The European Physical Journal B

Volume 73 / No 1 (January I 2010)

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Export the citation of the selected articles Export
Select all

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Open Access

Editorial

Interdisciplinary Applications of Physics in Economics and Finance p. 1

The Guest Editors

Published online: 23 December 2009

DOI: 10.1140/epjb/e2009-00435-5

The use of dynamical networks to detect the hierarchical organization of financial market sectors p. 3

T. Di Matteo, F. Pozzi and T. Aste

Published online: 18 August 2009

DOI: 10.1140/epjb/e2009-00286-0

Spectral densities of Wishart-Lévy free stable random matrices - Analytical results and Monte Carlo validation p. 13

M. Politi, E. Scalas, D. Fulger and G. Germano

Published online: 27 October 2009

DOI: 10.1140/epjb/e2009-00360-7

What distinguishes individual stocks from the index? p. 23

F. Wagner, M. Milaković and S. Alfarano

Published online: 22 October 2009

DOI: 10.1140/epjb/e2009-00358-1

Does Basel II destabilize financial markets? An agent-based financial market perspective p. 29

O. Hermsen

Published online: 07 November 2009

DOI: 10.1140/epjb/e2009-00382-1

Liquidity crisis, granularity of the order book and price fluctuations p. 41

M. Cristelli, V. Alfi, L. Pietronero and A. Zaccaria

Published online: 17 October 2009

DOI: 10.1140/epjb/e2009-00353-6

Order-splitting and long-memory in an order-driven market p. 51

R. Yamamoto and B. LeBaron

Published online: 20 November 2009

DOI: 10.1140/epjb/e2009-00392-y

Equity trees and graphs via information theory p. 59

M. Harré and T. Bossomaier

Published online: 08 December 2009

DOI: 10.1140/epjb/e2009-00419-5

Experimental evidence for the interplay between individual wealth and transaction network p. 69

J.-J. Tseng, S.-P. Li and S.-C. Wang

Published online: 11 December 2009

DOI: 10.1140/epjb/e2009-00424-8

Solid State and Materials

First-principles study of Sr adsorption on InN (0001) p. 75

Jianli Wang, Xiaoshan Wu, Xianqi Dai and Dongmei Bai

Published online: 01 December 2009

DOI: 10.1140/epjb/e2009-00406-x

How T_c can go above 100 K in the YBCO family p. 79

A. Tavana and M. Akhavan

Published online: 25 November 2009

DOI: 10.1140/epjb/e2009-00396-7

Spin-spin correlation effect on the thermodynamic properties of the polarized liquid ³He at finite temperature p. 85

G. H. Bordbar, M. J. Karimi and A. Poostforush

Published online: 25 November 2009

DOI: 10.1140/epjb/e2009-00398-5

Oscillations of the magnetic polarization in a Kondo system at finite magnetic fields p. 95

G. Bergmann and Y. Tao

Published online: 01 December 2009

DOI: 10.1140/epjb/e2009-00405-y

Loss of single-molecule-magnet behavior of a Mn₁₂-based compound assembled in a monolayer p. 103

N. Grumbach, A. Barla, L. Joly, B. Donnio, G. Rogez, E. Terazzi, J.-P. Kappler and J.-L. Gallani

Published online: 17 December 2009

DOI: 10.1140/epjb/e2009-00430-x

LCAO model for 3D Fermi surface of high-T_c cuprate Tl₂Ba₂CuO_6+δ p. 109

M. Stoev and T. M. Mishonov

Published online: 01 December 2009

DOI: 10.1140/epjb/e2009-00407-9

The spin-1/2 J₁–J₂ Heisenberg antiferromagnet on the square lattice: Exact diagonalization for N = 40 spins p. 117

J. Richter and J. Schulenburg

Published online: 25 November 2009

DOI: 10.1140/epjb/e2009-00400-4

Spin hall effect associated with SU(2) gauge field p. 125

Y. Tao

Published online: 04 December 2009

DOI: 10.1140/epjb/e2009-00413-y

Mesoscopic and Nanoscale Systems

Ballistic conductance in kane type semiconductor quantum wire p. 133

A. M. Babanlı, S. Bahçeli and D. Türköz Altuğ

Published online: 25 November 2009

DOI: 10.1140/epjb/e2009-00399-4

Spin filter effect and large magnetoresistance in the zigzag graphene nanoribbons p. 139

Z. P. Niu and D. Y. Xing

Published online: 01 December 2009

DOI: 10.1140/epjb/e2009-00401-3

Interdisciplinary Physics

Basic kinetic wealth-exchange models: common features and open problems p. 145

M. Patriarca, E. Heinsalu and A. Chakraborti

Published online: 11 December 2009

DOI: 10.1140/epjb/e2009-00418-6

EPJ

The European Physical Journal B

Volume 73 / No 1 (January I 2010)

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Interdisciplinary Applications of Physics in Economics and Finance p. 1

The use of dynamical networks to detect the hierarchical organization of financial market sectors p. 3

Spectral densities of Wishart-Lévy free stable random matrices - Analytical results and Monte Carlo validation p. 13

What distinguishes individual stocks from the index? p. 23

Does Basel II destabilize financial markets? An agent-based financial market perspective p. 29

Liquidity crisis, granularity of the order book and price fluctuations p. 41

Order-splitting and long-memory in an order-driven market p. 51

Equity trees and graphs via information theory p. 59

Experimental evidence for the interplay between individual wealth and transaction network p. 69

Solid State and Materials

First-principles study of Sr adsorption on InN (0001) p. 75

How T_c can go above 100 K in the YBCO family p. 79

Spin-spin correlation effect on the thermodynamic properties of the polarized liquid ³He at finite temperature p. 85

Oscillations of the magnetic polarization in a Kondo system at finite magnetic fields p. 95

Loss of single-molecule-magnet behavior of a Mn₁₂-based compound assembled in a monolayer p. 103

LCAO model for 3D Fermi surface of high-T_c cuprate Tl₂Ba₂CuO_6+δ p. 109

The spin-1/2 J₁–J₂ Heisenberg antiferromagnet on the square lattice: Exact diagonalization for N = 40 spins p. 117

Spin hall effect associated with SU(2) gauge field p. 125

Mesoscopic and Nanoscale Systems

Ballistic conductance in kane type semiconductor quantum wire p. 133

Spin filter effect and large magnetoresistance in the zigzag graphene nanoribbons p. 139

Interdisciplinary Physics

Basic kinetic wealth-exchange models: common features and open problems p. 145

Conference announcements

EPJ

The European Physical Journal B

Volume 73 / No 1 (January I 2010)

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Topical Issue on Interdisciplinary Applications of Physics in Economics and Finance

Interdisciplinary Applications of Physics in Economics and Finance p. 1

The use of dynamical networks to detect the hierarchical organization of financial market sectors p. 3

Spectral densities of Wishart-Lévy free stable random matrices - Analytical results and Monte Carlo validation p. 13

What distinguishes individual stocks from the index? p. 23

Does Basel II destabilize financial markets? An agent-based financial market perspective p. 29

Liquidity crisis, granularity of the order book and price fluctuations p. 41

Order-splitting and long-memory in an order-driven market p. 51

Equity trees and graphs via information theory p. 59

Experimental evidence for the interplay between individual wealth and transaction network p. 69

Solid State and Materials

First-principles study of Sr adsorption on InN (0001) p. 75

How Tc can go above 100 K in the YBCO family p. 79

Spin-spin correlation effect on the thermodynamic properties of the polarized liquid 3He at finite temperature p. 85

Oscillations of the magnetic polarization in a Kondo system at finite magnetic fields p. 95

Loss of single-molecule-magnet behavior of a Mn12-based compound assembled in a monolayer p. 103

LCAO model for 3D Fermi surface of high-Tc cuprate Tl2Ba2CuO6+δ p. 109

The spin-1/2 J1–J2 Heisenberg antiferromagnet on the square lattice: Exact diagonalization for N = 40 spins p. 117

Spin hall effect associated with SU(2) gauge field p. 125

Mesoscopic and Nanoscale Systems

Ballistic conductance in kane type semiconductor quantum wire p. 133

Spin filter effect and large magnetoresistance in the zigzag graphene nanoribbons p. 139

Interdisciplinary Physics

Basic kinetic wealth-exchange models: common features and open problems p. 145

Conference announcements

How T_c can go above 100 K in the YBCO family p. 79

Spin-spin correlation effect on the thermodynamic properties of the polarized liquid ³He at finite temperature p. 85

Loss of single-molecule-magnet behavior of a Mn₁₂-based compound assembled in a monolayer p. 103

LCAO model for 3D Fermi surface of high-T_c cuprate Tl₂Ba₂CuO_6+δ p. 109

The spin-1/2 J₁–J₂ Heisenberg antiferromagnet on the square lattice: Exact diagonalization for N = 40 spins p. 117