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 1 3 257
A Statistical Equilibrium Model of Competitive Firms 0 0 1 149 1 2 6 457
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 1 2 4 41
A minimal noise trader model with realistic time series 0 0 0 2 1 1 4 271
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 1 1 4 323
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 1 1 4 892
A spectral perspective on excess volatility 0 0 0 53 1 1 1 187
A spectral perspective on excess volatility 0 0 0 5 1 1 1 46
Advances in the Agent-Based Modeling of Economic and Social Behavior 1 2 4 52 2 5 11 55
An agent based early warning indicator for financial market instability 0 0 1 35 1 3 11 109
An agent based early warning indicator for financial market instability 0 0 0 15 1 2 5 40
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 1 10 2 2 3 19
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 1 10 0 2 5 15
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 2 2 2 65
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 1 1 5 8
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 1 1 2 207
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 1 3 7 78
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 0 0 2 188
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 0 1 4 437
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 1 3 6 54
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 1 1 2 170
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 2 4 310
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 30 1 2 5 87
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 1 2 2 334
Extreme value theory as a theoretical background for power law behavior 0 0 3 22 0 0 3 86
Extreme value theory as a theoretical background for power law behavior 0 0 1 90 1 1 5 332
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 0 0 3 235
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 1 2 4 145
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 1 1 6 134
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 1 2 2 81
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 2 2 46
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 1 2 2 184
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 1 1 1 118
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 1 1 2 31
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 1 1 2 71
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 1 1 2 52
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 1 2 4 553
On the determination of the granular size of the economy 0 0 3 52 2 2 7 106
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 2 2 2 181
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 1 2 4 67
Price distortions and public information: theory, experiments and simulations 0 0 1 21 1 3 5 70
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 2 7 37
Survival and the ergodicity of corporate profitability 0 0 0 41 1 2 7 93
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 1 1 3 98
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 1 12 0 0 3 20
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 1 1 3 92
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 1 1 2 209
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 1 1 1 198
The role of bank credit allocation: Evidence from the Spanish economy 2 2 3 74 3 3 7 174
The role of public and private information in a laboratory financial market 0 0 0 123 0 2 3 416
The small core of the German corporate board network 0 0 2 61 1 1 3 353
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 1 1 2 530
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 0 2 68
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 1 2 2 63
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 1 1 5 480
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 1 1 4 263
Welfare effects of public information in a laboratory financial market 0 0 0 22 1 3 4 45
Total Working Papers 3 4 26 3,297 55 89 225 11,169

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 0 1 160 1 2 15 530
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 0 1 23 1 1 6 126
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 0 3 275
Advances in the agent-based modeling of economic and social behavior 0 0 2 12 1 5 10 55
Alternative approaches for the reformulation of economics 0 0 0 5 1 2 4 21
An agent-based early warning indicator for financial market instability 1 1 8 18 2 3 24 59
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 1 2 1 1 3 7
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 3 3 9 21
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 1 1 2 70
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 2 3 8 703
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 35 1 1 8 137
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 1 2 4 71
Financial power laws: Empirical evidence, models, and mechanisms 0 1 1 8 1 3 5 28
Firm profitability and the network of organizational capabilities 0 0 0 12 1 1 1 79
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 1 1 2 71
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 1 1 2 18
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 1 1 3 60
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 1 1 3 35
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 0 7 0 1 3 39
Network Approaches to Interbank Markets: Foreword 0 0 0 13 2 2 2 38
Network structure and N-dependence in agent-based herding models 0 0 0 155 2 3 11 471
On the determination of the granular size of the economy 0 0 3 14 1 4 10 66
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 1 1 1 77
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 1 1 7 39
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 1 1 3 8
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 1 1 2 11
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 1 4 4 123
The small core of the German corporate board network 0 0 0 1 0 0 1 10
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 1 2 4 33
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 127 1 3 9 372
What distinguishes individual stocks from the index? 0 0 0 19 0 1 1 96
Total Journal Articles 1 3 26 1,093 33 56 179 4,213
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 2 3 9
Total Chapters 0 0 0 0 2 2 3 9

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Statistics updated 2025-10-06