Access Statistics for Simone Alfarano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Noise Trader Model as a Generator of Apparant Power Laws and Long Memory 0 0 0 1 0 1 6 12
A Note on institutional hierarchy and volatility in financial markets 0 0 2 72 1 1 6 196
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 1 31 0 1 4 82
A Statistical Equilibrium Model of Competitive Firms 2 2 5 140 2 2 12 387
A minimal noise trader model with realistic time series 0 0 0 2 1 2 10 232
A minimal noise trader model with realistic time series properties 1 1 1 88 1 4 12 331
A minimal noise trader model with realistic time series properties 0 0 0 67 1 3 9 280
A noise trader model as a generator of apparent financial power laws and long memory 0 0 5 238 2 6 28 793
A spectral perspective on excess volatility 0 0 0 4 0 1 4 24
A spectral perspective on excess volatility 2 2 4 44 2 2 12 135
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 5 189
Designing public communication and disclusure strategies for central banks and other policy bodies 2 2 2 2 2 2 2 2
Do investors rely too much on public information to be justified by its accuracy? An experimental study 1 3 12 65 2 8 31 125
Does Classical Competition Explain the Statistical Features of Firm Growth? 2 3 5 66 2 3 10 391
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model 0 0 1 8 0 0 3 16
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 1 51 0 1 7 139
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 2 3 7 106 2 6 24 240
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 14 0 0 7 52
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 2 3 81 3 7 35 222
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 0 1 5 10
Extreme value theory as a theoretical background for power law behavior 0 1 4 79 0 2 31 254
Gibrat's law redux: Think profitability instead of growth 0 1 9 54 0 3 16 75
Gibrat's law redux: Think profitability instead of growth 0 0 6 67 0 3 22 167
Granularity of the business cycle fluctuations: The Spanish case 2 6 30 30 5 16 28 28
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 1 1 1 34 13 13 19 145
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 1 6 106
Long-run expectations in a Learning-to-Forecast Experiment 0 15 15 15 0 3 3 3
Long-run expectations in a Learning-to-Forecast Experiment 5 27 28 28 5 21 26 26
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 20 20 20 20 3 3 3 3
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 0 0 0 0 0
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 1 4 8 91 9 19 46 466
On the distributional properties of size, pro fit and growth of Icelandic firms 1 1 2 26 2 3 11 100
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 42 0 1 4 143
Should Network Structure Matter in Agent-Based Finance? 0 0 2 83 0 0 7 188
Should Network Structure Matter in Agent-Based Finance? 1 1 2 24 1 1 7 83
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 2 2 2 40 3 5 13 53
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 0 0 6 64
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 58 0 1 10 183
The real versus the financial economy: A global tale of stability versus volatility 1 1 2 41 1 7 31 151
The role of bank credit allocation: Evidence from the Spanish economy 3 10 43 43 4 18 42 42
The role of public and private information in a laboratory financial market 2 3 8 112 5 11 73 340
The small core of the German corporate board network 0 0 2 56 0 6 24 304
The small core of the German corporate board network: New evidence from 2010 0 1 2 133 0 6 23 480
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 2 19 0 1 8 80
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 2 2 3 5 4 4 7 18
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 117 0 0 16 409
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 3 89 2 2 12 215
Total Working Papers 54 114 248 2,417 78 201 726 7,984


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 4 148 1 3 22 461
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 1 6 48
A note on institutional hierarchy and volatility in financial markets 0 0 1 21 0 1 8 96
A spectral perspective on excess volatility 0 0 0 3 0 1 7 20
A statistical equilibrium model of competitive firms 1 2 4 49 2 5 17 168
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 1 8 0 0 11 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 1 2 10 146
Empirical validation of stochastic models of interacting agents 0 0 1 17 0 3 16 83
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 1 1 7 180 4 6 30 563
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 1 3 18 0 2 10 65
Firm profitability and the network of organizational capabilities 0 0 1 9 0 1 4 52
Gibrat’s Law Redux: think profitability instead of growth 0 2 3 3 1 6 15 15
Granularity of the Business Cycle Fluctuations: The Spanish Case 5 5 5 5 10 10 10 10
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 1 1 2 41
Network Approaches to Interbank Markets: Foreword 0 0 6 8 0 0 11 17
Network Approaches to Interbank Markets: Foreword 0 2 6 6 2 4 18 18
Network structure and N-dependence in agent-based herding models 0 4 7 108 4 14 26 317
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 7 0 2 6 41
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 1 13 0 0 9 67
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 25 0 1 7 85
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 84 1 1 14 245
What distinguishes individual stocks from the index? 0 0 2 18 0 0 10 84
Total Journal Articles 7 17 54 773 27 64 269 2,696


Statistics updated 2017-04-03