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 1 1 6 13
A Note on institutional hierarchy and volatility in financial markets 0 0 2 72 0 1 6 196
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 0 31 0 0 3 82
A Statistical Equilibrium Model of Competitive Firms 0 2 4 140 2 4 13 389
A minimal noise trader model with realistic time series 0 0 0 2 1 3 7 233
A minimal noise trader model with realistic time series properties 0 0 0 67 0 2 5 280
A minimal noise trader model with realistic time series properties 0 1 1 88 0 4 8 331
A noise trader model as a generator of apparent financial power laws and long memory 1 1 6 239 2 6 24 795
A spectral perspective on excess volatility 0 2 3 44 1 3 11 136
A spectral perspective on excess volatility 0 0 0 4 0 1 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 3 3 3 1 3 3 3
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 3 11 65 4 9 31 129
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 2 5 66 0 2 9 391
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 4 8 108 3 6 21 243
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 14 0 0 6 52
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 3 4 82 4 8 33 226
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 0 1 4 10
Extreme value theory as a theoretical background for power law behavior 2 3 4 81 3 4 22 257
Gibrat's law redux: Think profitability instead of growth 0 0 5 67 0 0 20 167
Gibrat's law redux: Think profitability instead of growth 0 0 7 54 0 0 14 75
Granularity of the business cycle fluctuations: The Spanish case 0 3 30 30 1 9 29 29
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 1 1 34 0 13 18 145
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 4 106
Long-run expectations in a Learning-to-Forecast Experiment 1 10 29 29 3 13 29 29
Long-run expectations in a Learning-to-Forecast Experiment 0 5 15 15 1 3 4 4
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 4 24 24 24 8 11 11 11
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 9 9 9 9 1 1 1 1
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 1 3 9 92 5 19 46 471
On the distributional properties of size, pro fit and growth of Icelandic firms 0 1 2 26 1 4 12 101
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 42 2 3 5 145
Should Network Structure Matter in Agent-Based Finance? 3 3 4 86 3 3 8 191
Should Network Structure Matter in Agent-Based Finance? 0 1 1 24 1 2 6 84
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 2 2 40 3 7 15 56
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 58 0 1 10 183
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 1 1 7 65
The real versus the financial economy: A global tale of stability versus volatility 0 1 2 41 1 6 29 152
The role of bank credit allocation: Evidence from the Spanish economy 1 6 44 44 4 14 46 46
The role of public and private information in a laboratory financial market 0 3 7 112 3 9 62 343
The small core of the German corporate board network 0 0 1 56 2 6 23 306
The small core of the German corporate board network: New evidence from 2010 0 0 2 133 1 3 24 481
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 2 19 2 3 8 82
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 2 3 5 0 4 7 18
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 3 89 0 2 10 215
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 1 2 118 1 1 12 410
Total Working Papers 27 99 260 2,444 66 197 691 8,050


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 0 2 20 461
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 0 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 1 1 1 4 1 2 8 21
A statistical equilibrium model of competitive firms 0 2 4 49 1 4 17 169
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 9 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 0 2 9 146
Empirical validation of stochastic models of interacting agents 1 1 2 18 2 4 16 85
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 1 6 180 1 5 26 564
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 18 1 2 11 66
Firm profitability and the network of organizational capabilities 0 0 1 9 0 0 4 52
Gibrat’s Law Redux: think profitability instead of growth 0 1 3 3 0 3 15 15
Granularity of the Business Cycle Fluctuations: The Spanish Case 0 5 5 5 1 11 11 11
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 1 2 41
Network Approaches to Interbank Markets: Foreword 0 0 6 8 0 0 10 17
Network Approaches to Interbank Markets: Foreword 0 1 6 6 0 3 18 18
Network structure and N-dependence in agent-based herding models 0 0 7 108 2 9 27 319
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 0 13 0 0 7 67
The real versus the financial economy: A global tale of stability versus volatility 1 1 2 26 1 2 8 86
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 1 1 85 2 3 14 247
What distinguishes individual stocks from the index? 0 0 1 18 0 0 9 84
Total Journal Articles 4 14 54 777 12 56 261 2,708


Statistics updated 2017-05-02