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 1 1 14 271
A Statistical Equilibrium Model of Competitive Firms 0 0 1 150 1 2 17 474
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 1 1 14 55
A minimal noise trader model with realistic time series 0 0 0 2 0 1 21 292
A minimal noise trader model with realistic time series properties 0 0 0 96 1 2 15 408
A minimal noise trader model with realistic time series properties 0 0 0 73 1 1 14 337
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 0 12 904
A spectral perspective on excess volatility 0 0 0 53 1 1 11 198
A spectral perspective on excess volatility 0 0 0 5 1 1 10 56
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 0 52 0 2 43 98
An agent based early warning indicator for financial market instability 0 0 0 15 0 1 27 67
An agent based early warning indicator for financial market instability 0 0 0 35 0 0 10 119
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 0 0 15 34
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 4 12 0 0 16 18
Centralized vs Decentralized Markets: The Role of Connectivity 0 2 4 14 2 5 30 45
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 1 19 84
Centralized vs decentralized markets: The role of connectivity 0 0 1 7 0 1 26 34
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 10 217
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 0 0 10 88
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 1 1 8 42
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 0 1 16 204
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 1 74 1 2 13 450
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 0 2 14 68
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 1 8 178
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 0 10 320
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 31 1 1 15 102
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 107 1 2 11 345
Extreme value theory as a theoretical background for power law behavior 0 0 0 90 0 1 20 352
Extreme value theory as a theoretical background for power law behavior 0 0 0 22 0 1 7 93
Gibrat's law redux: Think profitability instead of growth 0 0 1 66 0 1 26 171
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 0 0 54 289
Granular Stock Market 0 1 18 18 1 4 21 21
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 1 1 19 153
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 1 14 95
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 1 1 11 57
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 0 9 193
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 9 127
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 0 9 40
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 0 18 89
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 1 3 15 128
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 1 2 10 62
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 2 104 1 3 24 577
On the determination of the granular size of the economy 1 1 1 53 2 3 15 121
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 0 1 10 135
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 0 0 8 189
Overweighting of public information in financial markets: A lesson from the lab 0 0 1 30 2 3 16 83
Price distortions and public information: theory, experiments and simulations 0 0 0 21 1 1 8 78
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 0 0 8 231
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 46 0 1 10 47
Survival and the ergodicity of corporate profitability 0 0 2 43 0 2 24 117
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 1 1 21 119
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 1 1 12 32
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 1 6 215
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 1 1 12 104
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 0 7 205
The role of bank credit allocation: Evidence from the Spanish economy 0 0 1 75 0 3 14 188
The role of public and private information in a laboratory financial market 1 1 2 125 1 3 16 432
The small core of the German corporate board network 0 0 0 61 0 0 12 365
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 0 7 537
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 0 11 79
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 14 77
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 97 1 2 33 296
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 1 2 13 493
Welfare effects of public information in a laboratory financial market 0 0 0 22 1 1 12 57
Total Working Papers 2 5 42 3,347 31 74 984 12,155

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 1 11 16
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 1 161 1 1 16 546
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 2 5 7
A note on institutional hierarchy and volatility in financial markets 0 0 0 23 0 0 9 135
A spectral perspective on excess volatility 0 0 0 7 1 2 14 52
A statistical equilibrium model of competitive firms 0 0 0 77 2 4 16 291
Advances in the agent-based modeling of economic and social behavior 0 0 0 12 1 4 22 77
Alternative approaches for the reformulation of economics 0 0 0 5 0 1 13 34
An agent-based early warning indicator for financial market instability 0 0 0 18 0 3 43 102
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 0 2 0 0 8 15
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 4 4
Credit allocation and the financial crisis: evidence from Spanish companies 0 1 1 7 0 1 5 26
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 5 75
Does classical competition explain the statistical features of firm growth? 0 0 2 37 1 1 19 206
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 1 16 146
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 1 1 1 210 2 5 43 746
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 0 35 0 1 13 150
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 7 0 2 16 87
Financial power laws: Empirical evidence, models, and mechanisms 0 0 0 8 0 0 25 53
Firm profitability and the network of organizational capabilities 0 0 0 12 0 0 8 87
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 0 1 8 79
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 0 3 0 0 8 26
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 14 74
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 0 15 50
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 2 9 0 3 13 52
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 3 7 45
Network structure and N-dependence in agent-based herding models 0 0 1 156 2 2 21 492
On the determination of the granular size of the economy 0 0 0 14 1 2 18 84
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 1 1 14 91
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 0 1 12 112
Overweighting of public information in financial markets: A lesson from the lab 0 0 1 5 0 2 15 54
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 0 0 13 21
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 1 28 46 57
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 0 1 7 9
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 31 0 1 17 140
The small core of the German corporate board network 0 0 0 1 0 1 12 22
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 0 8 41
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 128 0 1 42 414
What distinguishes individual stocks from the index? 0 0 0 19 0 0 12 108
Total Journal Articles 1 2 11 1,104 14 76 613 4,826
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 1 1 15 24
Total Chapters 0 0 0 0 1 1 15 24

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Statistics updated 2026-10-11