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(3) LUX (T.) 1996: The stable Paretian hypothesis and the frequency of large returns: an examination of major German stocks. Applied Financial Economics 6,463-475.

(4)MANTEGNA (R.N.) 1999: Hierarchical structure in financial markets. European Physical Journal B 11,1,193-197.

(5) MASSACRIER (A.) 1978: Prix des timbres-poste classiques de 1904 `a 1975.A. Maury. Paris.

(6) PLEROU (V.), GOPIKRISHNAN (P.), AMARAL (L.A.N.), MEYER (M.), STANLEY (H.E.) 1999: Scaling of the distribution of price fluctuations of individual companies. Physical Review E 60,6,6519-6529.

(7) ROEHNER (B.M.) 2000: Speculative trading: the price multiplier effect. The European Physical Journal B 14,395-399.

(8) ROEHNER (B.M.) 2000: Identifying the bottom line after a stock market crash. International Journal of Modern Physics 11,1,91-100.

(9) ROEHNER (B.M.) 2001: Hidden collective factors in speculative trading. Springer-Verlag. Berlin (to appear).

(10) ROEHNER (B.M.), SORNETTE (D.) 1998: The sharp peak - flat trough pattern and critical speculation. The European Physical Journal B 4,387-389.

(11) ROEHNER (B.M.), SORNETTE (D.) 1999: Analysis of the phenomenon of speculative trading in one of its basic manifestations: postage stamp bubbles. International Physical Journal B (to appear).

(12) TILLY (C.) 1993: European revolutions 1492-1992.Blackwell. Oxford.

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