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 76 0 1 8 249
A Statistical Equilibrium Model of Competitive Firms 0 0 1 147 0 0 11 445
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 1 15 0 3 11 30
A minimal noise trader model with realistic time series 0 0 0 2 0 0 0 265
A minimal noise trader model with realistic time series properties 0 0 1 70 0 1 3 312
A minimal noise trader model with realistic time series properties 0 0 0 95 1 1 5 387
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 248 0 1 3 874
A spectral perspective on excess volatility 0 0 0 53 0 1 6 185
A spectral perspective on excess volatility 0 0 0 5 0 0 1 42
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 4 38 1 2 17 30
An agent based early warning indicator for financial market instability 0 0 0 15 1 1 4 33
An agent based early warning indicator for financial market instability 0 0 3 34 0 0 9 89
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 1 6 7 7 1 4 5 5
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 16 0 2 10 33
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 1 204
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 31 0 0 9 68
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 2 2 33
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 1 2 88 0 1 6 182
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 72 0 1 5 424
Empresas granulares y desagregación regional: un análisis del caso español 0 0 1 19 2 2 4 42
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 0 1 168
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 1 131 0 0 5 300
Exploiting ergodicity in forecasts of corporate profitability 0 3 4 28 1 7 11 74
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 1 104 1 1 3 328
Extreme value theory as a theoretical background for power law behavior 0 0 1 84 0 0 13 307
Extreme value theory as a theoretical background for power law behavior 0 0 0 18 0 0 2 79
Gibrat's law redux: Think profitability instead of growth 0 0 0 84 0 0 7 227
Gibrat's law redux: Think profitability instead of growth 0 0 1 63 0 1 7 133
Granularity of the business cycle fluctuations: The Spanish case 1 1 1 53 2 7 15 110
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 1 17 0 1 5 77
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 0 2 44
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 1 3 6 182
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 4 115
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 1 4 26
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 40 0 0 0 66
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 1 1 52 0 1 4 93
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 0 0 3 47
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 1 100 0 2 6 544
On the determination of the granular size of the economy 0 1 3 48 2 5 11 94
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 0 0 1 123
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 45 0 0 8 178
Overweighting of public information in financial markets: A lesson from the lab 0 0 2 29 2 3 14 58
Price distortions and public information: theory, experiments and simulations 0 0 0 18 1 1 18 60
Should Network Structure Matter in Agent-Based Finance? 0 0 0 88 0 0 1 215
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 3 44 1 2 8 27
Survival and the ergodicity of corporate profitability 1 6 15 36 1 11 38 68
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 49 0 0 6 91
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 0 2 2 2 2
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 3 204
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 24 0 0 1 85
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 0 0 194
The role of bank credit allocation: Evidence from the Spanish economy 2 2 2 71 3 3 7 163
The role of public and private information in a laboratory financial market 0 0 1 122 2 5 8 403
The small core of the German corporate board network 0 0 0 59 0 1 6 348
The small core of the German corporate board network: New evidence from 2010 0 0 0 138 2 2 7 525
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 0 0 3 65
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 5 60
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 129 0 1 4 468
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 1 1 95 0 1 6 255
Welfare effects of public information in a laboratory financial market 0 0 0 20 0 0 5 39
Total Working Papers 5 22 62 3,158 27 85 380 10,577

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 2 2 2 0 2 2 2
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 1 156 0 1 6 506
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 0 0 1 60
A note on institutional hierarchy and volatility in financial markets 0 1 1 22 0 1 2 118
A spectral perspective on excess volatility 0 0 0 7 0 0 0 37
A statistical equilibrium model of competitive firms 0 2 4 70 1 3 14 251
Advances in the agent-based modeling of economic and social behavior 0 1 3 3 0 2 22 22
Alternative approaches for the reformulation of economics 0 0 0 5 0 0 2 17
An agent-based early warning indicator for financial market instability 0 0 0 9 0 3 9 27
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 4 68
Does classical competition explain the statistical features of firm growth? 0 0 0 33 1 1 7 177
Empirical validation of stochastic models of interacting agents 0 0 0 24 0 0 0 123
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 2 205 0 3 14 686
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 29 0 0 9 117
Exploiting ergodicity in forecasts of corporate profitability 0 1 2 4 1 6 14 47
Financial power laws: Empirical evidence, models, and mechanisms 0 0 2 2 0 0 4 9
Firm profitability and the network of organizational capabilities 0 0 0 12 0 0 1 78
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 11 0 0 1 60
Granular companies and regional breakdown: An analysis of the Spanish case./EMPRESAS GRANULARES Y DESAGREGACIÓN REGIONAL: UN ANÁLISIS DEL CASO ESPAÑOL 0 0 0 6 1 2 4 30
Granularity of the Business Cycle Fluctuations: The Spanish Case 1 1 6 68 3 4 23 211
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 0 0 0 0 2 8
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 0 1 56
Long-run expectations in a learning-to-forecast experiment 0 0 1 4 0 0 6 29
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 4 6 0 0 10 30
Network Approaches to Interbank Markets: Foreword 0 0 0 12 0 0 0 35
Network structure and N-dependence in agent-based herding models 2 5 8 147 2 5 17 445
On the determination of the granular size of the economy 0 1 1 9 1 2 9 45
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 11 0 0 3 75
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 17 0 1 5 93
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 0 2 3 11 11
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 29 0 0 0 116
The small core of the German corporate board network 0 0 0 0 0 0 3 7
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 1 3 6 0 1 5 26
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 1 7 117 1 1 12 330
What distinguishes individual stocks from the index? 0 0 0 19 0 0 1 95
Total Journal Articles 4 16 51 1,066 13 41 224 4,047

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 0 0 0 4
Total Chapters 0 0 0 0 0 0 0 4

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Statistics updated 2022-06-07