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 8 12
A Note on institutional hierarchy and volatility in financial markets 0 0 2 72 0 0 5 195
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 0 0 3 138 0 1 10 385
A minimal noise trader model with realistic time series 0 0 0 2 1 1 9 231
A minimal noise trader model with realistic time series properties 0 0 0 87 3 3 11 330
A minimal noise trader model with realistic time series properties 0 0 0 67 1 3 8 279
A noise trader model as a generator of apparent financial power laws and long memory 0 1 7 238 2 6 29 791
A spectral perspective on excess volatility 0 0 3 42 0 0 15 133
A spectral perspective on excess volatility 0 0 0 4 1 2 5 24
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 6 189
Do investors rely too much on public information to be justified by its accuracy? An experimental study 2 2 14 64 3 6 35 123
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 1 3 64 0 1 8 389
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 1 2 9 139
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 1 6 104 1 6 25 238
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 1 2 80 1 6 33 219
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 14 0 0 9 52
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 1 1 5 10
Extreme value theory as a theoretical background for power law behavior 1 1 4 79 1 3 32 254
Gibrat's law redux: Think profitability instead of growth 0 0 8 67 0 4 28 167
Gibrat's law redux: Think profitability instead of growth 0 4 10 54 0 8 20 75
Granularity of the business cycle fluctuations: The Spanish case 1 25 28 28 3 20 23 23
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 33 0 1 7 132
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 4 23 23 23 5 21 21 21
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 1 3 7 90 5 12 41 457
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 1 25 1 1 11 98
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 42 1 2 4 143
Should Network Structure Matter in Agent-Based Finance? 0 0 1 23 0 0 9 82
Should Network Structure Matter in Agent-Based Finance? 0 0 2 83 0 0 7 188
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 1 38 1 5 11 50
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 0 1 6 64
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 2 58 1 2 11 183
The real versus the financial economy: A global tale of stability versus volatility 0 0 2 40 4 9 35 150
The role of bank credit allocation: Evidence from the Spanish economy 2 10 40 40 6 22 38 38
The role of public and private information in a laboratory financial market 1 1 6 110 1 10 73 335
The small core of the German corporate board network 0 0 2 56 4 8 26 304
The small core of the German corporate board network: New evidence from 2010 0 1 2 133 2 9 24 480
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 1 3 0 0 3 14
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 2 19 1 1 8 80
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 2 117 0 1 17 409
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 3 89 0 1 10 213
Total Working Papers 13 75 192 2,348 51 183 708 7,903


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 2 5 148 1 5 24 460
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 1 2 9 96
A spectral perspective on excess volatility 0 0 0 3 1 1 7 20
A statistical equilibrium model of competitive firms 1 1 4 48 1 3 16 166
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 9 145
Empirical validation of stochastic models of interacting agents 0 1 1 17 2 4 17 83
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 1 6 179 0 5 27 559
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 1 3 18 1 3 11 65
Firm profitability and the network of organizational capabilities 0 0 1 9 0 2 4 52
Gibrat’s Law Redux: think profitability instead of growth 1 2 3 3 2 6 14 14
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 2 40
Network Approaches to Interbank Markets: Foreword 1 2 6 6 1 3 16 16
Network Approaches to Interbank Markets: Foreword 0 0 7 8 0 0 12 17
Network structure and N-dependence in agent-based herding models 0 4 8 108 3 10 23 313
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 7 2 2 6 41
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 2 13 0 2 10 67
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 25 1 1 8 85
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 84 0 1 13 244
What distinguishes individual stocks from the index? 0 0 2 18 0 0 10 84
Total Journal Articles 3 14 52 766 17 53 255 2,669


Statistics updated 2017-03-07