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 2 76 0 5 11 214
A Statistical Equilibrium Model of Competitive Firms 1 2 3 146 2 7 26 429
A minimal noise trader model with realistic time series 0 0 0 2 0 0 7 249
A minimal noise trader model with realistic time series properties 0 1 2 93 0 3 10 358
A minimal noise trader model with realistic time series properties 0 0 0 68 0 4 9 298
A noise trader model as a generator of apparent financial power laws and long memory 1 1 1 246 1 5 17 848
A spectral perspective on excess volatility 1 1 1 5 1 2 7 35
A spectral perspective on excess volatility 1 1 3 53 1 2 17 170
An agent based early warning indicator for financial market instability 1 2 7 26 5 11 41 61
An agent based early warning indicator for financial market instability 0 0 1 15 0 2 10 23
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 2 3 196
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 5 30 3 7 28 46
Designing public communication and disclusure strategies for central banks and other policy bodies 1 1 2 14 2 3 7 24
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 1 83 0 0 8 167
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 1 70 1 4 13 415
Empresas granulares y desagregación regional: un análisis del caso español 0 1 14 14 1 6 23 23
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 1 52 0 1 8 154
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 4 123 0 3 11 277
Exploiting ergodicity in forecasts of corporate profitability 0 4 16 16 1 10 31 31
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 1 3 102 0 6 23 314
Extreme value theory as a theoretical background for power law behavior 0 0 0 82 1 1 8 275
Extreme value theory as a theoretical background for power law behavior 0 0 0 18 0 1 6 71
Gibrat's law redux: Think profitability instead of growth 0 0 5 79 0 2 14 206
Gibrat's law redux: Think profitability instead of growth 0 2 3 62 1 13 24 122
Granularity of the business cycle fluctuations: The Spanish case 0 0 4 47 0 5 19 82
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 1 2 15 15 2 6 49 49
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 14 14 0 4 33 34
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 1 10 161
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 1 1 2 110
Long-run expectations in a Learning-to-Forecast Experiment 0 0 1 40 0 0 12 60
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 17 0 1 3 13
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 3 50 0 0 12 72
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 2 15 0 0 12 30
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 1 2 97 0 5 14 517
On the determination of the granular size of the economy 0 1 8 43 0 3 22 67
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 0 4 7 115
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 43 0 1 6 164
Overweighting of public information in financial markets: A lesson from the lab 1 1 1 1 5 5 5 5
Price distortions and public information: theory, experiments and simulations 2 2 15 15 3 7 28 28
Should Network Structure Matter in Agent-Based Finance? 0 0 1 88 0 3 8 205
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 47 0 1 5 80
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 1 1 3 76
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 61 1 2 2 194
The real versus the financial economy: A global tale of stability versus volatility 0 2 2 49 0 4 10 179
The role of bank credit allocation: Evidence from the Spanish economy 0 0 3 68 2 4 23 142
The role of public and private information in a laboratory financial market 0 0 3 119 0 3 17 378
The small core of the German corporate board network 0 0 1 57 0 2 7 326
The small core of the German corporate board network: New evidence from 2010 0 1 1 136 0 2 7 504
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 5 15 1 6 27 48
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 1 4 17 0 4 16 46
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 91 0 3 10 239
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 126 0 2 14 447
Welfare effects of public information in a laboratory financial market 1 1 14 14 2 4 24 24
Total Working Papers 11 30 176 2,853 38 184 769 9,401

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 0 153 0 1 6 489
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 2 2 3 57
A note on institutional hierarchy and volatility in financial markets 0 0 0 21 0 0 3 110
A spectral perspective on excess volatility 0 0 1 6 0 1 4 30
A statistical equilibrium model of competitive firms 0 2 4 62 2 10 16 216
Alternative approaches for the reformulation of economics 0 0 4 4 0 0 11 12
An agent-based early warning indicator for financial market instability 1 2 2 2 1 3 3 3
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 5 60
Does classical competition explain the statistical features of firm growth? 0 0 1 31 0 0 7 166
Empirical validation of stochastic models of interacting agents 0 0 0 21 0 2 6 114
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 1 8 198 2 5 31 647
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 1 1 1 23 1 4 7 95
Firm profitability and the network of organizational capabilities 0 0 1 12 0 3 5 72
Gibrat’s Law Redux: think profitability instead of growth 1 1 2 9 2 5 19 51
Granular companies and regional breakdown: An analysis of the Spanish case./EMPRESAS GRANULARES Y DESAGREGACIÓN REGIONAL: UN ANÁLISIS DEL CASO ESPAÑOL 0 0 2 2 2 5 13 13
Granularity of the Business Cycle Fluctuations: The Spanish Case 1 3 14 53 3 10 42 131
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 5 53
Long-run expectations in a learning-to-forecast experiment 0 0 0 1 0 0 7 11
Network Approaches to Interbank Markets: Foreword 0 0 0 12 0 1 1 30
Network structure and N-dependence in agent-based herding models 0 0 8 126 0 3 25 385
On the determination of the granular size of the economy 1 1 4 5 1 3 16 21
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 10 1 5 11 64
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 16 0 2 5 82
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 29 0 2 7 107
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 0 0 5 6 6
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 7 106 0 5 20 307
What distinguishes individual stocks from the index? 0 0 0 19 1 1 3 90
Total Journal Articles 5 12 59 942 18 78 287 3,422

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Statistics updated 2020-03-04