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 3 5 14 269
A Statistical Equilibrium Model of Competitive Firms 1 1 1 150 3 7 16 471
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 2 6 14 53
A minimal noise trader model with realistic time series 0 0 0 2 2 9 20 290
A minimal noise trader model with realistic time series properties 0 0 0 96 3 6 11 404
A minimal noise trader model with realistic time series properties 0 0 0 73 1 3 13 334
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 3 5 11 902
A spectral perspective on excess volatility 0 0 0 53 3 7 11 197
A spectral perspective on excess volatility 0 0 0 5 4 4 10 55
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 2 52 5 22 47 95
An agent based early warning indicator for financial market instability 0 0 0 35 1 2 13 118
An agent based early warning indicator for financial market instability 0 0 0 15 4 7 27 65
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 4 4 16 33
Centralized vs Decentralized Markets: The Role of Connectivity 0 1 1 11 5 7 24 36
Centralized vs Decentralized Markets: The Role of Connectivity 0 1 12 12 0 4 17 17
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 5 7 20 83
Centralized vs decentralized markets: The role of connectivity 0 1 1 7 5 18 25 32
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 4 6 10 216
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 2 3 13 87
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 4 4 8 41
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 2 4 15 203
Does Classical Competition Explain the Statistical Features of Firm Growth? 1 1 1 74 5 6 12 448
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 1 1 14 65
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 2 3 7 176
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 4 13 320
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 31 2 3 17 101
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 3 3 10 342
Extreme value theory as a theoretical background for power law behavior 0 0 1 22 0 1 4 89
Extreme value theory as a theoretical background for power law behavior 0 0 0 90 3 7 23 351
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 9 11 15 250
Gibrat's law redux: Think profitability instead of growth 0 1 1 66 3 8 26 168
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 5 7 17 150
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 2 15 94
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 2 12 56
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 1 10 192
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 4 5 10 127
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 1 6 10 40
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 3 3 19 89
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 0 4 10 123
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 2 4 9 60
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 2 104 5 10 20 571
On the determination of the granular size of the economy 0 0 0 52 3 5 12 116
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 2 6 9 134
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 1 4 10 189
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 5 6 12 77
Price distortions and public information: theory, experiments and simulations 0 0 0 21 0 0 9 76
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 1 4 7 230
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 46 1 2 9 44
Survival and the ergodicity of corporate profitability 1 2 2 43 9 13 25 113
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 6 11 20 116
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 1 2 10 30
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 3 3 12 103
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 2 3 5 213
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 2 2 8 205
The role of bank credit allocation: Evidence from the Spanish economy 0 0 2 74 3 3 13 184
The role of public and private information in a laboratory financial market 0 0 1 124 1 3 15 429
The small core of the German corporate board network 0 0 0 61 1 1 11 363
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 1 2 6 535
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 3 3 16 77
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 2 9 77
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 1 12 491
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 97 0 2 30 292
Welfare effects of public information in a laboratory financial market 0 0 0 22 3 6 11 53
Total Working Papers 3 9 30 3,321 162 315 899 11,960

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 1 5 10 15
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 2 161 4 6 16 543
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 0 3 5
A note on institutional hierarchy and volatility in financial markets 0 0 1 23 1 3 9 133
A spectral perspective on excess volatility 0 0 0 7 1 3 12 50
A statistical equilibrium model of competitive firms 0 0 0 77 1 1 13 287
Advances in the agent-based modeling of economic and social behavior 0 0 1 12 3 6 23 71
Alternative approaches for the reformulation of economics 0 0 0 5 3 3 14 32
An agent-based early warning indicator for financial market instability 0 0 1 18 8 26 40 95
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 0 2 0 0 9 14
Buchbesprechungen / Book Reviews 0 0 0 0 2 2 4 4
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 6 0 0 6 24
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 1 2 37 2 6 18 205
Empirical validation of stochastic models of interacting agents 0 0 0 27 1 6 15 145
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 5 12 39 738
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 1 35 2 3 15 149
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 3 4 17 84
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 8 7 11 29 53
Firm profitability and the network of organizational capabilities 0 0 0 12 0 2 9 87
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 2 2 8 78
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 0 3 1 3 9 26
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 5 6 16 74
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 1 4 15 49
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 2 9 0 1 11 49
Network Approaches to Interbank Markets: Foreword 0 0 0 13 2 2 6 42
Network structure and N-dependence in agent-based herding models 0 0 1 156 2 3 23 488
On the determination of the granular size of the economy 0 0 0 14 6 11 21 82
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 3 7 14 90
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 0 3 10 110
Overweighting of public information in financial markets: A lesson from the lab 0 1 1 5 1 3 12 49
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 1 8 13 20
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 2 7 17 27
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 1 1 6 8
The real versus the financial economy: A global tale of stability versus volatility 0 0 1 31 3 5 20 139
The small core of the German corporate board network 0 0 0 1 4 7 12 21
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 1 3 11 41
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 3 6 38 406
What distinguishes individual stocks from the index? 0 0 0 19 4 5 13 108
Total Journal Articles 0 2 16 1,101 86 186 582 4,716
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 3 16 23
Total Chapters 0 0 0 0 1 3 16 23

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Statistics updated 2026-05-06