Financial markets are recognized as complex systems, due to their inherent dynamics and the fact that they involve many agents. Over the years, those markets have continuously been monitored with many types of mathematical, econometric, physic, or information theory approaches. Moreover, the existence of big data has enabled research in economic and financial systems. There are constantly new challenges in studying the behaviour of financial markets.

The increasing connection between financial markets, as well as the occurrence of different types of events, creates the challenge of understanding financial markets in a detailed way. Therefore, it is difficult to make financial markets relevant for agents who are in the market such as investors. Moreover, it is a similar situation for the authorities, which have also the challenge of keeping markets stabilized. In addition, it is also necessary to understand how markets are related to preventing future possible problems.

The aim of this Special Issue is to bring together original research and review articles discussing the complexity of financial markets by considering their different typologies. We welcome submissions devoted to stock markets, bonds, commodities, interest rates, cryptocurrencies. Research discussing methods and potential applications with the main objective of increasing our knowledge of financial markets is also welcome. Manuscripts using applications such as linear and nonlinear econometric techniques, measures from information theory (e.g., entropy, transfer entropy or mutual information, etc.), statistical physics approaches, complex networks, or fractal and multifractal analysis are highly encouraged. Other empirical or even theoretical approaches related to complexity in financial markets are also considered.

Potential topics include but are not limited to the following:

• Crisis and financial markets
• Relationship between different assets
• Complex networks in financial markets
• Econophysics application in financial markets
• Information theory and financial markets
• Big data fractality and multifractality in financial markets
• Efficient market hypothesis