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 78 0 0 2 255
A Statistical Equilibrium Model of Competitive Firms 0 0 1 149 0 2 4 455
A cross-sectional analysis of growth and profit rate distribution: the Spanish case 0 0 0 17 0 0 2 39
A minimal noise trader model with realistic time series 0 0 0 2 1 2 3 270
A minimal noise trader model with realistic time series properties 0 0 0 73 0 2 3 321
A minimal noise trader model with realistic time series properties 0 0 0 96 0 2 3 393
A noise trader model as a generator of apparent financial power laws and long memory 0 0 0 258 0 2 3 891
A spectral perspective on excess volatility 0 0 0 5 0 0 0 45
A spectral perspective on excess volatility 0 0 0 53 0 0 0 186
Advances in the Agent-Based Modeling of Economic and Social Behavior 0 0 3 50 0 0 5 48
An agent based early warning indicator for financial market instability 0 0 1 35 0 1 13 105
An agent based early warning indicator for financial market instability 0 0 0 15 0 2 3 38
Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations 0 0 1 10 0 0 1 17
Centralized vs Decentralized Markets: The Role of Connectivity 0 1 1 10 0 1 3 12
Centralized vs decentralized markets in the laboratory: The role of connectivity 0 0 0 22 0 0 2 63
Centralized vs decentralized markets: The role of connectivity 0 0 0 6 0 0 4 7
Critical behaviour and system size in agent-based models: an explanation 0 0 0 0 0 0 1 206
Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab 0 0 1 32 0 1 5 74
Designing public communication and disclusure strategies for central banks and other policy bodies 0 0 0 15 0 0 0 33
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 3 3 436
Empresas granulares y desagregación regional: un análisis del caso español 0 0 0 20 0 1 3 51
Estimation of a simple genetic algorithm applied to a laboratory experiment 0 0 0 54 0 1 1 169
Excess Volatility and Herding in an Artificial Financial Market: Analytical Approach and Estimation 0 0 0 133 0 0 3 307
Exploiting ergodicity in forecasts of corporate profitability 0 0 1 30 0 2 4 84
Extreme Value Theory as a Theoretical Background for Power Law Behavior 0 0 0 106 0 0 1 332
Extreme value theory as a theoretical background for power law behavior 0 0 2 21 0 0 3 85
Extreme value theory as a theoretical background for power law behavior 0 1 1 90 0 1 6 328
Gibrat's law redux: Think profitability instead of growth 0 0 0 85 1 3 3 235
Gibrat's law redux: Think profitability instead of growth 0 0 0 65 1 1 2 142
Granularity of the business cycle fluctuations: The Spanish case 0 0 2 57 0 0 9 133
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: A comparison 0 0 0 18 0 0 0 79
Heuristic Switching Model and Exploration-Explotation Algorithm to describe long-run expectations in LtFEs: a comparison 0 0 0 16 0 0 0 44
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 34 0 0 0 182
Identification of interaction effects in survey expectations: A cautionary note 0 0 0 8 0 0 0 117
Long-run expectations in a Learning-to-Forecast Experiment 0 0 0 19 0 0 1 30
Long-run expectations in a Learning-to-Forecast Experiment 0 0 1 42 0 0 3 70
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 0 0 1 51
Network hierarchy in Kirman's ant model: fund investment can create systemic risk 0 0 0 102 0 1 2 551
On the determination of the granular size of the economy 0 1 3 52 0 1 6 104
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 0 0 0 179
Overweighting of public information in financial markets: A lesson from the lab 0 0 0 29 0 0 2 65
Price distortions and public information: theory, experiments and simulations 0 0 3 21 0 0 5 67
Should Network Structure Matter in Agent-Based Finance? 0 0 2 90 0 1 3 223
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 1 46 0 1 5 35
Survival and the ergodicity of corporate profitability 0 0 0 41 2 2 3 88
The Interplay between Public and Private Information in Asset Markets: Theoretical and Experimental Approaches 0 0 0 51 0 1 2 96
The effect of time-varying fundamentals in Learning-to-Forecast Experiments 0 0 2 12 0 1 6 20
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 25 0 1 2 91
The fine structure of spectral properties for random correlation matrices: an application to financial markets 0 0 0 62 0 0 1 208
The real versus the financial economy: A global tale of stability versus volatility 0 0 0 54 0 0 1 197
The role of bank credit allocation: Evidence from the Spanish economy 0 0 1 72 0 0 4 171
The role of public and private information in a laboratory financial market 0 0 0 123 0 0 5 414
The small core of the German corporate board network 0 1 2 61 0 1 2 352
The small core of the German corporate board network: New evidence from 2010 0 0 0 140 0 1 1 529
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 18 0 0 0 61
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 15 1 2 2 68
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 132 0 2 4 479
Time-variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 0 96 0 2 4 262
Welfare effects of public information in a laboratory financial market 0 0 0 22 0 0 1 42
Total Working Papers 0 4 30 3,291 6 44 164 11,061

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 0 159 0 9 13 527
A nonparametric approach tothe noise density in stochastic volatility models 0 0 0 0 0 1 1 2
A note on institutional hierarchy and volatility in financial markets 0 0 0 22 1 3 4 124
A spectral perspective on excess volatility 0 0 0 7 0 0 1 38
A statistical equilibrium model of competitive firms 0 0 2 77 0 0 5 274
Advances in the agent-based modeling of economic and social behavior 0 0 2 11 0 0 7 48
Alternative approaches for the reformulation of economics 0 0 0 5 1 1 1 18
An agent-based early warning indicator for financial market instability 0 0 7 17 1 2 23 55
Banking sector concentration, credit shocks and aggregate fluctuations 0 1 1 2 0 1 1 5
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 0 2 8 18
Der dichte Kern des Netzwerks deutscher Aufsichtsräte und Unternehmensvorstände 0 0 0 8 0 1 1 69
Does classical competition explain the statistical features of firm growth? 0 0 0 35 0 2 2 187
Empirical validation of stochastic models of interacting agents 0 0 2 27 0 1 4 130
Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model 0 0 0 209 1 2 5 699
Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data 0 2 4 34 0 2 9 134
Exploiting ergodicity in forecasts of corporate profitability 0 0 0 6 0 0 4 67
Financial power laws: Empirical evidence, models, and mechanisms 0 0 1 7 0 0 5 24
Firm profitability and the network of organizational capabilities 0 0 0 12 0 0 0 78
Gibrat’s Law Redux: think profitability instead of growth 0 0 0 15 1 1 1 70
Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison 1 1 2 3 1 1 5 17
Identification of Interaction Effects in Survey Expectations: A Cautionary Note 0 0 0 5 0 1 1 58
Long-run expectations in a learning-to-forecast experiment 0 0 0 5 0 1 2 34
Long-run expectations in a learning-to-forecast experiment: a simulation approach 0 0 0 7 0 0 2 38
Network Approaches to Interbank Markets: Foreword 0 0 0 13 0 0 0 36
Network structure and N-dependence in agent-based herding models 0 0 0 155 0 3 5 465
On the determination of the granular size of the economy 0 1 4 14 0 2 8 61
On the distributional properties of size, profit and growth of Icelandic firms 0 0 0 11 0 0 0 76
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 0 3 6 37
Single vs. multiple disclosures in an experimental asset market with information acquisition 0 0 1 2 0 0 4 7
Survival and the Ergodicity of Corporate Profitability 0 0 2 4 1 1 5 10
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 0 0 0 119
The small core of the German corporate board network 0 0 0 1 0 0 0 9
The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment 0 0 0 6 0 0 1 30
Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach 0 0 2 126 2 4 11 368
What distinguishes individual stocks from the index? 0 0 0 19 0 0 0 95
Total Journal Articles 1 5 31 1,085 9 44 147 4,134
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 0 1 2 7
Total Chapters 0 0 0 0 0 1 2 7

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Statistics updated 2025-05-12