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 4 7 9 264
A Statistical Equilibrium Model of Competitive Firms 0 0 0 149 3 5 11 464
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 2 5 8 47
A minimal noise trader model with realistic time series 0 0 0 2 5 9 13 281
A minimal noise trader model with realistic time series properties 0 0 0 73 5 5 12 331
A minimal noise trader model with realistic time series properties 0 0 0 96 1 5 7 398
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 3 5 8 897
A spectral perspective on excess volatility 0 0 0 53 2 2 4 190
A spectral perspective on excess volatility 0 0 0 5 4 5 6 51
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 2 52 13 18 25 73
An agent based early warning indicator for financial market instability 0 0 0 15 11 18 22 58
An agent based early warning indicator for financial market instability 0 0 0 35 4 7 12 116
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 0 10 8 9 12 29
Centralized vs Decentralized Markets: The Role of Connectivity 0 0 1 10 2 14 18 29
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 3 11 13 76
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 4 6 7 14
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 2 2 4 210
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 0 32 2 4 11 84
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 3 3 4 37
Do investors rely too much on public information to be justified by its accuracy? An experimental study 0 0 0 89 3 10 11 199
Does Classical Competition Explain the Statistical Features of Firm Growth? 0 0 0 73 4 4 9 442
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 6 10 14 64
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 1 2 5 173
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 5 6 9 316
Exploiting ergodicity in forecasts of corporate profitability 1 1 1 31 5 11 16 98
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 2 5 7 339
Extreme value theory as a theoretical background for power law behavior 0 0 1 90 10 12 17 344
Extreme value theory as a theoretical background for power law behavior 0 0 1 22 1 2 3 88
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 0 4 7 239
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 2 15 19 160
Granularity of the business cycle fluctuations: The Spanish case 0 0 0 57 5 8 10 143
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 9 11 13 92
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 6 7 10 54
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 2 5 9 191
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 2 4 5 122
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 2 3 4 34
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 42 15 15 16 86
Long-run expectations in a Learning-to-Forecast Experiment: A Simulation Approach 0 0 0 52 4 5 6 119
Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach 0 0 0 15 2 3 5 56
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 2 2 2 104 5 7 11 561
On the determination of the granular size of the economy 0 0 1 52 2 5 8 111
On the distributional properties of size, pro fit and growth of Icelandic firms 0 0 0 29 2 3 3 128
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 45 3 4 6 185
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 2 3 6 71
Price distortions and public information: theory, experiments and simulations 0 0 0 21 4 5 9 76
Should Network Structure Matter in Agent-Based Finance? 0 0 0 90 2 3 4 226
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 46 2 3 8 42
Survival and the ergodicity of corporate profitability 0 0 0 41 4 7 14 100
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 2 7 10 105
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 0 12 4 6 9 28
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 2 8 10 100
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 1 4 6 203
The role of bank credit allocation: Evidence from the Spanish economy 0 0 2 74 2 6 10 181
The role of public and private information in a laboratory financial market 0 1 1 124 2 6 12 426
The small core of the German corporate board network 0 0 1 61 4 8 11 362
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 3 3 5 533
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 4 6 9 75
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 4 10 13 74
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 2 10 13 490
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 11 26 30 290
Welfare effects of public information in a laboratory financial market 0 0 0 22 1 1 5 47
Total Working Papers 3 4 14 3,301 235 424 615 11,632

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 5 5 10
A NOISE TRADER MODEL AS A GENERATOR OF APPARENT FINANCIAL POWER LAWS AND LONG MEMORY 1 1 2 161 4 6 19 537
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 2 2 4 5
A note on institutional hierarchy and volatility in financial markets 0 0 1 23 1 4 9 130
A spectral perspective on excess volatility 0 0 0 7 1 8 9 47
A statistical equilibrium model of competitive firms 0 0 0 77 4 10 12 286
Advances in the agent-based modeling of economic and social behavior 0 0 1 12 4 10 17 65
Alternative approaches for the reformulation of economics 0 0 0 5 4 8 12 29
An agent-based early warning indicator for financial market instability 0 0 1 18 8 8 16 69
Banking sector concentration, credit shocks and aggregate fluctuations 0 0 1 2 5 6 10 14
Buchbesprechungen / Book Reviews 0 0 0 0 2 2 2 2
Credit allocation and the financial crisis: evidence from Spanish companies 0 0 0 6 2 2 8 24
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 4 4 7 75
Does classical competition explain the statistical features of firm growth? 1 1 1 36 6 11 14 199
Empirical validation of stochastic models of interacting agents 0 0 0 27 5 9 10 139
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 6 20 29 726
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 0 3 35 3 8 14 146
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 7 7 9 13 80
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 8 5 12 18 42
Firm profitability and the network of organizational capabilities 0 0 0 12 4 6 7 85
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 2 4 7 76
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 0 0 1 3 4 5 7 23
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 4 8 11 68
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 8 8 12 45
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 2 2 9 5 8 10 48
Network Approaches to Interbank Markets: Foreword 0 0 0 13 2 2 4 40
Network structure and N-dependence in agent-based herding models 0 1 1 156 6 13 23 485
On the determination of the granular size of the economy 0 0 1 14 3 3 12 71
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 5 6 7 83
On the role of heterogeneous and imperfect information in a laboratory financial market 0 0 0 18 4 6 7 107
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 4 4 5 12 46
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 0 2 2 2 5 12
Survival and the Ergodicity of Corporate Profitability 0 0 0 4 3 6 11 20
The effect of time-varying fundamentals in learning-to-forecast experiments 0 0 0 0 2 5 5 7
The real versus the financial economy: A global tale of stability versus volatility 0 1 1 31 5 10 15 134
The small core of the German corporate board network 0 0 0 1 3 4 5 14
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 4 5 8 38
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 1 127 9 27 36 400
What distinguishes individual stocks from the index? 0 0 0 19 4 6 8 103
Total Journal Articles 2 6 19 1,099 158 283 440 4,530
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 7 11 14 20
Total Chapters 0 0 0 0 7 11 14 20

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Statistics updated 2026-02-12