Access Statistics for Paolo Pellizzari

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 Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market 0 0 0 102 0 1 3 267
A Multi-Agent Model of Tax Evasion with Public Expenditure 0 0 0 97 1 3 9 245
A comparison of different trading protocols in an agent-based market 0 0 0 149 0 1 1 765
A comparison of different trading protocols in an agent-based market 0 0 0 105 0 0 0 428
A replication of Pindyck's willingness to pay: on the sacrifice needed to obtain results 0 0 0 31 0 0 2 66
Allocative efficiency and traders' protection under zero intelligence behavior 0 0 0 206 0 0 1 793
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 0 0 0 133 0 0 1 546
Citizenship and Power in an Agent-based Model of Tax Compliance with Public Expenditure 0 0 0 82 0 0 0 167
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 0 0 0 150
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 152 0 0 1 447
Diversification Versus Concentration......... and the Winner Is? 1 2 9 147 2 17 40 578
Does sharing values lead to cooperation? A similarity-based investigation 0 0 0 46 2 2 4 169
Efficient Monte Carlo Pricing of Basket Options 0 2 3 4,466 1 3 9 9,006
Facebook as an academic learning platform: A case study in Mathematics 0 0 0 87 0 0 0 306
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 0 0 248 0 0 0 893
Learning Whether to Be Informed in an Agent-Based Evolutionary Market Model 0 0 7 23 0 1 14 35
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 187 0 1 2 575
Monte Carlo Pricing of American Options Using Nonparametric Regression 0 0 1 1,928 0 0 2 4,271
Mutual funds flows and the "Sheriff of Nottingham" effect 0 0 0 119 0 0 0 323
Optimal trading in a limit order book using linear strategies 0 0 0 94 0 1 2 257
Performance Implications of Active Management of Institutional Mutual Funds 0 0 0 18 0 1 2 94
Sense making and information in an agent-based model of cooperation 0 0 0 32 0 0 1 95
Simple Market Protocols for Efficient Risk Sharing 0 0 0 109 0 0 0 523
Simple market protocols for efficient risk sharing 0 0 0 101 0 0 0 459
Some Effects of Transaction Taxes Under Different Microstructures 0 0 0 207 1 2 2 641
Some effects of transaction taxes under different microstructures 0 0 0 5 0 0 2 36
Some effects of transaction taxes under different microstructures 0 0 1 129 0 1 3 415
Static Hedging of Multivariate Derivatives by Simulation 2 2 2 914 2 3 3 1,878
The Effects of Facebook Discussions on Academic Performance 0 0 0 42 0 0 4 231
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 0 0 0 34 0 1 2 230
The Strategic Implementation of an Investment Process in a Funds Management Firm 0 0 0 28 0 0 1 158
The Toll of Subrational Trading in an Agent Based Economy 0 0 0 38 0 0 0 121
The allocative effectiveness of market protocols under intelligent trading 0 0 2 117 1 2 4 562
The simplicity of optimal trading in order book markets 0 0 0 88 0 0 1 252
Time-dependent trading strategies in a continuous double auction 0 0 0 51 0 0 0 204
Trade-in programs in the context of technological innovation with herding 0 0 0 76 0 0 1 122
Utility based pricing of contingent claims 0 0 0 535 0 0 2 1,930
Which market protocols facilitate fair trading? 0 0 0 99 1 1 1 309
Zero-Intelligence Trading without Resampling 0 0 0 157 0 0 0 498
Total Working Papers 3 6 25 11,182 11 41 120 29,045


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET 0 0 0 27 1 1 2 104
A comparison of different trading protocols in an agent-based market 0 0 0 17 2 2 2 88
A replication of Pindyck’s willingness to pay: on the efforts required to obtain results 0 0 0 1 2 3 6 19
Breeds of risk-adjusted fundamentalist strategies in an order-driven market 0 0 0 1 0 0 0 22
Citizenship and power in an agent-based model of tax compliance with public expenditure 0 0 1 10 0 0 1 78
Convergence of outcomes and evolution of strategic behavior in double auctions 0 0 0 10 2 2 2 56
Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems 0 0 0 1 0 1 2 5
Dynamic patterns in similarity-based cooperation: an agent-based investigation 0 0 1 9 0 0 1 28
Efficient Monte Carlo pricing of European options¶using mean value control variates 0 0 0 7 2 5 9 62
Fast traders and slow price adjustments: an artificial market with strategic interaction and transaction costs 0 0 1 2 0 0 3 22
Fundamentalists clashing over the book: a study of order-driven stock markets 0 0 0 11 0 0 0 56
Learning and equilibrium selection in a coordination game with heterogeneous agents 0 0 0 7 0 0 3 37
OPTIMAL POLICIES IN TWO-STEP BINARY GAMES UNDER SOCIAL PRESSURE AND LIMITED RESOURCES 0 0 1 4 0 1 2 15
Performance implications of active management of institutional mutual funds 0 0 0 7 0 0 1 65
Simple market protocols for efficient risk sharing 0 0 0 25 0 0 0 137
Simulation in management accounting and management control: editorial 0 0 0 6 1 1 5 53
Some effects of transaction taxes under different microstructures 0 0 0 109 1 2 4 315
Static hedging of multivariate derivatives by simulation 0 0 0 32 0 0 0 158
The impact on the pricing process of costly active management and performance chasing clients 0 0 0 2 0 0 1 107
The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index 0 0 1 17 0 0 5 44
Utility based pricing of contingent claims in incomplete markets 0 0 0 67 0 0 3 279
Total Journal Articles 0 0 5 372 11 18 52 1,750


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Allocative Efficiency and Traders’ Protection Under Zero Intelligence Behavior 0 0 0 0 2 3 3 7
Mutual Funds Flows and the “Sheriff of Nottingham” Effect 0 0 0 0 1 1 2 3
Sense making and information in an agent-based model of cooperation 0 0 0 0 0 0 1 2
Tax Enforcement in an Agent-Based Model with Endogenous Audits 0 0 0 0 0 0 4 9
The Allocative Effectiveness of Market Protocols Under Intelligent Trading 0 0 0 0 0 1 1 2
Time-Dependent Trading Strategies in a Continuous Double Auction 0 0 0 1 0 0 1 7
Trade-In Programs in the Context of Technological Innovation with Herding 0 0 0 0 0 0 0 1
Which Market Protocols Facilitate Fair Trading? 0 0 0 0 0 0 1 5
Zero-Intelligence Trading Without Resampling 0 0 0 0 0 0 0 2
Total Chapters 0 0 0 1 3 5 13 38


Statistics updated 2025-03-03