The article reviews a field called Econophysics, which combines elements from Physics, Mathematics, Economics, and Finance to study financial systems. Researchers explore patterns in financial data like the distribution of returns on investments and the structure of trading markets. They find that financial assets often show fat-tailed returns and clustered volatility, which are related to how time is considered. Additionally, studies on order books reveal specific statistical properties in financial markets. The article also discusses agent-based models used to simulate market behaviors and wealth distribution models. Overall, the review provides insights into the interdisciplinary nature of Econophysics and potential research directions in the field.