-Wesley.
Maes, I., and Buyst, E.. 2005. “Migration
and Americanization: The Special Case of Belgian
Economics.” European Journal of History of
Economic Thought 12 (1):
73–88.
Ingrao, B., and Israel, G.. 1990. The Invisible Hand:
Economic Equilibrium in the History of Science.
Cambridge: The MIT
Press.
Israel, G. 2005. “The Science of Complexity:
Epistemological Problems and Perspectives.”
Science in Context 18: 1–31.
Jovanovic, F. 2008. “The Construction of the Canonical
History of Financial Economics.”
History of Political Economy 40 (2):
213–242.
Jovanovic, F., and Schinckus, C.. 2010a. .
Jovanovic, F. 2010b. .
Kirman, A. 1989. “The Intrinsic Limits of Modern
Economic Theory: The Emperor Has No Clothes.”
Economic Journal 99 (395):
126–139.
Kutner, R., and Grech, D.. 2008. “Report on
Foundation and Organization of Econophysics Graduate Courses at Faculty of
Physics of University of Warsaw and Department of Physics and Astronomy of the
Wrocław University.” Acta
Physica Polonica A 114 (3):
637–647.
Lévy, P. 1924. “Théorie des erreurs: la loi
de Gauss et les lois exceptionnelles.”
Bulletion de la SMF 2 (1):
49–85.
Lux, T. 1992a. “The Sequential Trading Approach to
Disequilibrium Dynamics.” Jahrbuecher
fuer Nationaloekonomie und Statistik, 209
(1): 47–59.
Lux, T. 1992b. “A Note on the Stability of Endogenous
Cycles in Diamond’s Model of Search and
Barter.” Journal of Economics 56 (2):
185–196.
Lux, T., and Franke, R.. 1992. “Adaptive
Expectations and Perfect Foresight in a Nonlinear Metzlerian Model of the
Inventory Cycle.” Scandinavian Journal
of Economics 95 (2):
355–363.
Lux, T., and Ausloos, M.. 2002. “Market
Fluctuations I: Scaling, Multiscaling, and Their Possible
Origins.” In Bunde, A., Kropp, J., and Schnellnhuber, H., eds., The Science of Disasters: Climate
Disruptions, Heart Attacks and Market Crashes.
Berlin:
Springer, pp.
373–409.
Mandelbrot, B. 1963. “The Variation of Some Other
Speculative Prices.” Journal of
Business 40: 393–413.
Mandelbrot, B. 1997. Fractals, Hasard et Finance.
Paris:
Flammarion.
Mandelbrot, B., and Taylor, H.. 1965. “On the
Distribution of Stock Price Differences.”
Operations Research 15 (6):
1057–1062.
Mandelbrot, B., and Walis, J.. 1968. “Noah, Joseph
and Operational Hydrology.” Water
Resources Research 4 (1):
909–918.
Mandelbrot, B., and Hudson, R.. 2004. The (Mis)Behavior of
Markets: A Fractal View of Risk, Ruin, and Reward.
London: Profile
Books.
Mantegna, R. 1991. “Levy Walks and Enhanced Diffusion in
Milan Stock Exchange.” Physica A 179 (1):
232–242.
Mantegna, R., and Stanley, E.. 2000. An introduction to
Econophysics. Cambridge:
Cambridge University Press.
Markowitz, H.M. 1952. “Portfolio
Selection.” Journal of Finance 7
(1):77–91.
Markowitz, H.M. 1959. Portfolio Selection; Efficient Diversification of
Investments. New York:
Wiley.
McCauley, J. 2004. Dynamics of Markets: Econophysics and
Finance. Cambridge:
Cambridge University Press.
McCauley, J. 2006. “Response to ‘Worrying
Trends in Econophysics.’”
Physica A 371: 601.
Mirowski, P. 1989. More Heat than Light. Economics as Social Physics,
Physics as Nature’s Economics.
Cambridge: Cambridge University
Press.
Mosini, Valeria
, ed. 2007. Equilibrium in Economics: Scope
and Limits. London and New York:
Routledge.
Okuyama, K., Takayasu, M., and Takayasu, H.. 1999.
“Zipf’s Law in Income Distribution of
Companies.” Physica A 269: 125–131.
Pareto, V. 1897. Cours d’Economie Politique.
Genève Librairie Droz.
Pieters, R., and Baumgartner, H.. 2002. “Who Talks to
Whom? Intra- and Interdisciplinary Communication of Economics
Journals.” Journal of Economic Literature 40 (2):
483–509.
Peinke, J., Siefert, M., Barth, S., Renner, C., Riess, F., Wächter, M., and Friedrich, R.. 2004. Fat Tail Statistics and
Beyond. Berlin:
Springer.
Rickles, D. 2007. “Econophysics for
Philosophers.” Studies in History and
Philosophy of Modern Physics 38 (4):
948–978.
Rickles, D. 2008. “Econophysics and the Complexity of the
Financial Markets.” In Collier, J. and Hooker, C., eds., Handbook of the Philosophy of Science.
Volume 10: Philosophy and Complex
Systems. New York: North
Holland Elsevier Editions.
Roehner, B. 2002. Patterns of Speculation: A Study in Observational
Econophysics. Cambridge:
Cambridge University Press.
Rosser, B. Jr. 2007. .
Rosser, B. Jr. 2008. .
Samuelson, P. 1965. “Proof that Properly Anticipated Prices
Fluctuate Randomly.” Industrial
Management Review 6: 41–50.
Săvoiu, Gheorghe, and Iorga–Simăn, Ion. 2008. “Some
Relevant Econophysics’ Moments of History, Definitions, Methods,
Models and New Trends.” Romanian
Economic and Business Review 3 (3):
29–41.
Schinckus, C. 2009a. “Economic Uncertainty and
Econophysics.” Physica A 388 (20):
4414–4423.
Schinckus, C. 2009b. “L’émergence de
la finance comportementale.” Revue
d’Histoire des Sciences Humaines 20: 101–127.
Schinckus, C. 2010a. .
Schinckus, C. 2010b. “Econophysics and Economics: Sister
Disciplines?” American Journal of
Physics 78 (4):
1–3.
Schinckus, C. 2010c. “Is Econophysics a New discipline? A
Neopositivist Argument.” Physica A 389:
3814–3821.
Science and Engineering Resources, SER
. 2000. “.
Schoutens, Wim
. 2003. Lévy Processes in
Finance. New York: Wiley
Finance.
Stanley, H., Afanasyev, V., Aamaral, L.A.N., Buldyrev, S.V., Goldberger, A.L., Havlin, S., Leschhorn, H., Maass, P., Mantegna, R., Peng, C.-K., Prince, P.A., Salinger, M.A., Stanley, M.H.R., and Viswanathan, G.M.. 1996. “Anomalous
Fluctuations in the Dynamics of Complex Systems: From DNA and Physiology to
Econophysics.” Physica A 224, 302–321.
Stanley, H., Gabaix, X., Gopikrishnan, P., and Plerou, V.. 2007. “Economic
Fluctuations and Statistical Physics: Quantifying Extremely Rare and Less Rare
Events in Finance.” Physica A 382: 286–301.
Viswanathan, G., Fulco, U., and Lyra, M.. 2003. “The Origin
of Fat-tailed Distributions in Financial Time
Series.” Physica A 329 (1–2):
273–280.
Withley, R. 1986. “The Structure and Context of Economics
as Scientific Field.” Research in the
History of Economic Thought and Methodology 4: 179–209.
Yegorov, Y. 2007. “Econo-physics: A Perspective of
Matching Two Sciences.” Evolutionary
and Institutional Economics Review 4 (1):
143–170.