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 Noise Trader Model as a Generator of Apparant Power Laws and Long Memory 0 0 1 2 0 1 6 17
A Note on institutional hierarchy and volatility in financial markets 0 0 1 73 1 2 4 199
A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets 0 0 0 31 0 1 2 83
A Statistical Equilibrium Model of Competitive Firms 0 0 2 140 1 1 5 390
A minimal noise trader model with realistic time series 0 0 0 2 1 1 5 235
A minimal noise trader model with realistic time series properties 1 1 2 89 1 6 11 338
A minimal noise trader model with realistic time series properties 0 0 1 68 0 2 7 284
A noise trader model as a generator of apparent financial power laws and long memory 0 1 4 242 1 4 21 808
A spectral perspective on excess volatility 0 0 0 4 0 0 2 25
A spectral perspective on excess volatility 0 1 7 49 0 3 15 148
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 1 190
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 5 5 0 0 6 6
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 4 14 76 1 8 29 146
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 2 6 69 1 3 7 395
Empirical Validation of Stochastic Models of Interacting Agents: A 'Maximally Skewed' Noise Trader Model 0 0 0 8 0 0 0 16
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 51 0 2 5 143
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 1 2 9 112 1 3 14 248
Extreme Value Theory as a Theoretical Background for Power Law Behavior 1 3 11 90 1 9 39 254
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 14 1 2 3 55
Extreme Value Theory as a Theoretical Background for Power Law Behaviour 0 0 0 1 0 0 1 10
Extreme value theory as a theoretical background for power law behavior 0 0 4 82 0 1 9 261
Gibrat's law redux: Think profitability instead of growth 0 0 2 55 0 1 9 81
Gibrat's law redux: Think profitability instead of growth 0 3 6 73 0 4 12 176
Granularity of the business cycle fluctuations: The Spanish case 1 1 10 34 3 3 28 40
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 1 34 0 1 14 146
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 1 106
Long-run expectations in a Learning-to-Forecast Experiment 0 0 32 33 0 1 34 39
Long-run expectations in a Learning-to-Forecast Experiment 0 0 16 16 0 0 5 5
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 2 5 34 34 3 7 28 28
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 11 11 0 0 6 6
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 6 93 0 0 40 487
On the distributional properties of size, pro fit and growth of Icelandic firms 1 1 3 28 2 2 8 105
On the distributional properties of size, profit and growth of Icelandic firms 0 0 1 43 1 3 9 151
Should Network Structure Matter in Agent-Based Finance? 0 0 1 24 0 0 2 84
Should Network Structure Matter in Agent-Based Finance? 0 0 3 86 0 0 4 192
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 1 4 42 0 1 13 61
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 22 0 0 3 67
The fine structure of spectral properties for random correlation matrices: an application to financial markets 1 2 2 60 1 2 5 187
The real versus the financial economy: A global tale of stability versus volatility 0 0 3 43 0 1 14 158
The role of bank credit allocation: Evidence from the Spanish economy 2 3 23 56 6 17 60 84
The role of public and private information in a laboratory financial market 0 0 5 114 0 1 20 349
The small core of the German corporate board network 0 0 0 56 2 5 16 314
The small core of the German corporate board network: New evidence from 2010 1 1 2 134 2 5 17 491
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 2 21 0 1 6 85
Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach 0 0 3 6 0 1 9 23
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 90 0 0 4 217
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 4 121 1 1 6 415
Total Working Papers 11 31 242 2,545 31 106 565 8,348


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 2 150 0 5 10 468
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 8 1 1 3 50
A note on institutional hierarchy and volatility in financial markets 0 0 0 21 0 1 3 98
A spectral perspective on excess volatility 0 0 1 4 0 0 4 23
A statistical equilibrium model of competitive firms 1 2 5 52 1 5 14 177
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 0 0 54
Does classical competition explain the statistical features of firm growth? 0 0 0 30 1 4 7 151
Empirical validation of stochastic models of interacting agents 0 1 3 20 0 2 12 92
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 1 1 5 184 4 15 31 588
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 1 3 20 1 6 17 80
Firm profitability and the network of organizational capabilities 0 0 1 10 0 4 7 58
Gibrat’s Law Redux: think profitability instead of growth 0 0 3 4 0 1 10 19
Granularity of the Business Cycle Fluctuations: The Spanish Case 2 2 18 18 3 6 37 37
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 2 4 44
Network Approaches to Interbank Markets: Foreword 0 1 2 10 1 3 7 24
Network Approaches to Interbank Markets: Foreword 0 1 4 8 0 1 8 22
Network structure and N-dependence in agent-based herding models 1 3 9 113 2 8 33 336
On the distributional properties of size, profit and growth of Icelandic firms 1 1 1 8 1 3 6 45
On the role of heterogeneous and imperfect information in a laboratory financial market 0 1 1 14 0 2 4 71
The real versus the financial economy: A global tale of stability versus volatility 0 1 2 27 1 3 6 90
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 1 4 6 90 2 8 16 260
What distinguishes individual stocks from the index? 0 0 1 19 1 1 2 86
Total Journal Articles 7 19 67 823 19 81 241 2,873


Statistics updated 2018-01-04