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 1 1 1 78 1 1 1 254
A Statistical Equilibrium Model of Competitive Firms 0 0 0 148 0 1 3 451
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 0 0 1 37
A minimal noise trader model with realistic time series 0 0 0 2 0 0 1 267
A minimal noise trader model with realistic time series properties 0 0 1 73 0 0 2 318
A minimal noise trader model with realistic time series properties 0 0 1 96 0 0 2 390
A noise trader model as a generator of apparent financial power laws and long memory 0 0 5 258 0 0 7 888
A spectral perspective on excess volatility 0 0 0 53 0 0 1 186
A spectral perspective on excess volatility 0 0 0 5 0 0 0 45
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 1 3 47 0 1 4 43
An agent based early warning indicator for financial market instability 0 0 0 15 0 0 1 35
An agent based early warning indicator for financial market instability 0 0 0 34 0 5 5 97
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 2 9 0 1 4 16
Centralized vs Decentralized Markets: The Role of Connectivity 0 1 9 9 0 3 10 10
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 2 22 0 2 7 63
Centralized vs decentralized markets: The role of connectivity 0 1 6 6 0 1 3 3
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 0 205
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 31 0 1 1 70
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 0 0 33
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 0 0 0 186
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 0 0 4 433
Empresas granulares y desagregación regional: un análisis del caso español 0 0 1 20 0 0 2 48
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 0 0 168
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 1 2 304
Exploiting ergodicity in forecasts of corporate profitability 1 1 1 30 2 2 5 82
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 0 1 331
Extreme value theory as a theoretical background for power law behavior 0 0 1 19 1 2 3 83
Extreme value theory as a theoretical background for power law behavior 0 0 3 89 4 7 15 327
Gibrat's law redux: Think profitability instead of growth 0 0 1 65 0 0 3 140
Gibrat's law redux: Think profitability instead of growth 0 0 1 85 0 0 2 232
Granularity of the business cycle fluctuations: The Spanish case 1 2 3 57 1 2 6 126
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 0 0 79
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 0 0 44
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 0 0 182
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 1 117
Long-run expectations in a Learning-to-Forecast Experiment 0 1 1 42 0 2 2 69
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 0 1 29
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 0 0 0 112
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 0 0 2 50
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 0 0 1 549
On the determination of the granular size of the economy 0 0 1 49 0 0 1 98
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 0 1 1 125
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 0 1 1 179
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 0 0 1 63
Price distortions and public information: theory, experiments and simulations 1 1 1 19 1 1 2 63
Should Network Structure Matter in Agent-Based Finance? 0 0 0 88 0 0 0 220
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 45 0 0 0 30
Survival and the ergodicity of corporate profitability 0 0 0 41 0 1 5 86
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 0 0 0 94
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 1 10 0 0 2 14
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 1 25 0 0 1 89
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 0 207
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 1 2 197
The role of bank credit allocation: Evidence from the Spanish economy 0 0 0 71 0 0 0 167
The role of public and private information in a laboratory financial market 0 0 0 123 0 3 3 411
The small core of the German corporate board network 0 0 0 59 0 0 1 350
The small core of the German corporate board network: New evidence from 2010 0 0 1 140 0 0 1 528
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 0 0 66
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 0 61
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 132 0 0 1 475
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 0 0 0 258
Welfare effects of public information in a laboratory financial market 0 0 0 22 0 0 0 41
Total Working Papers 4 9 48 3,267 10 40 125 10,924


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 0 5
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 3 159 0 0 5 514
A note on institutional hierarchy and volatility in financial markets 0 0 0 22 0 0 2 120
A spectral perspective on excess volatility 0 0 0 7 0 0 0 37
A statistical equilibrium model of competitive firms 0 0 2 75 0 1 8 270
Advances in the agent-based modeling of economic and social behavior 1 2 2 10 2 4 10 43
Alternative approaches for the reformulation of economics 0 0 0 5 0 0 0 17
An agent-based early warning indicator for financial market instability 0 0 0 10 0 1 2 33
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 0 1 0 0 1 4
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 5 1 1 4 11
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 0 68
Does classical competition explain the statistical features of firm growth? 0 0 0 35 0 0 2 185
Empirical validation of stochastic models of interacting agents 1 1 2 26 1 1 3 127
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 0 0 2 694
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 1 1 1 31 1 1 2 126
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 6 3 4 14 67
Financial power laws: Empirical evidence, models, and mechanisms 0 0 3 6 2 3 8 22
Firm profitability and the network of organizational capabilities 0 0 0 12 0 0 0 78
Gibrat’s Law Redux: think profitability instead of growth 0 0 2 15 0 1 6 69
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 1 1 2 1 3 4 15
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 0 57
Long-run expectations in a learning-to-forecast experiment 0 0 1 5 0 0 1 32
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 0 7 0 0 1 36
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 0 0 36
Network structure and N-dependence in agent-based herding models 0 1 2 155 0 1 4 460
On the determination of the granular size of the economy 0 0 0 10 0 0 2 53
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 0 1 1 76
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 0 0 2 100
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 4 0 2 8 32
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 1 0 0 0 3
Survival and the Ergodicity of Corporate Profitability 0 1 3 3 1 3 8 8
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 30 0 0 0 119
The small core of the German corporate board network 0 0 0 1 0 0 0 9
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 0 1 29
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 4 125 2 4 13 360
What distinguishes individual stocks from the index? 0 0 0 19 0 0 0 95
Total Journal Articles 3 8 27 1,060 14 31 114 4,010
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 0 5
Total Chapters 0 0 0 0 0 0 0 5


Statistics updated 2024-07-03