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 1 79 1 7 10 265
A Statistical Equilibrium Model of Competitive Firms 0 0 0 149 3 8 14 467
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 4 9 12 51
A minimal noise trader model with realistic time series 0 0 0 2 7 15 20 288
A minimal noise trader model with realistic time series properties 0 0 0 73 1 6 13 332
A minimal noise trader model with realistic time series properties 0 0 0 96 0 3 7 398
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 2 7 10 899
A spectral perspective on excess volatility 0 0 0 53 4 6 8 194
A spectral perspective on excess volatility 0 0 0 5 0 4 6 51
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 2 52 11 26 36 84
An agent based early warning indicator for financial market instability 0 0 0 35 0 5 12 116
An agent based early warning indicator for financial market instability 0 0 0 15 1 15 22 59
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 0 8 12 29
Centralized vs Decentralized Markets: The Role of Connectivity 1 1 1 11 1 12 18 30
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 2 9 15 78
Centralized vs decentralized markets: The role of connectivity 1 1 1 7 8 13 15 22
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 2 4 6 212
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 1 4 11 85
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 3 4 37
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 2 9 13 201
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 0 4 7 442
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 0 8 13 64
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 1 2 6 174
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 2 8 11 318
Exploiting ergodicity in forecasts of corporate profitability 0 1 1 31 1 10 15 99
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 3 7 339
Extreme value theory as a theoretical background for power law behavior 0 0 1 22 0 2 3 88
Extreme value theory as a theoretical background for power law behavior 0 0 0 90 3 14 19 347
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 1 3 6 240
Gibrat's law redux: Think profitability instead of growth 1 1 1 66 2 11 21 162
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 1 8 11 144
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 9 13 92
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 6 10 54
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 5 9 191
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 3 5 122
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 15 16 86
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 4 6 8 38
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 1 5 7 120
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 2 4 7 58
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 2 2 104 2 7 13 563
On the determination of the granular size of the economy 0 0 0 52 1 5 8 112
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 3 6 6 131
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 2 5 8 187
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 0 2 6 71
Price distortions and public information: theory, experiments and simulations 0 0 0 21 0 4 9 76
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 1 4 5 227
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 46 1 3 9 43
Survival and the ergodicity of corporate profitability 1 1 1 42 2 8 16 102
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 4 9 13 109
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 0 5 9 28
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 7 10 100
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 1 1 3 211
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 3 6 203
The role of bank credit allocation: Evidence from the Spanish economy 0 0 2 74 0 4 10 181
The role of public and private information in a laboratory financial market 0 0 1 124 0 5 12 426
The small core of the German corporate board network 0 0 0 61 0 8 10 362
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 1 4 6 534
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 2 7 11 77
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 10 13 74
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 7 12 490
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 1 1 97 1 25 30 291
Welfare effects of public information in a laboratory financial market 0 0 0 22 2 3 7 49
Total Working Papers 5 8 15 3,306 91 441 690 11,723

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 3 7 8 13
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 1 2 161 1 7 20 538
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 2 3 5
A note on institutional hierarchy and volatility in financial markets 0 0 1 23 0 2 9 130
A spectral perspective on excess volatility 0 0 0 7 1 9 10 48
A statistical equilibrium model of competitive firms 0 0 0 77 0 6 12 286
Advances in the agent-based modeling of economic and social behavior 0 0 1 12 0 7 17 65
Alternative approaches for the reformulation of economics 0 0 0 5 0 7 12 29
An agent-based early warning indicator for financial market instability 0 0 1 18 7 15 23 76
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 0 2 0 5 9 14
Buchbesprechungen / Book Reviews 0 0 0 0 0 2 2 2
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 6 0 2 8 24
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 4 7 75
Does classical competition explain the statistical features of firm growth? 1 2 2 37 3 11 15 202
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 9 11 140
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 3 16 31 729
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 1 35 0 5 12 146
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 0 8 13 80
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 8 1 12 19 43
Firm profitability and the network of organizational capabilities 0 0 0 12 1 5 8 86
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 0 3 7 76
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 1 6 8 24
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 8 11 68
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 3 11 14 48
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 2 9 0 5 10 48
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 2 4 40
Network structure and N-dependence in agent-based herding models 0 0 1 156 0 10 23 485
On the determination of the granular size of the economy 0 0 1 14 3 6 14 74
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 3 8 10 86
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 2 7 9 109
Overweighting of public information in financial markets: A lesson from the lab 1 1 1 5 1 5 11 47
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 4 6 9 16
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 1 6 12 21
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 0 4 5 7
The real versus the financial economy: A global tale of stability versus volatility 0 1 1 31 0 8 15 134
The small core of the German corporate board network 0 0 0 1 2 5 7 16
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 4 8 38
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 2 24 38 402
What distinguishes individual stocks from the index? 0 0 0 19 0 6 8 103
Total Journal Articles 2 5 18 1,101 43 275 472 4,573
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 9 14 20
Total Chapters 0 0 0 0 0 9 14 20

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Statistics updated 2026-03-04