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 1 2 3 258
A Statistical Equilibrium Model of Competitive Firms 0 0 0 149 0 3 7 459
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 0 2 5 42
A minimal noise trader model with realistic time series 0 0 0 2 1 3 5 273
A minimal noise trader model with realistic time series properties 0 0 0 96 2 2 4 395
A minimal noise trader model with realistic time series properties 0 0 0 73 0 4 7 326
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 1 3 892
A spectral perspective on excess volatility 0 0 0 5 1 2 2 47
A spectral perspective on excess volatility 0 0 0 53 0 2 2 188
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 1 3 52 3 5 12 58
An agent based early warning indicator for financial market instability 0 0 0 15 4 5 9 44
An agent based early warning indicator for financial market instability 0 0 0 35 2 3 10 111
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 1 4 4 21
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 1 10 3 3 7 18
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 4 6 6 69
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 1 2 6 9
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 2 2 208
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 1 4 8 81
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 0 1 34
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 3 4 5 192
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 0 1 5 438
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 2 3 6 56
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 1 3 4 172
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 1 4 310
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 30 2 3 7 89
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 2 3 4 336
Extreme value theory as a theoretical background for power law behavior 0 0 1 22 0 0 1 86
Extreme value theory as a theoretical background for power law behavior 0 0 1 90 1 2 6 333
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 6 7 10 151
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 2 2 5 237
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 1 3 4 136
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 2 3 4 83
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 1 2 4 48
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 3 4 186
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 1 2 2 119
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 1 2 3 32
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 1 2 71
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 1 2 2 115
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 1 3 4 54
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 2 4 6 556
On the determination of the granular size of the economy 0 0 1 52 1 3 5 107
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 1 3 3 182
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 1 3 5 69
Price distortions and public information: theory, experiments and simulations 0 0 1 21 1 3 7 72
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 0 0 1 223
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 1 46 1 4 9 40
Survival and the ergodicity of corporate profitability 0 0 0 41 1 2 8 94
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 2 3 5 100
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 1 3 5 23
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 1 2 3 93
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 1 2 2 210
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 1 3 3 200
The role of bank credit allocation: Evidence from the Spanish economy 0 2 3 74 2 6 8 177
The role of public and private information in a laboratory financial market 1 1 1 124 1 5 7 421
The small core of the German corporate board network 0 0 1 61 0 2 3 354
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 1 2 530
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 2 3 64
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 1 2 4 70
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 2 4 6 266
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 3 4 7 483
Welfare effects of public information in a laboratory financial market 0 0 0 22 0 2 4 46
Total Working Papers 1 4 15 3,298 74 168 295 11,282


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 1 1 6
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 1 160 0 2 13 531
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 1 2 3
A note on institutional hierarchy and volatility in financial markets 0 0 1 23 2 3 8 128
A spectral perspective on excess volatility 0 0 0 7 0 1 2 39
A statistical equilibrium model of competitive firms 0 0 1 77 4 5 7 280
Advances in the agent-based modeling of economic and social behavior 0 0 1 12 3 4 10 58
Alternative approaches for the reformulation of economics 0 0 0 5 1 2 5 22
An agent-based early warning indicator for financial market instability 0 1 8 18 0 4 25 61
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 1 2 1 3 5 9
Buchbesprechungen / Book Reviews 0 0 0 0 0 0 0 0
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 6 0 4 9 22
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 2 3 71
Does classical competition explain the statistical features of firm growth? 0 0 0 35 3 4 6 191
Empirical validation of stochastic models of interacting agents 0 0 1 27 1 1 4 131
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 7 12 17 713
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 35 3 5 11 141
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 1 2 5 72
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 8 1 4 7 31
Firm profitability and the network of organizational capabilities 0 0 0 12 2 3 3 81
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 1 3 4 73
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 0 1 2 18
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 1 3 60
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 3 4 37
Long-run expectations in a learning-to-forecast experiment: a simulation approach 2 2 2 9 3 4 6 43
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 2 2 38
Network structure and N-dependence in agent-based herding models 1 1 1 156 3 6 14 475
On the determination of the granular size of the economy 0 0 1 14 0 3 10 68
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 1 2 2 78
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 1 2 2 102
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 4 1 4 9 42
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 0 3 4 10
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 1 5 6 15
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 1 1 2 3
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 30 2 4 7 126
The small core of the German corporate board network 0 0 0 1 1 1 2 11
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 1 2 4 34
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 5 7 14 378
What distinguishes individual stocks from the index? 0 0 0 19 0 1 2 97
Total Journal Articles 3 4 25 1,096 51 118 242 4,298
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 2 4 5 11
Total Chapters 0 0 0 0 2 4 5 11


Statistics updated 2025-12-06