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 1 1 1 2 2 3 7 15
A Note on institutional hierarchy and volatility in financial markets 0 1 2 73 0 1 4 197
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 0 31 0 0 2 82
A Statistical Equilibrium Model of Competitive Firms 0 0 3 140 0 2 11 389
A minimal noise trader model with realistic time series 0 0 0 2 0 1 5 233
A minimal noise trader model with realistic time series properties 0 0 1 88 0 0 6 331
A minimal noise trader model with realistic time series properties 0 0 0 67 0 0 4 280
A noise trader model as a generator of apparent financial power laws and long memory 1 2 7 240 4 7 25 800
A spectral perspective on excess volatility 2 2 5 46 3 6 14 141
A spectral perspective on excess volatility 0 0 0 4 0 0 4 24
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 1 2 4 4 2 3 5 5
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 1 7 66 1 6 25 131
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 4 66 0 0 6 391
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model 0 0 0 8 0 0 0 16
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 1 51 0 0 6 139
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 2 4 8 110 2 5 17 245
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 14 0 1 3 53
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 3 6 84 5 13 33 235
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 0 0 1 10
Extreme value theory as a theoretical background for power law behavior 0 3 5 82 0 4 19 258
Gibrat's law redux: Think profitability instead of growth 0 1 6 55 2 3 14 78
Gibrat's law redux: Think profitability instead of growth 0 2 7 69 1 3 20 170
Granularity of the business cycle fluctuations: The Spanish case 0 0 30 30 0 2 30 30
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 1 34 0 0 16 145
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 2 106
Long-run expectations in a Learning-to-Forecast Experiment 0 0 15 15 0 1 4 4
Long-run expectations in a Learning-to-Forecast Experiment 1 4 32 32 3 9 35 35
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 8 28 28 0 15 18 18
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 10 10 10 1 4 4 4
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 1 7 92 3 10 44 476
On the distributional properties of size, pro fit and growth of Icelandic firms 0 1 3 27 1 3 11 103
On the distributional properties of size, profit and growth of Icelandic firms 1 1 2 43 2 4 7 147
Should Network Structure Matter in Agent-Based Finance? 0 0 1 24 0 1 5 84
Should Network Structure Matter in Agent-Based Finance? 0 3 4 86 1 4 8 192
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 2 40 2 6 17 59
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 58 0 1 9 184
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 0 1 5 65
The real versus the financial economy: A global tale of stability versus volatility 1 1 3 42 1 2 26 153
The role of bank credit allocation: Evidence from the Spanish economy 3 6 49 49 7 15 57 57
The role of public and private information in a laboratory financial market 0 0 6 112 0 5 49 345
The small core of the German corporate board network 0 0 1 56 0 3 22 307
The small core of the German corporate board network: New evidence from 2010 0 0 2 133 0 3 24 483
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 1 1 2 20 1 3 6 83
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 1 1 4 6 1 2 8 20
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 89 0 0 7 215
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 3 4 120 1 3 11 412
Total Working Papers 16 62 276 2,479 46 155 661 8,139


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 2 2 5 150 2 2 15 463
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 0 3 48
A note on institutional hierarchy and volatility in financial markets 0 0 0 21 0 0 7 96
A spectral perspective on excess volatility 0 1 1 4 0 2 5 22
A statistical equilibrium model of competitive firms 0 0 3 49 0 2 14 170
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 6 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 0 0 7 146
Empirical validation of stochastic models of interacting agents 0 2 3 19 0 4 14 87
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 2 3 6 183 2 5 23 568
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 18 0 3 13 68
Firm profitability and the network of organizational capabilities 0 1 2 10 0 1 5 53
Gibrat’s Law Redux: think profitability instead of growth 0 0 3 3 0 0 15 15
Granularity of the Business Cycle Fluctuations: The Spanish Case 2 5 10 10 5 10 20 20
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 2 41
Network Approaches to Interbank Markets: Foreword 0 0 2 8 0 2 6 19
Network Approaches to Interbank Markets: Foreword 0 0 6 6 0 2 15 20
Network structure and N-dependence in agent-based herding models 0 2 7 110 0 5 24 322
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 7 1 1 7 42
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 13 1 1 7 68
The real versus the financial economy: A global tale of stability versus volatility 0 1 2 26 1 2 9 87
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 85 1 4 10 249
What distinguishes individual stocks from the index? 0 0 0 18 0 0 5 84
Total Journal Articles 6 18 55 791 13 46 232 2,742


Statistics updated 2017-07-04