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 1 1 79 0 1 2 256
A Statistical Equilibrium Model of Competitive Firms 0 0 1 149 1 1 5 456
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 1 1 3 40
A minimal noise trader model with realistic time series 0 0 0 2 0 0 3 270
A minimal noise trader model with realistic time series properties 0 0 0 96 0 0 3 393
A minimal noise trader model with realistic time series properties 0 0 0 73 0 1 4 322
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 0 3 891
A spectral perspective on excess volatility 0 0 0 5 0 0 0 45
A spectral perspective on excess volatility 0 0 0 53 0 0 0 186
Advances in the Agent-Based Modeling of Economic and Social Behavior 1 1 4 51 3 5 10 53
An agent based early warning indicator for financial market instability 0 0 1 35 1 2 9 107
An agent based early warning indicator for financial market instability 0 0 0 15 1 1 4 39
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 1 10 0 0 1 17
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 1 10 1 2 4 14
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 0 0 63
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 0 0 4 7
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 1 206
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 2 3 6 77
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 1 1 34
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 0 0 2 188
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 1 1 4 437
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 2 2 5 53
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 0 1 169
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 2 4 309
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 30 0 1 3 85
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 1 1 2 333
Extreme value theory as a theoretical background for power law behavior 0 1 3 22 0 1 3 86
Extreme value theory as a theoretical background for power law behavior 0 0 1 90 0 3 4 331
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 1 2 4 144
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 0 0 3 235
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 0 0 6 133
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 1 1 1 80
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 1 1 1 45
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 1 1 1 183
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 0 117
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 0 1 30
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 0 1 70
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 0 0 1 113
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 0 0 1 51
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 0 0 2 551
On the determination of the granular size of the economy 0 0 3 52 0 0 6 104
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 0 0 0 125
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 0 0 0 179
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 1 1 3 66
Price distortions and public information: theory, experiments and simulations 0 0 1 21 2 2 5 69
Should Network Structure Matter in Agent-Based Finance? 0 0 2 90 0 0 3 223
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 1 46 1 1 6 36
Survival and the ergodicity of corporate profitability 0 0 0 41 1 4 6 92
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 0 1 3 97
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 1 12 0 0 5 20
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 0 2 91
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 1 208
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 0 0 197
The role of bank credit allocation: Evidence from the Spanish economy 0 0 1 72 0 0 4 171
The role of public and private information in a laboratory financial market 0 0 0 123 1 1 4 415
The small core of the German corporate board network 0 0 2 61 0 0 2 352
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 0 1 529
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 0 61
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 0 2 68
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 0 0 4 262
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 0 4 479
Welfare effects of public information in a laboratory financial market 0 0 0 22 2 2 3 44
Total Working Papers 1 3 24 3,294 27 46 177 11,107

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 1 1 160 0 1 14 528
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 0 1 2
A note on institutional hierarchy and volatility in financial markets 0 1 1 23 0 1 5 125
A spectral perspective on excess volatility 0 0 0 7 0 0 1 38
A statistical equilibrium model of competitive firms 0 0 1 77 0 1 3 275
Advances in the agent-based modeling of economic and social behavior 0 1 2 12 4 6 10 54
Alternative approaches for the reformulation of economics 0 0 0 5 1 2 3 20
An agent-based early warning indicator for financial market instability 0 0 7 17 0 1 22 56
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 1 2 0 1 2 6
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 0 0
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 1 6 0 0 6 18
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 1 69
Does classical competition explain the statistical features of firm growth? 0 0 0 35 0 0 2 187
Empirical validation of stochastic models of interacting agents 0 0 1 27 0 0 3 130
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 1 2 7 701
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 1 4 35 0 2 9 136
Exploiting ergodicity in forecasts of corporate profitability 0 1 1 7 1 3 3 70
Financial power laws: Empirical evidence, models, and mechanisms 1 1 2 8 1 2 4 26
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 0 15 0 0 1 70
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 0 0 2 17
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 1 2 59
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 0 2 34
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 0 7 1 1 3 39
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 0 0 155 1 4 9 469
On the determination of the granular size of the economy 0 0 4 14 2 3 10 64
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 0 0 0 76
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 0 0 0 100
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 4 0 1 6 38
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 0 0 3 7
Survival and the Ergodicity of Corporate Profitability 0 0 1 4 0 0 2 10
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 0 0 2 2
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 30 3 3 3 122
The small core of the German corporate board network 0 0 0 1 0 1 1 10
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 1 2 3 32
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 126 1 2 9 370
What distinguishes individual stocks from the index? 0 0 0 19 0 0 0 95
Total Journal Articles 1 6 29 1,091 17 40 154 4,174
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 2 7
Total Chapters 0 0 0 0 0 0 2 7

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05