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Endogenous Liquidity Crises, , and . (2019)cite arxiv:1912.00359Comment: 21 pages, 11 figures, 1 table.Statistical models for company growth, and . Physica A: Statistical Mechanics and its Applications, 326 (1-2): 241--255 (Aug 1, 2003)Fluctuations and response in financial markets: the subtle nature of `random' price changes, , , and . Quantitative Finance, 4 (2): 176--190 (2004)Option pricing and hedging with minimum local expected shortfall, and . Quantitative Finance, 4 (5): 607--618 (2004)Phenomenology of the interest rate curve, , , , and . Applied Mathematical Finance, 6 (3): 209--232 (1999)The Multivariate Kyle Model: More is Different., , , and . SIAM J. Financial Math., 11 (2): 327-357 (2020)Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications, and . Physics Reports, 195 (4–5): 127 - 293 (1990)On the emergence of an "intention field" for socially cohesive agents., , and . CoRR, (2013)Critical Dynamical Heterogeneities Close to Continuous Second-Order Glass Transitions, , , , and . Physical Review Letters, (Dec 9, 2014)On the Adam-Gibbs-Kirkpatrick-Thirumalai-Wolynes scenario for the viscosity increase in glasses, and . The Journal of Chemical Physics, 121 (15): 7347--7354 (2004)