The only way that I'm aware of, to do this, is create a Page and write the php to do what you want. Most people would write their own Theme template to do that, but I prefer using the Shortcode Exec PHP plugin at http://wordpress.org/extend/plugins/shortcode-exec-php/
Either way, you would be coding
$posts = get_posts( array(
'category_name' => 'activities',
'posts_per_page' => -1,
'orderby' => 'post_date',
'order' => 'DESC'
)
);
to get the posts (in this example, from category=activities) and then go through a foreach loop to format each post title as a link. That code might begin:
foreach ( $posts as $post ) {
setup_postdata($post);