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 7 14 14 14 9 25 25 25
A comparison of different trading protocols in an agent-based market 0 2 17 75 6 22 110 354
A comparison of different trading protocols in an agent-based market 0 0 4 91 2 4 26 316
Allocative efficiency and traders' protection under zero intelligence behavior 8 15 69 79 30 63 250 262
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 1 1 8 114 6 8 45 420
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 4 7 13 111
Efficient Monte Carlo Pricing of Basket Options 29 67 314 3,661 57 143 584 7,381
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 0 1 5 215 1 4 33 747
Learning and equilibrium selection in a coordination game with heterogeneous agents 2 3 28 132 4 10 68 389
Monte Carlo Pricing of American Options Using Nonparametric Regression 8 14 112 1,788 16 33 285 3,871
Mutual funds flows and the "Sheriff of Nottingham" effect 3 34 59 59 12 49 75 75
Simple Market Protocols for Efficient Risk Sharing 0 0 6 76 4 8 41 348
Simple market protocols for efficient risk sharing 0 0 6 94 2 5 38 382
Some Effects of Transaction Taxes Under Different Microstructures 7 11 40 69 13 33 112 169
Some effects of transaction taxes under different microstructures 8 12 12 12 15 20 20 20
Static Hedging of Multivariate Derivatives by Simulation 1 12 72 688 2 27 161 1,371
The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients 1 1 7 7 4 13 33 33
The Toll of Subrational Trading in an Agent Based Economy 1 1 8 31 1 2 20 54
The allocative effectiveness of market protocols under intelligent trading 0 1 9 86 2 10 52 321
Utility based pricing of contingent claims 0 5 23 493 6 19 90 1,793
Which market protocols facilitate fair trading? 1 1 9 72 1 8 37 187
Total Working Papers 77 195 822 7,856 197 513 2,118 18,629

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of different trading protocols in an agent-based market 0 0 3 3 0 1 16 22
Simple market protocols for efficient risk sharing 0 0 3 9 0 1 23 72
Static hedging of multivariate derivatives by simulation 0 0 7 17 6 19 57 91
Utility based pricing of contingent claims in incomplete markets 0 1 14 56 1 4 37 201
Total Journal Articles 0 1 27 85 7 25 133 386

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Statistics updated 2009-11-04