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 1 2 0 1 7 16
A Note on institutional hierarchy and volatility in financial markets 0 0 2 73 1 1 4 198
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 0 31 0 0 1 82
A Statistical Equilibrium Model of Competitive Firms 0 0 3 140 0 0 7 389
A minimal noise trader model with realistic time series 0 0 0 2 0 1 4 234
A minimal noise trader model with realistic time series properties 0 0 1 88 5 5 10 337
A minimal noise trader model with realistic time series properties 0 1 1 68 2 3 8 284
A noise trader model as a generator of apparent financial power laws and long memory 1 1 5 242 3 6 23 807
A spectral perspective on excess volatility 0 2 6 48 0 4 12 145
A spectral perspective on excess volatility 0 0 0 4 0 1 4 25
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 2 190
Designing public communication and disclusure strategies for central banks and other policy bodies 0 1 5 5 0 1 6 6
Do investors rely too much on public information to be justified by its accuracy? An experimental study 4 9 15 76 5 10 31 143
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 1 5 67 0 1 5 392
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 0 51 0 1 4 141
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 1 1 8 111 1 1 14 246
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 3 9 88 4 11 37 249
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 14 1 1 3 54
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 0 4 82 0 1 10 260
Gibrat's law redux: Think profitability instead of growth 0 0 5 55 1 1 14 81
Gibrat's law redux: Think profitability instead of growth 1 1 4 71 2 2 11 174
Granularity of the business cycle fluctuations: The Spanish case 0 3 33 33 0 4 37 37
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 1 34 1 1 15 146
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 1 106
Long-run expectations in a Learning-to-Forecast Experiment 0 1 16 16 0 1 5 5
Long-run expectations in a Learning-to-Forecast Experiment 0 1 33 33 0 3 38 38
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 1 1 30 30 2 3 23 23
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 11 11 0 0 6 6
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 7 93 0 7 47 487
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 2 27 0 0 6 103
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 43 0 1 7 148
Should Network Structure Matter in Agent-Based Finance? 0 0 1 24 0 0 2 84
Should Network Structure Matter in Agent-Based Finance? 0 0 3 86 0 0 5 192
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 1 2 4 42 1 2 17 61
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 58 0 1 4 185
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 0 2 4 67
The real versus the financial economy: A global tale of stability versus volatility 0 1 3 43 1 3 19 158
The role of bank credit allocation: Evidence from the Spanish economy 0 1 36 53 4 9 63 71
The role of public and private information in a laboratory financial market 0 1 7 114 1 3 30 349
The small core of the German corporate board network 0 0 1 56 1 3 19 310
The small core of the German corporate board network: New evidence from 2010 0 0 1 133 2 4 22 488
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 1 3 21 1 2 7 85
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 4 6 1 3 10 23
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 5 121 0 1 9 414
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 2 90 0 2 6 217
Total Working Papers 10 33 278 2,524 40 108 620 8,282


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 5 150 4 4 13 467
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 0 2 49
A note on institutional hierarchy and volatility in financial markets 0 0 0 21 0 1 4 97
A spectral perspective on excess volatility 0 0 1 4 0 1 4 23
A statistical equilibrium model of competitive firms 0 0 4 50 1 1 12 173
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 0 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 1 1 5 148
Empirical validation of stochastic models of interacting agents 1 1 4 20 2 2 13 92
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 5 183 7 10 26 580
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 1 2 3 20 2 3 14 76
Firm profitability and the network of organizational capabilities 0 0 2 10 0 1 5 54
Gibrat’s Law Redux: think profitability instead of growth 0 0 3 4 0 2 12 18
Granularity of the Business Cycle Fluctuations: The Spanish Case 0 5 16 16 1 8 32 32
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 1 2 3 43
Network Approaches to Interbank Markets: Foreword 1 1 4 8 1 1 9 22
Network Approaches to Interbank Markets: Foreword 1 2 2 10 1 3 5 22
Network structure and N-dependence in agent-based herding models 2 2 8 112 4 7 31 332
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 7 1 1 4 43
On the role of heterogeneous and imperfect information in a laboratory financial market 1 1 1 14 1 2 5 70
The real versus the financial economy: A global tale of stability versus volatility 1 1 2 27 1 1 4 88
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 2 3 4 88 3 6 12 255
What distinguishes individual stocks from the index? 0 0 1 19 0 0 2 85
Total Journal Articles 10 18 65 814 31 57 217 2,823


Statistics updated 2017-11-04