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 Note on institutional hierarchy and volatility in financial markets 0 0 0 79 0 1 14 270
A Statistical Equilibrium Model of Competitive Firms 0 0 1 150 0 1 16 472
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 0 1 14 54
A minimal noise trader model with realistic time series 0 0 0 2 1 2 22 292
A minimal noise trader model with realistic time series properties 0 0 0 96 0 2 13 406
A minimal noise trader model with realistic time series properties 0 0 0 73 0 2 14 336
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 2 13 904
A spectral perspective on excess volatility 0 0 0 5 0 0 10 55
A spectral perspective on excess volatility 0 0 0 53 0 0 11 197
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 1 52 1 2 44 97
An agent based early warning indicator for financial market instability 0 0 0 35 0 1 12 119
An agent based early warning indicator for financial market instability 0 0 0 15 0 1 27 66
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 0 1 17 34
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 12 12 0 1 18 18
Centralized vs Decentralized Markets: The Role of Connectivity 1 2 3 13 1 5 27 41
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 1 1 21 84
Centralized vs decentralized markets: The role of connectivity 0 0 1 7 0 1 26 33
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 11 217
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 0 1 11 88
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 0 7 41
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 1 1 16 204
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 1 74 0 0 11 448
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 0 1 13 66
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 1 8 177
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 0 11 320
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 31 0 0 16 101
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 1 1 107 0 1 10 343
Extreme value theory as a theoretical background for power law behavior 0 0 0 22 0 3 6 92
Extreme value theory as a theoretical background for power law behavior 0 0 0 90 1 1 21 352
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 0 39 54 289
Gibrat's law redux: Think profitability instead of growth 0 0 1 66 1 3 27 171
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 0 2 19 152
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 0 14 94
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 0 11 56
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 1 10 193
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 10 127
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 0 19 89
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 0 10 40
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 0 2 12 125
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 1 1 10 61
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 2 104 0 3 23 574
On the determination of the granular size of the economy 0 0 0 52 0 2 14 118
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 1 1 10 135
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 0 0 10 189
Overweighting of public information in financial markets: A lesson from the lab 0 1 1 30 0 3 14 80
Price distortions and public information: theory, experiments and simulations 0 0 0 21 0 1 8 77
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 0 1 8 231
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 46 0 2 10 46
Survival and the ergodicity of corporate profitability 0 0 2 43 0 2 23 115
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 0 2 21 118
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 0 1 11 31
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 0 12 103
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 1 6 214
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 0 8 205
The role of bank credit allocation: Evidence from the Spanish economy 0 1 3 75 3 4 17 188
The role of public and private information in a laboratory financial market 0 0 1 124 1 1 15 430
The small core of the German corporate board network 0 0 0 61 0 2 13 365
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 2 8 537
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 2 11 79
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 16 77
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 0 2 32 294
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 0 12 491
Welfare effects of public information in a laboratory financial market 0 0 0 22 0 3 12 56
Total Working Papers 1 5 32 3,326 13 117 970 12,077

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case 0 0 0 3 0 0 10 15
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 1 161 0 2 17 545
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 1 1 4 6
A note on institutional hierarchy and volatility in financial markets 0 0 0 23 0 2 10 135
A spectral perspective on excess volatility 0 0 0 7 0 0 12 50
A statistical equilibrium model of competitive firms 0 0 0 77 0 0 12 287
Advances in the agent-based modeling of economic and social behavior 0 0 0 12 1 3 20 74
Alternative approaches for the reformulation of economics 0 0 0 5 1 2 14 34
An agent-based early warning indicator for financial market instability 0 0 1 18 1 5 44 100
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 0 2 0 1 9 15
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 4 4
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 6 0 1 7 25
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 6 75
Does classical competition explain the statistical features of firm growth? 0 0 2 37 0 0 18 205
Empirical validation of stochastic models of interacting agents 0 0 0 27 0 0 15 145
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 2 5 42 743
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 0 35 1 1 14 150
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 7 1 2 16 86
Financial power laws: Empirical evidence, models, and mechanisms 0 0 0 8 0 0 27 53
Firm profitability and the network of organizational capabilities 0 0 0 12 0 0 9 87
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 1 1 9 79
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 0 3 0 0 9 26
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 15 74
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 1 16 50
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 2 9 2 2 12 51
Network Approaches to Interbank Markets: Foreword 0 0 0 13 2 2 8 44
Network structure and N-dependence in agent-based herding models 0 0 1 156 0 2 21 490
On the determination of the granular size of the economy 0 0 0 14 1 1 19 83
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 0 0 14 90
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 0 1 11 111
Overweighting of public information in financial markets: A lesson from the lab 0 0 1 5 0 3 14 52
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 0 1 14 21
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 1 3 20 30
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 1 1 7 9
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 31 0 0 17 139
The small core of the German corporate board network 0 0 0 1 1 1 12 22
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 0 9 41
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 2 128 1 8 44 414
What distinguishes individual stocks from the index? 0 0 0 19 0 0 13 108
Total Journal Articles 0 1 11 1,102 18 52 594 4,768
2 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Minimal Noise Trader Model with Realistic Time Series Properties 0 0 0 0 0 0 16 23
Total Chapters 0 0 0 0 0 0 16 23

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Statistics updated 2026-08-07