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 2 3 5 260
A Statistical Equilibrium Model of Competitive Firms 0 0 0 149 2 4 9 461
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 3 4 8 45
A minimal noise trader model with realistic time series 0 0 0 2 3 5 8 276
A minimal noise trader model with realistic time series properties 0 0 0 73 0 3 7 326
A minimal noise trader model with realistic time series properties 0 0 0 96 2 4 6 397
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 2 2 5 894
A spectral perspective on excess volatility 0 0 0 5 0 1 2 47
A spectral perspective on excess volatility 0 0 0 53 0 1 2 188
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 3 52 2 5 13 60
An agent based early warning indicator for financial market instability 0 0 0 15 3 7 11 47
An agent based early warning indicator for financial market instability 0 0 0 35 1 3 10 112
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 0 2 4 21
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 1 10 9 12 16 27
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 4 8 10 73
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 1 2 5 10
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 1 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 9 82
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 4 8 9 196
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 4 8 58
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 2 4 172
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 1 1 5 311
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 30 4 6 11 93
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 1 3 5 337
Extreme value theory as a theoretical background for power law behavior 0 0 1 90 1 2 7 334
Extreme value theory as a theoretical background for power law behavior 0 0 1 22 1 1 2 87
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 2 4 7 239
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 7 13 17 158
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 2 4 5 138
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 2 4 83
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 2 4 48
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 3 5 7 189
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 1 2 3 120
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 1 3 32
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 0 0 2 71
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 0 2 2 115
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 0 2 4 54
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 0 3 6 556
On the determination of the granular size of the economy 0 0 1 52 2 3 6 109
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 1 1 1 126
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 0 1 3 182
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 0 2 4 69
Price distortions and public information: theory, experiments and simulations 0 0 1 21 0 2 6 72
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 1 1 2 224
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 1 46 0 3 9 40
Survival and the ergodicity of corporate profitability 0 0 0 41 2 3 10 96
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 3 5 8 103
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 1 4 6 24
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 5 6 8 98
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 1 2 210
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 2 4 5 202
The role of bank credit allocation: Evidence from the Spanish economy 0 0 3 74 2 5 10 179
The role of public and private information in a laboratory financial market 0 1 1 124 3 8 10 424
The small core of the German corporate board network 0 0 1 61 4 5 7 358
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 0 2 530
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 1 3 5 71
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 6 7 9 70
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 5 8 12 488
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 13 16 19 279
Welfare effects of public information in a laboratory financial market 0 0 0 22 0 1 4 46
Total Working Papers 0 1 15 3,298 115 228 401 11,397

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 2 3 3 8
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 0 0 1 160 2 3 15 533
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 1 3 8 129
A spectral perspective on excess volatility 0 0 0 7 7 8 8 46
A statistical equilibrium model of competitive firms 0 0 1 77 2 7 9 282
Advances in the agent-based modeling of economic and social behavior 0 0 1 12 3 6 13 61
Alternative approaches for the reformulation of economics 0 0 0 5 3 4 8 25
An agent-based early warning indicator for financial market instability 0 0 1 18 0 2 9 61
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 1 2 0 2 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 1 6 22
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 1 3 71
Does classical competition explain the statistical features of firm growth? 0 0 0 35 2 6 8 193
Empirical validation of stochastic models of interacting agents 0 0 1 27 3 4 7 134
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 7 17 23 720
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 35 2 6 11 143
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 1 2 6 73
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 8 6 9 13 37
Firm profitability and the network of organizational capabilities 0 0 0 12 0 2 3 81
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 1 3 5 74
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 1 1 3 19
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 4 4 7 64
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 2 4 37
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 2 2 9 0 4 6 43
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 0 2 38
Network structure and N-dependence in agent-based herding models 0 1 1 156 4 8 17 479
On the determination of the granular size of the economy 0 0 1 14 0 2 9 68
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 0 1 2 78
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 1 3 3 103
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 4 0 3 9 42
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 0 2 4 10
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 2 6 8 17
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 2 3 4 5
The real versus the financial economy: A global tale of stability versus volatility 1 1 1 31 3 6 10 129
The small core of the German corporate board network 0 0 0 1 0 1 2 11
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 1 4 34
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 13 19 27 391
What distinguishes individual stocks from the index? 0 0 0 19 2 3 4 99
Total Journal Articles 1 4 19 1,097 74 159 290 4,372
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 7 13
Total Chapters 0 0 0 0 2 4 7 13

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Statistics updated 2026-01-09